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

Correlation

The correlation between DE and AGCO is 0.55, 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.


-0.50.00.51.00.6

Performance

DE vs. AGCO - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JulyAugustSeptemberOctoberNovemberDecember
11,039.19%
2,483.52%
DE
AGCO

Key characteristics

Sharpe Ratio

DE:

0.57

AGCO:

-0.70

Sortino Ratio

DE:

0.95

AGCO:

-0.85

Omega Ratio

DE:

1.12

AGCO:

0.90

Calmar Ratio

DE:

0.62

AGCO:

-0.52

Martin Ratio

DE:

1.96

AGCO:

-1.15

Ulcer Index

DE:

6.81%

AGCO:

16.92%

Daily Std Dev

DE:

23.56%

AGCO:

27.98%

Max Drawdown

DE:

-73.27%

AGCO:

-83.96%

Current Drawdown

DE:

-7.19%

AGCO:

-30.50%

Fundamentals

Market Cap

DE:

$120.47B

AGCO:

$7.23B

EPS

DE:

$25.64

AGCO:

$2.26

PE Ratio

DE:

17.30

AGCO:

42.86

PEG Ratio

DE:

2.24

AGCO:

0.64

Total Revenue (TTM)

DE:

$51.10B

AGCO:

$12.58B

Gross Profit (TTM)

DE:

$20.07B

AGCO:

$3.16B

EBITDA (TTM)

DE:

$13.53B

AGCO:

$744.70M

Returns By Period

In the year-to-date period, DE achieves a 9.37% return, which is significantly higher than AGCO's -20.31% return. Over the past 10 years, DE has outperformed AGCO with an annualized return of 19.11%, while AGCO has yielded a comparatively lower 9.67% annualized return.


DE

YTD

9.37%

1M

6.80%

6M

16.18%

1Y

11.59%

5Y*

21.59%

10Y*

19.11%

AGCO

YTD

-20.31%

1M

1.65%

6M

-6.82%

1Y

-20.75%

5Y*

7.40%

10Y*

9.67%

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

DE vs. AGCO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for DE, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.57-0.70
The chart of Sortino ratio for DE, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.95-0.85
The chart of Omega ratio for DE, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.90
The chart of Calmar ratio for DE, currently valued at 0.62, compared to the broader market0.002.004.006.000.62-0.52
The chart of Martin ratio for DE, currently valued at 1.96, compared to the broader market-5.000.005.0010.0015.0020.0025.001.96-1.15
DE
AGCO

The current DE Sharpe Ratio is 0.57, which is higher than the AGCO Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of DE and AGCO, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.57
-0.70
DE
AGCO

Dividends

DE vs. AGCO - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.36%, less than AGCO's 3.91% yield.


TTM20232022202120202019201820172016201520142013
DE
Deere & Company
1.36%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
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

DE vs. AGCO - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, smaller than the maximum AGCO drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for DE and AGCO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.19%
-30.50%
DE
AGCO

Volatility

DE vs. AGCO - Volatility Comparison

Deere & Company (DE) and AGCO Corporation (AGCO) have volatilities of 10.69% and 10.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
10.69%
10.62%
DE
AGCO

Financials

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


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 © 2024 PortfoliosLab