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CNHI vs. AGCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CNHI vs. AGCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CNH Industrial N.V. (CNHI) and AGCO Corporation (AGCO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
32.69%
94.93%
CNHI
AGCO

Returns By Period


CNHI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

AGCO

YTD

-20.14%

1M

-7.61%

6M

-14.27%

1Y

-17.76%

5Y (annualized)

6.83%

10Y (annualized)

10.22%

Fundamentals


CNHIAGCO
Market Cap$14.40B$6.85B
EPS$1.72$2.22
PE Ratio6.6640.69
PEG Ratio13.110.60
Total Revenue (TTM)$11.61B$12.58B
Gross Profit (TTM)$3.72B$3.19B
EBITDA (TTM)$2.62B$1.12B

Key characteristics


CNHIAGCO

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Correlation

-0.50.00.51.00.6

The correlation between CNHI and AGCO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

CNHI vs. AGCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CNH Industrial N.V. (CNHI) 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.


Sharpe ratio
The chart of Sharpe ratio for CNHI, currently valued at 0.75, compared to the broader market-4.00-2.000.002.000.75-0.67
The chart of Sortino ratio for CNHI, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.20-0.80
The chart of Omega ratio for CNHI, currently valued at 1.21, compared to the broader market0.501.001.502.001.210.91
The chart of Calmar ratio for CNHI, currently valued at 0.33, compared to the broader market0.002.004.006.000.33-0.49
The chart of Martin ratio for CNHI, currently valued at 2.05, compared to the broader market0.0010.0020.0030.002.05-1.16
CNHI
AGCO

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.75
-0.67
CNHI
AGCO

Dividends

CNHI vs. AGCO - Dividend Comparison

CNHI has not paid dividends to shareholders, while AGCO's dividend yield for the trailing twelve months is around 3.91%.


TTM20232022202120202019201820172016201520142013
CNHI
CNH Industrial N.V.
4.10%3.14%1.88%0.68%1.40%1.59%1.61%0.77%1.47%3.14%3.42%0.00%
AGCO
AGCO Corporation
3.91%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%0.68%

Drawdowns

CNHI vs. AGCO - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-36.38%
-30.35%
CNHI
AGCO

Volatility

CNHI vs. AGCO - Volatility Comparison

The current volatility for CNH Industrial N.V. (CNHI) is 0.00%, while AGCO Corporation (AGCO) has a volatility of 11.58%. This indicates that CNHI experiences smaller price fluctuations and is considered to be less risky than AGCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember0
11.58%
CNHI
AGCO

Financials

CNHI vs. AGCO - Financials Comparison

This section allows you to compare key financial metrics between CNH Industrial N.V. 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.


Quarterly
Annual

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


Values in USD except per share items