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

Key characteristics


DEGOOGL
YTD Return-0.61%19.28%
1Y Return5.05%58.07%
3Y Return (Ann)3.24%12.48%
5Y Return (Ann)20.59%22.92%
10Y Return (Ann)17.89%20.10%
Sharpe Ratio0.202.01
Daily Std Dev23.37%28.90%
Max Drawdown-73.27%-65.29%
Current Drawdown-10.31%-3.10%

Fundamentals


DEGOOGL
Market Cap$109.49B$2.15T
EPS$34.30$5.79
PE Ratio11.4729.70
PEG Ratio2.281.64
Revenue (TTM)$60.76B$318.15B
Gross Profit (TTM)$21.12B$156.63B
EBITDA (TTM)$16.32B$109.04B

Correlation

-0.50.00.51.00.3

The correlation between DE and GOOGL is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

DE vs. GOOGL - Performance Comparison

In the year-to-date period, DE achieves a -0.61% return, which is significantly lower than GOOGL's 19.28% return. Over the past 10 years, DE has underperformed GOOGL with an annualized return of 17.89%, while GOOGL has yielded a comparatively higher 20.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%December2024FebruaryMarchAprilMay
1,823.52%
6,536.13%
DE
GOOGL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Deere & Company

Alphabet Inc.

Risk-Adjusted Performance

DE vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) and Alphabet Inc. (GOOGL). 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.


DE
Sharpe ratio
The chart of Sharpe ratio for DE, currently valued at 0.20, compared to the broader market-2.00-1.000.001.002.003.004.000.20
Sortino ratio
The chart of Sortino ratio for DE, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.006.000.44
Omega ratio
The chart of Omega ratio for DE, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for DE, currently valued at 0.21, compared to the broader market0.002.004.006.000.21
Martin ratio
The chart of Martin ratio for DE, currently valued at 0.40, compared to the broader market-10.000.0010.0020.0030.000.40
GOOGL
Sharpe ratio
The chart of Sharpe ratio for GOOGL, currently valued at 2.01, compared to the broader market-2.00-1.000.001.002.003.004.002.01
Sortino ratio
The chart of Sortino ratio for GOOGL, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.006.002.61
Omega ratio
The chart of Omega ratio for GOOGL, currently valued at 1.37, compared to the broader market0.501.001.501.37
Calmar ratio
The chart of Calmar ratio for GOOGL, currently valued at 1.93, compared to the broader market0.002.004.006.001.93
Martin ratio
The chart of Martin ratio for GOOGL, currently valued at 12.13, compared to the broader market-10.000.0010.0020.0030.0012.13

DE vs. GOOGL - Sharpe Ratio Comparison

The current DE Sharpe Ratio is 0.20, which is lower than the GOOGL Sharpe Ratio of 2.01. The chart below compares the 12-month rolling Sharpe Ratio of DE and GOOGL.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2024FebruaryMarchAprilMay
0.20
2.01
DE
GOOGL

Dividends

DE vs. GOOGL - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.40%, while GOOGL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DE
Deere & Company
1.40%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
GOOGL
Alphabet Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DE vs. GOOGL - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for DE and GOOGL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-10.31%
-3.10%
DE
GOOGL

Volatility

DE vs. GOOGL - Volatility Comparison

The current volatility for Deere & Company (DE) is 6.09%, while Alphabet Inc. (GOOGL) has a volatility of 12.29%. This indicates that DE experiences smaller price fluctuations and is considered to be less risky than GOOGL 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%December2024FebruaryMarchAprilMay
6.09%
12.29%
DE
GOOGL

Financials

DE vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Deere & Company and Alphabet Inc.. 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