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DE vs. ALB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DE vs. ALB - Performance Comparison

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

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Returns By Period

In the year-to-date period, DE achieves a 27.47% return, which is significantly higher than ALB's 17.41% return. Over the past 10 years, DE has outperformed ALB with an annualized return of 23.04%, while ALB has yielded a comparatively lower 8.88% annualized return.


DE

1D
0.59%
1M
2.77%
YTD
27.47%
6M
23.29%
1Y
18.06%
3Y*
19.27%
5Y*
12.12%
10Y*
23.04%

ALB

1D
-1.60%
1M
-14.97%
YTD
17.41%
6M
39.80%
1Y
182.34%
3Y*
-5.62%
5Y*
0.25%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DE vs. ALB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DE
Deere & Company
27.47%11.39%7.56%-5.48%26.59%28.86%57.96%18.30%-2.90%54.83%
ALB
Albemarle Corporation
17.41%67.72%-39.50%-32.80%-6.63%59.76%105.39%-3.28%-38.89%50.22%

Correlation

The correlation between DE and ALB is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.29

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

0.36

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

0.40

Correlation (All Time)
Calculated using the full available price history since Feb 23, 1994

0.38

Over the past year, the correlation between DE and ALB has dropped to 0.11 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

Fundamentals

EPS

DE:

$17.76

ALB:

-$2.33

PS Ratio

DE:

3.49

ALB:

3.55

Total Revenue (TTM)

DE:

$46.01B

ALB:

$5.49B

Gross Profit (TTM)

DE:

$16.40B

ALB:

$1.02B

EBITDA (TTM)

DE:

$11.54B

ALB:

$801.97M

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Return for Risk

DE vs. ALB — Risk / Return Rank

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

DE
DE Risk / Return Rank: 5959
Overall Rank
DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
DE Omega Ratio Rank: 5656
Omega Ratio Rank
DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
DE Martin Ratio Rank: 6060
Martin Ratio Rank

ALB
ALB Risk / Return Rank: 9292
Overall Rank
ALB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ALB Sortino Ratio Rank: 8989
Sortino Ratio Rank
ALB Omega Ratio Rank: 8888
Omega Ratio Rank
ALB Calmar Ratio Rank: 9696
Calmar Ratio Rank
ALB Martin Ratio Rank: 9595
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.

DE vs. ALB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) and Albemarle Corporation (ALB). 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.


DEALBDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.14

1.39

-0.26

Calmar ratioReturn relative to maximum drawdown

0.91

7.92

-7.01

Martin ratioReturn relative to average drawdown

1.93

19.06

-17.13

DE vs. ALB - Sharpe Ratio Comparison

The current DE Sharpe Ratio is 0.61, which is lower than the ALB Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of DE and ALB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DEALBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

2.99

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.00

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.18

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.30

+0.09

Drawdowns

DE vs. ALB - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, smaller than the maximum ALB drawdown of -83.90%. Use the drawdown chart below to compare losses from any high point for DE and ALB.


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Drawdown Indicators


DEALBDifference

Max Drawdown

Largest peak-to-trough decline

-73.27%

-83.90%

+10.63%

Max Drawdown (1Y)

Largest decline over 1 year

-19.90%

-23.18%

+3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-78.60%

+57.01%

Max Drawdown (5Y)

Largest decline over 5 years

-33.81%

-83.90%

+50.09%

Max Drawdown (10Y)

Largest decline over 10 years

-37.91%

-83.90%

+45.99%

Current Drawdown

Current decline from peak

-10.42%

-46.55%

+36.13%

Average Drawdown

Average peak-to-trough decline

-18.62%

-20.66%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.36%

9.61%

-0.25%

Volatility

DE vs. ALB - Volatility Comparison

The current volatility for Deere & Company (DE) is 10.52%, while Albemarle Corporation (ALB) has a volatility of 11.59%. This indicates that DE experiences smaller price fluctuations and is considered to be less risky than ALB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEALBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

11.59%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

24.32%

41.38%

-17.06%

Volatility (1Y)

Calculated over the trailing 1-year period

29.82%

61.54%

-31.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.37%

54.37%

-25.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.38%

48.16%

-17.78%

Dividends

DE vs. ALB - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.10%, more than ALB's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
ALB
Albemarle Corporation
0.98%1.15%1.87%1.11%0.73%0.67%1.04%2.01%1.74%1.00%1.42%2.07%
DE
Deere & Company
1.10%1.39%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%

Financials

DE vs. ALB - Financials Comparison

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


0.005.00B10.00B15.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
9.61B
1.43B
(DE) Total Revenue
(ALB) Total Revenue
Values in USD except per share items

DE vs. ALB - Profitability Comparison

The chart below illustrates the profitability comparison between Deere & Company and Albemarle Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
34.7%
35.1%
Portfolio components
DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deere & Company reported a gross profit of 3.33B and revenue of 9.61B. Therefore, the gross margin over that period was 34.7%.

ALB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Albemarle Corporation reported a gross profit of 500.97M and revenue of 1.43B. Therefore, the gross margin over that period was 35.1%.

DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deere & Company reported an operating income of 1.56B and revenue of 9.61B, resulting in an operating margin of 16.2%.

ALB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Albemarle Corporation reported an operating income of 233.51M and revenue of 1.43B, resulting in an operating margin of 16.3%.

DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deere & Company reported a net income of 656.00M and revenue of 9.61B, resulting in a net margin of 6.8%.

ALB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Albemarle Corporation reported a net income of 277.40M and revenue of 1.43B, resulting in a net margin of 19.4%.


Frequently Asked Questions


DE and ALB have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALB has higher volatility (11.59%) compared to DE (10.52%). In terms of maximum drawdown, DE dropped -73.27% vs ALB's -83.90%.

ALB currently has the higher Sharpe Ratio (2.99 vs 0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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