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RAIL vs. DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RAIL vs. DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FreightCar America, Inc. (RAIL) and Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RAIL achieves a -31.53% return, which is significantly lower than DE's 27.47% return. Over the past 10 years, RAIL has underperformed DE with an annualized return of -6.11%, while DE has yielded a comparatively higher 23.04% annualized return.


RAIL

1D
3.13%
1M
-1.81%
YTD
-31.53%
6M
-10.82%
1Y
-7.22%
3Y*
38.71%
5Y*
3.67%
10Y*
-6.11%

DE

1D
0.59%
1M
2.77%
YTD
27.47%
6M
23.29%
1Y
18.06%
3Y*
19.27%
5Y*
12.12%
10Y*
23.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAIL vs. DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RAIL
FreightCar America, Inc.
-31.53%23.55%231.85%-15.63%-13.28%53.11%16.43%-69.06%-60.83%16.26%
DE
Deere & Company
27.47%11.39%7.56%-5.48%26.59%28.86%57.96%18.30%-2.90%54.83%

Correlation

The correlation between RAIL and DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2005

0.36

The correlation between RAIL and DE shifts across timeframes, from 0.16 (3 years) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

RAIL:

$0.88

DE:

$17.76

PE Ratio

RAIL:

8.58

DE:

33.33

PEG Ratio

RAIL:

0.11

DE:

7.83

PS Ratio

RAIL:

0.54

DE:

3.49

Total Revenue (TTM)

RAIL:

$469.01M

DE:

$46.01B

Gross Profit (TTM)

RAIL:

$69.61M

DE:

$16.40B

EBITDA (TTM)

RAIL:

-$1.50M

DE:

$11.54B

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Return for Risk

RAIL vs. DE — Risk / Return Rank

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

RAIL
RAIL Risk / Return Rank: 3737
Overall Rank
RAIL Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RAIL Sortino Ratio Rank: 3737
Sortino Ratio Rank
RAIL Omega Ratio Rank: 3737
Omega Ratio Rank
RAIL Calmar Ratio Rank: 3636
Calmar Ratio Rank
RAIL Martin Ratio Rank: 3737
Martin Ratio Rank

DE
DE Risk / Return Rank: 5959
Overall Rank
DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
DE Omega Ratio Rank: 5656
Omega Ratio Rank
DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
DE Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RAIL vs. DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FreightCar America, Inc. (RAIL) and Deere & Company (DE). 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.


RAILDEDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.04

1.14

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.14

0.91

-1.06

Martin ratioReturn relative to average drawdown

-0.26

1.93

-2.20

RAIL vs. DE - Sharpe Ratio Comparison

The current RAIL Sharpe Ratio is -0.12, which is lower than the DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of RAIL and DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RAILDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.61

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.41

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.76

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.39

-0.46

Drawdowns

RAIL vs. DE - Drawdown Comparison

The maximum RAIL drawdown since its inception was -98.88%, which is greater than DE's maximum drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for RAIL and DE.


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Drawdown Indicators


RAILDEDifference

Max Drawdown

Largest peak-to-trough decline

-98.88%

-73.27%

-25.61%

Max Drawdown (1Y)

Largest decline over 1 year

-50.34%

-19.90%

-30.44%

Max Drawdown (3Y)

Largest decline over 3 years

-71.67%

-21.59%

-50.08%

Max Drawdown (5Y)

Largest decline over 5 years

-71.67%

-33.81%

-37.86%

Max Drawdown (10Y)

Largest decline over 10 years

-96.23%

-37.91%

-58.32%

Current Drawdown

Current decline from peak

-88.86%

-10.42%

-78.44%

Average Drawdown

Average peak-to-trough decline

-71.86%

-18.62%

-53.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.55%

9.36%

+18.19%

Volatility

RAIL vs. DE - Volatility Comparison

FreightCar America, Inc. (RAIL) has a higher volatility of 12.69% compared to Deere & Company (DE) at 10.52%. This indicates that RAIL's price experiences larger fluctuations and is considered to be riskier than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAILDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.69%

10.52%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

45.90%

24.32%

+21.58%

Volatility (1Y)

Calculated over the trailing 1-year period

62.54%

29.82%

+32.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.18%

29.37%

+39.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.67%

30.38%

+43.29%

Dividends

RAIL vs. DE - Dividend Comparison

RAIL has not paid dividends to shareholders, while DE's dividend yield for the trailing twelve months is around 1.10%.


PositionTTM20252024202320222021202020192018201720162015
DE
Deere & Company
1.10%1.39%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%
RAIL
FreightCar America, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.58%2.41%1.85%

Financials

RAIL vs. DE - Financials Comparison

This section allows you to compare key financial metrics between FreightCar America, Inc. and Deere & Company. 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


0.005.00B10.00B15.00B20222023202420252026
64.31M
9.61B
(RAIL) Total Revenue
(DE) Total Revenue
Values in USD except per share items

RAIL vs. DE - Profitability Comparison

The chart below illustrates the profitability comparison between FreightCar America, Inc. and Deere & Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
16.8%
34.7%
Portfolio components
RAIL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FreightCar America, Inc. reported a gross profit of 10.81M and revenue of 64.31M. Therefore, the gross margin over that period was 16.8%.

DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deere & Company reported a gross profit of 3.33B and revenue of 9.61B. Therefore, the gross margin over that period was 34.7%.

RAIL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FreightCar America, Inc. reported an operating income of -594.00K and revenue of 64.31M, resulting in an operating margin of -0.9%.

DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deere & Company reported an operating income of 1.56B and revenue of 9.61B, resulting in an operating margin of 16.2%.

RAIL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FreightCar America, Inc. reported a net income of 41.65M and revenue of 64.31M, resulting in a net margin of 64.8%.

DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deere & Company reported a net income of 656.00M and revenue of 9.61B, resulting in a net margin of 6.8%.


Frequently Asked Questions


RAIL and DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RAIL has higher volatility (12.69%) compared to DE (10.52%). In terms of maximum drawdown, RAIL dropped -98.88% vs DE's -73.27%.

DE currently has the higher Sharpe Ratio (0.61 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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