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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%AugustSeptemberOctoberNovemberDecember2025
12.18%
-4.29%
DE
UNP

Key characteristics

Sharpe Ratio

DE:

0.53

UNP:

-0.04

Sortino Ratio

DE:

0.92

UNP:

0.09

Omega Ratio

DE:

1.12

UNP:

1.01

Calmar Ratio

DE:

0.59

UNP:

-0.05

Martin Ratio

DE:

1.80

UNP:

-0.11

Ulcer Index

DE:

7.01%

UNP:

6.85%

Daily Std Dev

DE:

24.06%

UNP:

19.22%

Max Drawdown

DE:

-73.27%

UNP:

-67.49%

Current Drawdown

DE:

-7.61%

UNP:

-11.01%

Fundamentals

Market Cap

DE:

$116.81B

UNP:

$139.96B

EPS

DE:

$25.60

UNP:

$10.87

PE Ratio

DE:

16.75

UNP:

21.24

PEG Ratio

DE:

2.19

UNP:

2.40

Total Revenue (TTM)

DE:

$51.10B

UNP:

$18.13B

Gross Profit (TTM)

DE:

$20.07B

UNP:

$8.22B

EBITDA (TTM)

DE:

$13.53B

UNP:

$9.28B

Returns By Period

The year-to-date returns for both investments are quite close, with DE having a 1.22% return and UNP slightly higher at 1.24%. Over the past 10 years, DE has outperformed UNP with an annualized return of 19.46%, while UNP has yielded a comparatively lower 9.96% annualized return.


DE

YTD

1.22%

1M

-1.80%

6M

12.18%

1Y

12.97%

5Y*

21.22%

10Y*

19.46%

UNP

YTD

1.24%

1M

-0.87%

6M

-4.29%

1Y

-0.10%

5Y*

6.83%

10Y*

9.96%

*Annualized

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Risk-Adjusted Performance

DE vs. UNP — Risk-Adjusted Performance Rank

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

DE
The Risk-Adjusted Performance Rank of DE is 6565
Overall Rank
The Sharpe Ratio Rank of DE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DE is 5959
Omega Ratio Rank
The Calmar Ratio Rank of DE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of DE is 6767
Martin Ratio Rank

UNP
The Risk-Adjusted Performance Rank of UNP is 4141
Overall Rank
The Sharpe Ratio Rank of UNP is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of UNP is 3636
Sortino Ratio Rank
The Omega Ratio Rank of UNP is 3636
Omega Ratio Rank
The Calmar Ratio Rank of UNP is 4545
Calmar Ratio Rank
The Martin Ratio Rank of UNP is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.53, compared to the broader market-2.000.002.000.53-0.04
The chart of Sortino ratio for DE, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.920.09
The chart of Omega ratio for DE, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.01
The chart of Calmar ratio for DE, currently valued at 0.59, compared to the broader market0.002.004.006.000.59-0.05
The chart of Martin ratio for DE, currently valued at 1.80, compared to the broader market-30.00-20.00-10.000.0010.0020.001.80-0.11
DE
UNP

The current DE Sharpe Ratio is 0.53, which is higher than the UNP Sharpe Ratio of -0.04. 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.53
-0.04
DE
UNP

Dividends

DE vs. UNP - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.41%, less than UNP's 2.29% yield.


TTM20242023202220212020201920182017201620152014
DE
Deere & Company
1.41%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%
UNP
Union Pacific Corporation
2.29%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%

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%AugustSeptemberOctoberNovemberDecember2025
-7.61%
-11.01%
DE
UNP

Volatility

DE vs. UNP - Volatility Comparison

Deere & Company (DE) has a higher volatility of 7.58% compared to Union Pacific Corporation (UNP) at 5.19%. 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%AugustSeptemberOctoberNovemberDecember2025
7.58%
5.19%
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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