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

Key characteristics


DEVOO
YTD Return-0.61%6.62%
1Y Return5.05%25.71%
3Y Return (Ann)3.24%8.15%
5Y Return (Ann)20.59%13.32%
10Y Return (Ann)17.89%12.46%
Sharpe Ratio0.202.13
Daily Std Dev23.37%11.67%
Max Drawdown-73.27%-33.99%
Current Drawdown-10.31%-3.56%

Correlation

-0.50.00.51.00.6

The correlation between DE and VOO is 0.59, 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.

Performance

DE vs. VOO - Performance Comparison

In the year-to-date period, DE achieves a -0.61% return, which is significantly lower than VOO's 6.62% return. Over the past 10 years, DE has outperformed VOO with an annualized return of 17.89%, while VOO has yielded a comparatively lower 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%550.00%600.00%650.00%700.00%750.00%December2024FebruaryMarchAprilMay
671.51%
494.72%
DE
VOO

Compare stocks, funds, or ETFs

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


Deere & Company

Vanguard S&P 500 ETF

Risk-Adjusted Performance

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.


DE
Sharpe ratio
The chart of Sharpe ratio for DE, currently valued at 0.20, compared to the broader market-2.00-1.000.001.002.003.004.000.20
Sortino ratio
The chart of Sortino ratio for DE, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.006.000.44
Omega ratio
The chart of Omega ratio for DE, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for DE, currently valued at 0.21, compared to the broader market0.002.004.006.000.21
Martin ratio
The chart of Martin ratio for DE, currently valued at 0.40, compared to the broader market-10.000.0010.0020.0030.000.40
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.13, compared to the broader market-2.00-1.000.001.002.003.004.002.13
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.37, compared to the broader market0.501.001.501.37
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.84, compared to the broader market0.002.004.006.001.84
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.57, compared to the broader market-10.000.0010.0020.0030.008.57

DE vs. VOO - Sharpe Ratio Comparison

The current DE Sharpe Ratio is 0.20, which is lower than the VOO Sharpe Ratio of 2.13. The chart below compares the 12-month rolling Sharpe Ratio of DE and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.20
2.13
DE
VOO

Dividends

DE vs. VOO - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.40%, more than VOO's 1.38% yield.


TTM20232022202120202019201820172016201520142013
DE
Deere & Company
1.40%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-10.31%
-3.56%
DE
VOO

Volatility

DE vs. VOO - Volatility Comparison

Deere & Company (DE) has a higher volatility of 6.09% compared to Vanguard S&P 500 ETF (VOO) at 4.04%. 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%December2024FebruaryMarchAprilMay
6.09%
4.04%
DE
VOO