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

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.10%
-13.75%
DE
AGCO

Returns By Period

In the year-to-date period, DE achieves a 2.30% return, which is significantly higher than AGCO's -19.59% return. Over the past 10 years, DE has outperformed AGCO with an annualized return of 18.83%, while AGCO has yielded a comparatively lower 10.10% annualized return.


DE

YTD

2.30%

1M

-1.03%

6M

4.10%

1Y

6.87%

5Y (annualized)

20.37%

10Y (annualized)

18.83%

AGCO

YTD

-19.59%

1M

-6.97%

6M

-13.75%

1Y

-17.19%

5Y (annualized)

7.37%

10Y (annualized)

10.10%

Fundamentals


DEAGCO
Market Cap$110.68B$7.04B
EPS$29.73$2.26
PE Ratio13.6141.75
PEG Ratio2.910.62
Total Revenue (TTM)$38.81B$12.58B
Gross Profit (TTM)$14.60B$3.16B
EBITDA (TTM)$9.53B$675.00M

Key characteristics


DEAGCO
Sharpe Ratio0.37-0.58
Sortino Ratio0.67-0.67
Omega Ratio1.080.92
Calmar Ratio0.39-0.43
Martin Ratio1.24-1.01
Ulcer Index6.79%15.83%
Daily Std Dev22.64%27.34%
Max Drawdown-73.27%-83.96%
Current Drawdown-7.69%-29.87%

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Correlation

-0.50.00.51.00.6

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.

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 0.37, compared to the broader market-4.00-2.000.002.004.000.37-0.58
The chart of Sortino ratio for DE, currently valued at 0.67, compared to the broader market-4.00-2.000.002.004.000.67-0.67
The chart of Omega ratio for DE, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.92
The chart of Calmar ratio for DE, currently valued at 0.39, compared to the broader market0.002.004.006.000.39-0.43
The chart of Martin ratio for DE, currently valued at 1.24, compared to the broader market-10.000.0010.0020.0030.001.24-1.01
DE
AGCO

The current DE Sharpe Ratio is 0.37, which is higher than the AGCO Sharpe Ratio of -0.58. 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.37
-0.58
DE
AGCO

Dividends

DE vs. AGCO - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.45%, less than AGCO's 3.88% yield.


TTM20232022202120202019201820172016201520142013
DE
Deere & Company
1.45%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
3.88%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%JuneJulyAugustSeptemberOctoberNovember
-7.69%
-29.87%
DE
AGCO

Volatility

DE vs. AGCO - Volatility Comparison

The current volatility for Deere & Company (DE) is 6.77%, while AGCO Corporation (AGCO) has a volatility of 11.56%. This indicates that DE 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.77%
11.56%
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