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DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DE and VOO is 0.57, 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.


-0.50.00.51.00.6

Performance

DE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deere & Company (DE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
29.49%
7.47%
DE
VOO

Key characteristics

Sharpe Ratio

DE:

1.59

VOO:

1.76

Sortino Ratio

DE:

2.36

VOO:

2.37

Omega Ratio

DE:

1.29

VOO:

1.32

Calmar Ratio

DE:

1.81

VOO:

2.66

Martin Ratio

DE:

5.88

VOO:

11.10

Ulcer Index

DE:

6.66%

VOO:

2.02%

Daily Std Dev

DE:

24.72%

VOO:

12.79%

Max Drawdown

DE:

-73.27%

VOO:

-33.99%

Current Drawdown

DE:

-3.79%

VOO:

-2.11%

Returns By Period

In the year-to-date period, DE achieves a 15.64% return, which is significantly higher than VOO's 2.40% return. Over the past 10 years, DE has outperformed VOO with an annualized return of 20.49%, while VOO has yielded a comparatively lower 13.03% annualized return.


DE

YTD

15.64%

1M

6.58%

6M

29.49%

1Y

39.40%

5Y*

24.29%

10Y*

20.49%

VOO

YTD

2.40%

1M

-1.05%

6M

7.47%

1Y

19.81%

5Y*

14.27%

10Y*

13.03%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DE vs. VOO — 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 8686
Overall Rank
The Sharpe Ratio Rank of DE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DE is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DE is 8989
Calmar Ratio Rank
The Martin Ratio Rank of DE is 8484
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) and Vanguard S&P 500 ETF (VOO). 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 1.59, compared to the broader market-2.000.002.001.591.76
The chart of Sortino ratio for DE, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.006.002.362.37
The chart of Omega ratio for DE, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.32
The chart of Calmar ratio for DE, currently valued at 1.81, compared to the broader market0.002.004.006.001.812.66
The chart of Martin ratio for DE, currently valued at 5.88, compared to the broader market-10.000.0010.0020.0030.005.8811.10
DE
VOO

The current DE Sharpe Ratio is 1.59, which is comparable to the VOO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of DE and VOO, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.59
1.76
DE
VOO

Dividends

DE vs. VOO - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.23%, which matches VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
DE
Deere & Company
1.23%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DE vs. VOO - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DE and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.79%
-2.11%
DE
VOO

Volatility

DE vs. VOO - Volatility Comparison

Deere & Company (DE) has a higher volatility of 8.18% compared to Vanguard S&P 500 ETF (VOO) at 3.38%. This indicates that DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.18%
3.38%
DE
VOO
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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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