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

Performance

DE vs. ESLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deere & Company (DE) and Elbit Systems Ltd (ESLT). 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 24.40% return, which is significantly lower than ESLT's 48.00% return. Over the past 10 years, DE has underperformed ESLT with an annualized return of 23.07%, while ESLT has yielded a comparatively higher 26.53% annualized return.


DE

1D
1.55%
1M
-0.55%
YTD
24.40%
6M
19.88%
1Y
13.19%
3Y*
14.77%
5Y*
12.54%
10Y*
23.07%

ESLT

1D
-6.48%
1M
9.58%
YTD
48.00%
6M
66.16%
1Y
98.98%
3Y*
60.86%
5Y*
46.38%
10Y*
26.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DE vs. ESLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DE
Deere & Company
24.40%11.39%7.56%-5.48%26.59%28.86%57.96%18.30%-2.90%54.83%
ESLT
Elbit Systems Ltd
48.00%125.14%22.17%31.30%-4.82%34.77%-14.56%37.62%-13.22%32.65%

Correlation

The correlation between DE and ESLT is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.08

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

0.14

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

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 27, 1996

0.23

The correlation between DE and ESLT shifts across timeframes, from 0.08 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

DE:

$17.76

ESLT:

$12.36

PE Ratio

DE:

32.52

ESLT:

69.08

PEG Ratio

DE:

7.64

ESLT:

3.27

PS Ratio

DE:

3.40

ESLT:

4.93

Total Revenue (TTM)

DE:

$46.01B

ESLT:

$8.23B

Gross Profit (TTM)

DE:

$16.40B

ESLT:

$2.03B

EBITDA (TTM)

DE:

$11.54B

ESLT:

$861.06M

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Return for Risk

DE vs. ESLT — Risk / Return Rank

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

DE
DE Risk / Return Rank: 5656
Overall Rank
DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
DE Omega Ratio Rank: 5252
Omega Ratio Rank
DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DE Martin Ratio Rank: 5757
Martin Ratio Rank

ESLT
ESLT Risk / Return Rank: 9090
Overall Rank
ESLT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ESLT Sortino Ratio Rank: 9191
Sortino Ratio Rank
ESLT Omega Ratio Rank: 8888
Omega Ratio Rank
ESLT Calmar Ratio Rank: 8888
Calmar Ratio Rank
ESLT Martin Ratio Rank: 8989
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. ESLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) and Elbit Systems Ltd (ESLT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DEESLTDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.11

1.38

-0.27

Calmar ratioReturn relative to maximum drawdown

0.67

3.83

-3.17

Martin ratioReturn relative to average drawdown

1.38

10.61

-9.23

DE vs. ESLT - Sharpe Ratio Comparison

The current DE Sharpe Ratio is 0.44, which is lower than the ESLT Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of DE and ESLT, 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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Drawdowns

DE vs. ESLT - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, which is greater than ESLT's maximum drawdown of -53.79%. Use the drawdown chart below to compare losses from any high point for DE and ESLT.


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Drawdown Indicators


DEESLTDifference

Max Drawdown

Largest peak-to-trough decline

-73.27%

-53.79%

-19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-19.90%

-25.98%

+6.08%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-25.98%

+4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-33.81%

-32.89%

-0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-37.91%

-32.89%

-5.02%

Current Drawdown

Current decline from peak

-12.58%

-15.71%

+3.13%

Average Drawdown

Average peak-to-trough decline

-18.61%

-13.91%

-4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.58%

9.36%

+0.22%

Volatility

DE vs. ESLT - Volatility Comparison

The current volatility for Deere & Company (DE) is 10.51%, while Elbit Systems Ltd (ESLT) has a volatility of 19.89%. This indicates that DE experiences smaller price fluctuations and is considered to be less risky than ESLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEESLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

19.89%

-9.38%

Volatility (6M)

Calculated over the trailing 6-month period

24.42%

35.93%

-11.51%

Volatility (1Y)

Calculated over the trailing 1-year period

30.03%

44.11%

-14.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.39%

33.66%

-4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.40%

29.42%

+0.98%

Dividends

DE vs. ESLT - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.12%, more than ESLT's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
DE
Deere & Company
1.12%1.39%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%
ESLT
Elbit Systems Ltd
0.36%0.47%0.77%0.94%1.22%1.03%1.28%1.14%1.54%1.32%1.57%1.63%

Financials

DE vs. ESLT - Financials Comparison

This section allows you to compare key financial metrics between Deere & Company and Elbit Systems Ltd. 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
2.19B
(DE) Total Revenue
(ESLT) Total Revenue
Values in USD except per share items

DE vs. ESLT - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
34.7%
25.2%
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%.

ESLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported a gross profit of 552.06M and revenue of 2.19B. Therefore, the gross margin over that period was 25.2%.

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%.

ESLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported an operating income of 205.13M and revenue of 2.19B, resulting in an operating margin of 9.4%.

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%.

ESLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported a net income of 160.79M and revenue of 2.19B, resulting in a net margin of 7.4%.


Frequently Asked Questions


DE and ESLT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESLT has higher volatility (19.89%) compared to DE (10.51%). In terms of maximum drawdown, DE dropped -73.27% vs ESLT's -53.79%.

ESLT currently has the higher Sharpe Ratio (2.26 vs 0.44), 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.

Portfolio Optimizer

Find the right allocation for DE and ESLT

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