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

Correlation

The correlation between DE and UNP is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

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.

16,000.00%18,000.00%20,000.00%22,000.00%24,000.00%26,000.00%NovemberDecember2025FebruaryMarchApril
23,500.83%
15,895.63%
DE
UNP

Key characteristics

Sharpe Ratio

DE:

0.55

UNP:

-0.14

Sortino Ratio

DE:

1.04

UNP:

-0.03

Omega Ratio

DE:

1.12

UNP:

1.00

Calmar Ratio

DE:

0.73

UNP:

-0.16

Martin Ratio

DE:

2.09

UNP:

-0.47

Ulcer Index

DE:

7.50%

UNP:

6.78%

Daily Std Dev

DE:

28.76%

UNP:

23.37%

Max Drawdown

DE:

-73.27%

UNP:

-67.48%

Current Drawdown

DE:

-10.06%

UNP:

-14.82%

Fundamentals

Market Cap

DE:

$123.40B

UNP:

$132.01B

EPS

DE:

$22.60

UNP:

$11.08

PE Ratio

DE:

20.12

UNP:

19.58

PEG Ratio

DE:

1.67

UNP:

2.24

PS Ratio

DE:

2.58

UNP:

5.44

PB Ratio

DE:

5.33

UNP:

7.67

Total Revenue (TTM)

DE:

$46.93B

UNP:

$18.22B

Gross Profit (TTM)

DE:

$18.07B

UNP:

$8.30B

EBITDA (TTM)

DE:

$13.41B

UNP:

$9.42B

Returns By Period

In the year-to-date period, DE achieves a 8.10% return, which is significantly higher than UNP's -3.09% return. Over the past 10 years, DE has outperformed UNP with an annualized return of 20.01%, while UNP has yielded a comparatively lower 9.87% annualized return.


DE

YTD

8.10%

1M

-4.57%

6M

12.52%

1Y

16.62%

5Y*

28.74%

10Y*

20.01%

UNP

YTD

-3.09%

1M

-6.56%

6M

-7.91%

1Y

-4.90%

5Y*

9.48%

10Y*

9.87%

*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 7272
Overall Rank
The Sharpe Ratio Rank of DE is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of DE is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DE is 7474
Martin Ratio Rank

UNP
The Risk-Adjusted Performance Rank of UNP is 4242
Overall Rank
The Sharpe Ratio Rank of UNP is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of UNP is 3838
Sortino Ratio Rank
The Omega Ratio Rank of UNP is 3838
Omega Ratio Rank
The Calmar Ratio Rank of UNP is 4343
Calmar Ratio Rank
The Martin Ratio Rank of UNP is 4444
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.


The chart of Sharpe ratio for DE, currently valued at 0.55, compared to the broader market-2.00-1.000.001.002.003.00
DE: 0.55
UNP: -0.14
The chart of Sortino ratio for DE, currently valued at 1.04, compared to the broader market-6.00-4.00-2.000.002.004.00
DE: 1.04
UNP: -0.03
The chart of Omega ratio for DE, currently valued at 1.12, compared to the broader market0.501.001.502.00
DE: 1.12
UNP: 1.00
The chart of Calmar ratio for DE, currently valued at 0.73, compared to the broader market0.001.002.003.004.00
DE: 0.73
UNP: -0.16
The chart of Martin ratio for DE, currently valued at 2.09, compared to the broader market-5.000.005.0010.0015.0020.00
DE: 2.09
UNP: -0.47

The current DE Sharpe Ratio is 0.55, which is higher than the UNP Sharpe Ratio of -0.14. 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.55
-0.14
DE
UNP

Dividends

DE vs. UNP - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.35%, less than UNP's 2.42% yield.


TTM20242023202220212020201920182017201620152014
DE
Deere & Company
1.35%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
2.42%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 -67.48%. 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%NovemberDecember2025FebruaryMarchApril
-10.06%
-14.82%
DE
UNP

Volatility

DE vs. UNP - Volatility Comparison

Deere & Company (DE) has a higher volatility of 14.12% compared to Union Pacific Corporation (UNP) at 12.15%. 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%14.00%NovemberDecember2025FebruaryMarchApril
14.12%
12.15%
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