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

Correlation

The correlation between DE and UNP is 0.40, 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.


-0.50.00.51.00.4

Performance

DE vs. UNP - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.60%
0.46%
DE
UNP

Key characteristics

Sharpe Ratio

DE:

0.42

UNP:

-0.18

Sortino Ratio

DE:

0.76

UNP:

-0.14

Omega Ratio

DE:

1.10

UNP:

0.98

Calmar Ratio

DE:

0.46

UNP:

-0.22

Martin Ratio

DE:

1.46

UNP:

-0.54

Ulcer Index

DE:

6.79%

UNP:

6.45%

Daily Std Dev

DE:

23.59%

UNP:

19.04%

Max Drawdown

DE:

-73.27%

UNP:

-67.49%

Current Drawdown

DE:

-8.45%

UNP:

-13.40%

Fundamentals

Market Cap

DE:

$120.47B

UNP:

$139.37B

EPS

DE:

$25.64

UNP:

$10.88

PE Ratio

DE:

17.30

UNP:

21.13

PEG Ratio

DE:

2.24

UNP:

2.41

Total Revenue (TTM)

DE:

$51.10B

UNP:

$24.29B

Gross Profit (TTM)

DE:

$20.07B

UNP:

$10.99B

EBITDA (TTM)

DE:

$13.53B

UNP:

$12.39B

Returns By Period

In the year-to-date period, DE achieves a 7.89% return, which is significantly higher than UNP's -6.51% return. Over the past 10 years, DE has outperformed UNP with an annualized return of 19.02%, while UNP has yielded a comparatively lower 8.85% annualized return.


DE

YTD

7.89%

1M

6.63%

6M

12.65%

1Y

11.81%

5Y*

21.28%

10Y*

19.02%

UNP

YTD

-6.51%

1M

-3.14%

6M

0.88%

1Y

-3.45%

5Y*

6.81%

10Y*

8.85%

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Risk-Adjusted Performance

DE vs. UNP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) and Union Pacific Corporation (UNP). 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 0.50, compared to the broader market-4.00-2.000.002.000.50-0.18
The chart of Sortino ratio for DE, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.87-0.14
The chart of Omega ratio for DE, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.98
The chart of Calmar ratio for DE, currently valued at 0.55, compared to the broader market0.002.004.006.000.55-0.22
The chart of Martin ratio for DE, currently valued at 1.73, compared to the broader market0.0010.0020.001.73-0.54
DE
UNP

The current DE Sharpe Ratio is 0.42, which is higher than the UNP Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of DE and UNP, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.50
-0.18
DE
UNP

Dividends

DE vs. UNP - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.38%, less than UNP's 2.35% yield.


TTM20232022202120202019201820172016201520142013
DE
Deere & Company
1.38%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
UNP
Union Pacific Corporation
2.35%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%

Drawdowns

DE vs. UNP - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, which is greater than UNP's maximum drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for DE and UNP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.45%
-13.40%
DE
UNP

Volatility

DE vs. UNP - Volatility Comparison

Deere & Company (DE) has a higher volatility of 10.63% compared to Union Pacific Corporation (UNP) at 6.21%. This indicates that DE's price experiences larger fluctuations and is considered to be riskier than UNP 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%JulyAugustSeptemberOctoberNovemberDecember
10.63%
6.21%
DE
UNP

Financials

DE vs. UNP - Financials Comparison

This section allows you to compare key financial metrics between Deere & Company and Union Pacific 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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