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

Performance

DE vs. TSCO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.10%
-1.76%
DE
TSCO

Returns By Period

In the year-to-date period, DE achieves a 2.30% return, which is significantly lower than TSCO's 30.37% return. Over the past 10 years, DE has outperformed TSCO with an annualized return of 18.83%, while TSCO has yielded a comparatively lower 15.50% annualized return.


DE

YTD

2.30%

1M

-1.03%

6M

4.10%

1Y

6.87%

5Y (annualized)

20.37%

10Y (annualized)

18.83%

TSCO

YTD

30.37%

1M

-6.99%

6M

-1.76%

1Y

39.08%

5Y (annualized)

25.38%

10Y (annualized)

15.50%

Fundamentals


DETSCO
Market Cap$110.68B$29.83B
EPS$29.73$10.28
PE Ratio13.6127.16
PEG Ratio2.912.53
Total Revenue (TTM)$38.81B$14.77B
Gross Profit (TTM)$14.60B$5.36B
EBITDA (TTM)$9.53B$1.91B

Key characteristics


DETSCO
Sharpe Ratio0.371.60
Sortino Ratio0.672.16
Omega Ratio1.081.29
Calmar Ratio0.391.92
Martin Ratio1.247.28
Ulcer Index6.79%5.32%
Daily Std Dev22.64%24.35%
Max Drawdown-73.27%-76.15%
Current Drawdown-7.69%-8.86%

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Correlation

-0.50.00.51.00.3

The correlation between DE and TSCO is 0.25, 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.

Risk-Adjusted Performance

DE vs. TSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) and Tractor Supply Company (TSCO). 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-4.00-2.000.002.004.000.371.60
The chart of Sortino ratio for DE, currently valued at 0.67, compared to the broader market-4.00-2.000.002.004.000.672.16
The chart of Omega ratio for DE, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.29
The chart of Calmar ratio for DE, currently valued at 0.39, compared to the broader market0.002.004.006.000.391.92
The chart of Martin ratio for DE, currently valued at 1.24, compared to the broader market-10.000.0010.0020.0030.001.247.28
DE
TSCO

The current DE Sharpe Ratio is 0.37, which is lower than the TSCO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DE and TSCO, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.37
1.60
DE
TSCO

Dividends

DE vs. TSCO - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.45%, less than TSCO's 1.56% 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%
TSCO
Tractor Supply Company
1.56%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%0.77%0.63%

Drawdowns

DE vs. TSCO - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, roughly equal to the maximum TSCO drawdown of -76.15%. Use the drawdown chart below to compare losses from any high point for DE and TSCO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.69%
-8.86%
DE
TSCO

Volatility

DE vs. TSCO - Volatility Comparison

The current volatility for Deere & Company (DE) is 6.77%, while Tractor Supply Company (TSCO) has a volatility of 8.96%. This indicates that DE experiences smaller price fluctuations and is considered to be less risky than TSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.77%
8.96%
DE
TSCO

Financials

DE vs. TSCO - Financials Comparison

This section allows you to compare key financial metrics between Deere & Company and Tractor Supply Company. 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