ALB vs. DE
Compare and contrast key facts about Albemarle Corporation (ALB) and Deere & Company (DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALB or DE.
Performance
ALB vs. DE - Performance Comparison
Returns By Period
In the year-to-date period, ALB achieves a -27.52% return, which is significantly lower than DE's 0.89% return. Over the past 10 years, ALB has underperformed DE with an annualized return of 6.85%, while DE has yielded a comparatively higher 18.90% annualized return.
ALB
-27.52%
8.82%
-20.38%
-17.56%
10.56%
6.85%
DE
0.89%
-2.39%
1.24%
5.40%
19.81%
18.90%
Fundamentals
ALB | DE | |
---|---|---|
Market Cap | $12.08B | $107.73B |
EPS | -$16.76 | $29.31 |
PEG Ratio | 1.22 | 2.94 |
Total Revenue (TTM) | $6.50B | $40.58B |
Gross Profit (TTM) | $689.47M | $16.33B |
EBITDA (TTM) | -$1.93B | $11.66B |
Key characteristics
ALB | DE | |
---|---|---|
Sharpe Ratio | -0.30 | 0.28 |
Sortino Ratio | -0.05 | 0.54 |
Omega Ratio | 0.99 | 1.07 |
Calmar Ratio | -0.23 | 0.29 |
Martin Ratio | -0.62 | 0.93 |
Ulcer Index | 28.77% | 6.79% |
Daily Std Dev | 59.09% | 22.60% |
Max Drawdown | -77.22% | -73.27% |
Current Drawdown | -67.48% | -8.96% |
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Correlation
The correlation between ALB and DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ALB vs. DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Albemarle Corporation (ALB) and Deere & Company (DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ALB vs. DE - Dividend Comparison
ALB's dividend yield for the trailing twelve months is around 1.55%, more than DE's 1.47% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Albemarle Corporation | 1.55% | 1.11% | 0.73% | 0.67% | 1.04% | 2.02% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
Deere & Company | 1.47% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% |
Drawdowns
ALB vs. DE - Drawdown Comparison
The maximum ALB drawdown since its inception was -77.22%, which is greater than DE's maximum drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for ALB and DE. For additional features, visit the drawdowns tool.
Volatility
ALB vs. DE - Volatility Comparison
Albemarle Corporation (ALB) has a higher volatility of 17.29% compared to Deere & Company (DE) at 6.67%. This indicates that ALB's price experiences larger fluctuations and is considered to be riskier than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALB vs. DE - Financials Comparison
This section allows you to compare key financial metrics between Albemarle Corporation and Deere & Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities