DCO.DE vs. JPM
DCO.DE (Deere & Company) and JPM (JPMorgan Chase & Co.) are both stocks. DCO.DE operates in Farm & Heavy Construction Machinery (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, DCO.DE returned 22.65%/yr vs 19.97%/yr for JPM. At a 0.26 correlation, their price movements are largely independent.
Performance
DCO.DE vs. JPM - Performance Comparison
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Different Trading Currencies
DCO.DE is traded in EUR, while JPM is traded in USD. To make them comparable, the JPM 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 JPM's -0.20% return. Over the past 10 years, DCO.DE has outperformed JPM with an annualized return of 22.65%, while JPM has yielded a comparatively lower 19.97% 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%
JPM
- 1D
- 1.28%
- 1M
- 1.15%
- YTD
- -0.20%
- 6M
- 1.16%
- 1Y
- 20.76%
- 3Y*
- 30.61%
- 5Y*
- 17.59%
- 10Y*
- 19.97%
DCO.DE vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCO.DE Deere & Company | 33.29% | -3.37% | 14.31% | -9.17% | 33.19% | 42.35% | 39.56% | 25.63% | -1.84% | 36.29% |
JPM JPMorgan Chase & Co. | -0.20% | 20.98% | 53.81% | 26.71% | -7.23% | 37.30% | -13.32% | 50.58% | -2.24% | 11.18% |
Correlation
The correlation between DCO.DE and JPM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2012 | 0.26 |
The correlation between DCO.DE and JPM shifts across timeframes, from 0.18 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DCO.DE vs. JPM — Risk / Return Rank
DCO.DE
JPM
DCO.DE vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DCO.DE) and JPMorgan Chase & Co. (JPM). 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.DE | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.47 | -0.68 |
| Martin ratioReturn relative to average drawdown | 1.63 | 3.19 | -1.56 |
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
| DCO.DE | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.95 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.72 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.72 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.40 | +0.23 |
Drawdowns
DCO.DE vs. JPM - Drawdown Comparison
The maximum DCO.DE drawdown since its inception was -40.61%, smaller than the maximum JPM drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for DCO.DE and JPM.
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Drawdown Indicators
| DCO.DE | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.61% | -64.66% | +24.05% |
Max Drawdown (1Y)Largest decline over 1 year | -20.77% | -14.17% | -6.60% |
Max Drawdown (3Y)Largest decline over 3 years | -21.27% | -27.98% | +6.71% |
Max Drawdown (5Y)Largest decline over 5 years | -30.88% | -27.98% | -2.90% |
Max Drawdown (10Y)Largest decline over 10 years | -40.61% | -42.21% | +1.60% |
Current DrawdownCurrent decline from peak | -8.45% | -4.80% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -10.71% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.15% | 6.53% | +3.62% |
Volatility
DCO.DE vs. JPM - Volatility Comparison
Deere & Company (DCO.DE) has a higher volatility of 13.01% compared to JPMorgan Chase & Co. (JPM) at 6.99%. This indicates that DCO.DE's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCO.DE | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.01% | 6.99% | +6.02% |
Volatility (6M)Calculated over the trailing 6-month period | 25.29% | 17.13% | +8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.09% | 22.09% | +9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.30% | 24.46% | +4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.89% | 27.84% | +4.05% |
Dividends
DCO.DE vs. JPM - Dividend Comparison
DCO.DE's dividend yield for the trailing twelve months is around 0.92%, less than JPM's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JPM JPMorgan Chase & Co. | 1.89% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
DCO.DE vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Deere & Company and JPMorgan Chase & Co.. 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
Frequently Asked Questions
DCO.DE and JPM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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