PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CNC vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CNC and DE is 0.27, 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.


-0.50.00.51.00.3

Performance

CNC vs. DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centene Corporation (CNC) and Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-6.86%
12.18%
CNC
DE

Key characteristics

Sharpe Ratio

CNC:

-0.66

DE:

0.53

Sortino Ratio

CNC:

-0.76

DE:

0.92

Omega Ratio

CNC:

0.90

DE:

1.12

Calmar Ratio

CNC:

-0.48

DE:

0.59

Martin Ratio

CNC:

-1.36

DE:

1.80

Ulcer Index

CNC:

14.61%

DE:

7.01%

Daily Std Dev

CNC:

30.13%

DE:

24.06%

Max Drawdown

CNC:

-64.42%

DE:

-73.27%

Current Drawdown

CNC:

-35.04%

DE:

-7.61%

Fundamentals

Market Cap

CNC:

$32.01B

DE:

$117.74B

EPS

CNC:

$5.79

DE:

$25.64

PE Ratio

CNC:

10.95

DE:

16.86

PEG Ratio

CNC:

0.68

DE:

2.17

Total Revenue (TTM)

CNC:

$122.27B

DE:

$51.10B

Gross Profit (TTM)

CNC:

$13.11B

DE:

$20.07B

EBITDA (TTM)

CNC:

$5.37B

DE:

$13.53B

Returns By Period

In the year-to-date period, CNC achieves a 4.24% return, which is significantly higher than DE's 1.22% return. Over the past 10 years, CNC has underperformed DE with an annualized return of 8.86%, while DE has yielded a comparatively higher 19.46% annualized return.


CNC

YTD

4.24%

1M

6.73%

6M

-6.86%

1Y

-19.78%

5Y*

-0.44%

10Y*

8.86%

DE

YTD

1.22%

1M

-1.80%

6M

12.18%

1Y

12.97%

5Y*

21.22%

10Y*

19.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CNC vs. DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNC
The Risk-Adjusted Performance Rank of CNC is 1515
Overall Rank
The Sharpe Ratio Rank of CNC is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of CNC is 1616
Sortino Ratio Rank
The Omega Ratio Rank of CNC is 1616
Omega Ratio Rank
The Calmar Ratio Rank of CNC is 2020
Calmar Ratio Rank
The Martin Ratio Rank of CNC is 1111
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 6565
Overall Rank
The Sharpe Ratio Rank of DE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DE is 5959
Omega Ratio Rank
The Calmar Ratio Rank of DE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of DE is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CNC vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Centene Corporation (CNC) 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.


Sharpe ratio
The chart of Sharpe ratio for CNC, currently valued at -0.66, compared to the broader market-2.000.002.00-0.660.53
The chart of Sortino ratio for CNC, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.00-0.760.92
The chart of Omega ratio for CNC, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.12
The chart of Calmar ratio for CNC, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.480.59
The chart of Martin ratio for CNC, currently valued at -1.36, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.361.80
CNC
DE

The current CNC Sharpe Ratio is -0.66, which is lower than the DE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of CNC and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.66
0.53
CNC
DE

Dividends

CNC vs. DE - Dividend Comparison

CNC has not paid dividends to shareholders, while DE's dividend yield for the trailing twelve months is around 1.41%.


TTM20242023202220212020201920182017201620152014
CNC
Centene Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DE
Deere & Company
1.41%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%

Drawdowns

CNC vs. DE - Drawdown Comparison

The maximum CNC drawdown since its inception was -64.42%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for CNC and DE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-35.04%
-7.61%
CNC
DE

Volatility

CNC vs. DE - Volatility Comparison

The current volatility for Centene Corporation (CNC) is 6.49%, while Deere & Company (DE) has a volatility of 7.58%. This indicates that CNC experiences smaller price fluctuations and is considered to be less risky than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.49%
7.58%
CNC
DE

Financials

CNC vs. DE - Financials Comparison

This section allows you to compare key financial metrics between Centene 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab