CNH vs. AGCO
CNH (CNH Industrial NV) and AGCO (AGCO Corporation) are both stocks. Both operate in the Farm & Heavy Construction Machinery industry within the Industrials sector. Over the past 10 years, CNH returned 5.89%/yr vs 10.86%/yr for AGCO. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
CNH vs. AGCO - Performance Comparison
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Returns By Period
In the year-to-date period, CNH achieves a 20.90% return, which is significantly higher than AGCO's 15.20% return. Over the past 10 years, CNH has underperformed AGCO with an annualized return of 5.89%, while AGCO has yielded a comparatively higher 10.86% annualized return.
CNH
- 1D
- 0.82%
- 1M
- 9.07%
- YTD
- 20.90%
- 6M
- 17.33%
- 1Y
- -11.25%
- 3Y*
- -4.62%
- 5Y*
- -7.04%
- 10Y*
- 5.89%
AGCO
- 1D
- 1.03%
- 1M
- -1.12%
- YTD
- 15.20%
- 6M
- 14.31%
- 1Y
- 21.38%
- 3Y*
- 1.91%
- 5Y*
- 0.37%
- 10Y*
- 10.86%
CNH vs. AGCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CNH CNH Industrial NV | 20.90% | -17.10% | -3.12% | -22.01% | -15.74% | 52.59% | 16.73% | 21.64% | -30.31% | 57.67% |
AGCO AGCO Corporation | 15.20% | 12.85% | -20.33% | -7.90% | 24.99% | 16.16% | 34.77% | 40.02% | -21.30% | 24.50% |
Correlation
The correlation between CNH and AGCO is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2013 | 0.64 |
The correlation between CNH and AGCO shifts across timeframes, from 0.64 (all time) to 0.74 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CNH:
$13.73B
AGCO:
$8.70B
CNH:
$0.32
AGCO:
$10.42
CNH:
34.83
AGCO:
11.48
CNH:
0.76
AGCO:
0.85
CNH:
1.75
AGCO:
2.02
CNH:
$18.09B
AGCO:
$10.37B
CNH:
$4.45B
AGCO:
$2.58B
CNH:
$2.09B
AGCO:
$984.20M
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Return for Risk
CNH vs. AGCO — Risk / Return Rank
CNH
AGCO
CNH vs. AGCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CNH Industrial NV (CNH) and AGCO Corporation (AGCO). 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.
| CNH | AGCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.14 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 0.97 | -1.31 |
| Martin ratioReturn relative to average drawdown | -0.54 | 2.09 | -2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNH | AGCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 0.64 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.01 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.31 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.24 | -0.22 |
Drawdowns
CNH vs. AGCO - Drawdown Comparison
The maximum CNH drawdown since its inception was -65.82%, smaller than the maximum AGCO drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for CNH and AGCO.
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Drawdown Indicators
| CNH | AGCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.82% | -83.96% | +18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -33.19% | -22.23% | -10.96% |
Max Drawdown (3Y)Largest decline over 3 years | -37.66% | -43.50% | +5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -47.76% | -43.50% | -4.26% |
Max Drawdown (10Y)Largest decline over 10 years | -65.82% | -54.07% | -11.75% |
Current DrawdownCurrent decline from peak | -36.84% | -14.64% | -22.20% |
Average DrawdownAverage peak-to-trough decline | -28.58% | -29.74% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.72% | 10.26% | +10.46% |
Volatility
CNH vs. AGCO - Volatility Comparison
CNH Industrial NV (CNH) has a higher volatility of 14.06% compared to AGCO Corporation (AGCO) at 11.67%. This indicates that CNH's price experiences larger fluctuations and is considered to be riskier than AGCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNH | AGCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.06% | 11.67% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 28.65% | 23.94% | +4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.42% | 33.34% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.77% | 35.08% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.69% | 35.04% | +1.65% |
Dividends
CNH vs. AGCO - Dividend Comparison
CNH's dividend yield for the trailing twelve months is around 0.91%, less than AGCO's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGCO AGCO Corporation | 0.98% | 1.11% | 3.92% | 5.03% | 3.91% | 4.10% | 0.62% | 0.82% | 1.08% | 0.78% | 0.90% | 1.06% |
CNH CNH Industrial NV | 0.91% | 2.71% | 4.15% | 3.25% | 1.88% | 0.68% | 0.00% | 1.85% | 1.87% | 1.64% | 1.50% | 2.92% |
Financials
CNH vs. AGCO - Financials Comparison
This section allows you to compare key financial metrics between CNH Industrial NV and AGCO Corporation. 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
CNH vs. AGCO - Profitability Comparison
CNH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CNH Industrial NV reported a gross profit of 0.00 and revenue of 3.83B. Therefore, the gross margin over that period was 0.0%.
AGCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AGCO Corporation reported a gross profit of 581.40M and revenue of 2.34B. Therefore, the gross margin over that period was 24.8%.
CNH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CNH Industrial NV reported an operating income of 0.00 and revenue of 3.83B, resulting in an operating margin of 0.0%.
AGCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AGCO Corporation reported an operating income of 80.70M and revenue of 2.34B, resulting in an operating margin of 3.4%.
CNH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CNH Industrial NV reported a net income of 17.00M and revenue of 3.83B, resulting in a net margin of 0.4%.
AGCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AGCO Corporation reported a net income of 55.00M and revenue of 2.34B, resulting in a net margin of 2.4%.
Frequently Asked Questions
CNH and AGCO have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CNH has higher volatility (14.06%) compared to AGCO (11.67%). In terms of maximum drawdown, CNH dropped -65.82% vs AGCO's -83.96%.
AGCO currently has the higher Sharpe Ratio (0.64 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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