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

Correlation

The correlation between DE and VOO is 0.58, 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.

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%JulyAugustSeptemberOctoberNovemberDecember
748.98%
602.93%
DE
VOO

Key characteristics

Sharpe Ratio

DE:

0.57

VOO:

2.25

Sortino Ratio

DE:

0.95

VOO:

2.98

Omega Ratio

DE:

1.12

VOO:

1.42

Calmar Ratio

DE:

0.62

VOO:

3.31

Martin Ratio

DE:

1.96

VOO:

14.77

Ulcer Index

DE:

6.81%

VOO:

1.90%

Daily Std Dev

DE:

23.56%

VOO:

12.46%

Max Drawdown

DE:

-73.27%

VOO:

-33.99%

Current Drawdown

DE:

-7.19%

VOO:

-2.47%

Returns By Period

In the year-to-date period, DE achieves a 9.37% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, DE has outperformed VOO with an annualized return of 19.11%, while VOO has yielded a comparatively lower 13.08% annualized return.


DE

YTD

9.37%

1M

6.80%

6M

16.18%

1Y

11.59%

5Y*

21.59%

10Y*

19.11%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for DE, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.572.25
The chart of Sortino ratio for DE, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.952.98
The chart of Omega ratio for DE, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.42
The chart of Calmar ratio for DE, currently valued at 0.62, compared to the broader market0.002.004.006.000.623.31
The chart of Martin ratio for DE, currently valued at 1.96, compared to the broader market-5.000.005.0010.0015.0020.0025.001.9614.77
DE
VOO

The current DE Sharpe Ratio is 0.57, which is lower than the VOO Sharpe Ratio of 2.25. 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.57
2.25
DE
VOO

Dividends

DE vs. VOO - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.36%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
DE
Deere & Company
1.36%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
0.91%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%JulyAugustSeptemberOctoberNovemberDecember
-7.19%
-2.47%
DE
VOO

Volatility

DE vs. VOO - Volatility Comparison

Deere & Company (DE) has a higher volatility of 10.69% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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%JulyAugustSeptemberOctoberNovemberDecember
10.69%
3.75%
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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