PortfoliosLab logoPortfoliosLab logo
DCO.DE vs. AGCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DCO.DE vs. AGCO - Performance Comparison

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

Loading charts...

Different Trading Currencies

DCO.DE is traded in EUR, while AGCO is traded in USD. To make them comparable, the AGCO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DCO.DE achieves a 33.29% return, which is significantly higher than AGCO's 14.31% return. Over the past 10 years, DCO.DE has outperformed AGCO with an annualized return of 22.65%, while AGCO has yielded a comparatively lower 10.03% annualized return.


DCO.DE

1D
1.57%
1M
2.78%
YTD
33.29%
6M
24.89%
1Y
17.16%
3Y*
16.28%
5Y*
13.35%
10Y*
22.65%

AGCO

1D
-2.11%
1M
-1.01%
YTD
14.31%
6M
12.27%
1Y
15.88%
3Y*
-1.82%
5Y*
0.92%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCO.DE vs. AGCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCO.DE
Deere & Company
33.29%-3.37%14.31%-9.17%33.19%42.35%39.56%25.63%-1.84%36.29%
AGCO
AGCO Corporation
14.31%-0.54%-15.07%-10.66%32.74%24.85%23.66%43.18%-17.61%9.20%

Correlation

The correlation between DCO.DE and AGCO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2012

0.42

The correlation between DCO.DE and AGCO shifts across timeframes, from 0.41 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

DCO.DE vs. AGCO — Risk / Return Rank

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

DCO.DE
DCO.DE Risk / Return Rank: 5757
Overall Rank
DCO.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DCO.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
DCO.DE Omega Ratio Rank: 5454
Omega Ratio Rank
DCO.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DCO.DE Martin Ratio Rank: 5858
Martin Ratio Rank

AGCO
AGCO Risk / Return Rank: 5656
Overall Rank
AGCO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AGCO Sortino Ratio Rank: 5555
Sortino Ratio Rank
AGCO Omega Ratio Rank: 5252
Omega Ratio Rank
AGCO Calmar Ratio Rank: 5858
Calmar Ratio Rank
AGCO Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DCO.DE vs. AGCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DCO.DE) 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.


DCO.DEAGCODifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.13

1.11

+0.01

Calmar ratioReturn relative to maximum drawdown

0.80

0.79

+0.01

Martin ratioReturn relative to average drawdown

1.63

1.51

+0.12

DCO.DE vs. AGCO - Sharpe Ratio Comparison

The current DCO.DE Sharpe Ratio is 0.53, which is comparable to the AGCO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of DCO.DE and AGCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DCO.DEAGCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.49

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.03

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.29

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.21

+0.42

Drawdowns

DCO.DE vs. AGCO - Drawdown Comparison

The maximum DCO.DE drawdown since its inception was -40.61%, smaller than the maximum AGCO drawdown of -75.28%. Use the drawdown chart below to compare losses from any high point for DCO.DE and AGCO.


Loading charts...

Drawdown Indicators


DCO.DEAGCODifference

Max Drawdown

Largest peak-to-trough decline

-40.61%

-75.28%

+34.67%

Max Drawdown (1Y)

Largest decline over 1 year

-20.77%

-20.22%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-42.76%

+21.49%

Max Drawdown (5Y)

Largest decline over 5 years

-30.88%

-44.41%

+13.53%

Max Drawdown (10Y)

Largest decline over 10 years

-40.61%

-53.65%

+13.04%

Current Drawdown

Current decline from peak

-8.45%

-17.74%

+9.29%

Average Drawdown

Average peak-to-trough decline

-8.86%

-20.69%

+11.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.15%

10.55%

-0.40%

Volatility

DCO.DE vs. AGCO - Volatility Comparison

Deere & Company (DCO.DE) has a higher volatility of 13.01% compared to AGCO Corporation (AGCO) at 8.86%. This indicates that DCO.DE'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.


Loading charts...

Volatility by Period


DCO.DEAGCODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.01%

8.86%

+4.15%

Volatility (6M)

Calculated over the trailing 6-month period

25.29%

23.34%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

31.09%

32.80%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.30%

34.55%

-5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.89%

34.94%

-3.05%

Dividends

DCO.DE vs. AGCO - Dividend Comparison

DCO.DE's dividend yield for the trailing twelve months is around 0.92%, less than AGCO's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
AGCO
AGCO Corporation
1.01%1.11%3.92%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%
DCO.DE
Deere & Company
0.92%1.29%0.85%1.17%0.92%0.95%1.05%1.49%1.59%1.37%1.92%2.62%

Financials

DCO.DE vs. AGCO - Financials Comparison

This section allows you to compare key financial metrics between Deere & Company 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


Please note, different currencies. DCO.DE values in EUR, AGCO values in USD

Frequently Asked Questions


DCO.DE and AGCO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DCO.DE and AGCO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer