SEM vs. DE

Last updated Apr 2, 2026

Compare and contrast key facts about Select Medical Holdings Corporation (SEM) and Deere & Company (DE).

Performance

SEM vs. DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Select Medical Holdings Corporation (SEM) and Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

SEM vs. DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEM Select Medical Holdings Corporation	10.16%	-19.84%	51.24%	-3.52%	-13.85%	7.41%	18.51%	52.05%	-13.03%	33.21%
DE Deere & Company	22.94%	11.39%	7.56%	-5.48%	26.59%	28.86%	57.96%	18.30%	-2.90%	54.83%

Fundamentals

EPS SEM : $1.53 DE : $18.52
PE Ratio SEM : 10.63 DE : 30.81
PS Ratio SEM : 0.25 DE : 3.47
Total Revenue (TTM) SEM : $5.45B DE : $44.66B
Gross Profit (TTM) SEM : $629.30M DE : $16.29B
EBITDA (TTM) SEM : $489.30M DE : $11.66B

Returns By Period

In the year-to-date period, SEM achieves a 10.16% return, which is significantly lower than DE's 22.94% return. Over the past 10 years, SEM has underperformed DE with an annualized return of 10.74%, while DE has yielded a comparatively higher 24.25% annualized return.

SEM

• 1D: 0.00%
• 1M: 8.60%
• YTD: 10.16%
• 6M: 27.20%
• 1Y: 0.53%
• 3Y*: 7.20%
• 5Y*: -0.91%
• 10Y*: 10.74%

DE

• 1D: 1.31%
• 1M: -9.27%
• YTD: 22.94%
• 6M: 27.14%
• 1Y: 20.84%
• 3Y*: 12.95%
• 5Y*: 10.37%
• 10Y*: 24.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SEM vs. DE — Risk / Return Rank

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

SEM

SEM Risk / Return Rank: 39
SEM Sharpe Ratio Rank: 40
SEM Sortino Ratio Rank: 36
SEM Omega Ratio Rank: 38
SEM Calmar Ratio Rank: 40
SEM Martin Ratio Rank: 39

DE

DE Risk / Return Rank: 64
DE Sharpe Ratio Rank: 65
DE Sortino Ratio Rank: 62
DE Omega Ratio Rank: 58
DE Calmar Ratio Rank: 68
DE Martin Ratio Rank: 66

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.

SEM vs. DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Select Medical Holdings Corporation (SEM) 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.

	SEM	DE	Difference
Sharpe ratio Return per unit of total volatility	0.01	0.70	-0.68
Sortino ratio Return per unit of downside risk	0.30	1.28	-0.98
Omega ratio Gain probability vs. loss probability	1.05	1.15	-0.10
Calmar ratio Return relative to maximum drawdown	-0.02	1.38	-1.40
Martin ratio Return relative to average drawdown	-0.03	2.79	-2.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEM vs. DE - Sharpe Ratio Comparison

The current SEM Sharpe Ratio is 0.01, which is lower than the DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SEM and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SEM	DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.01	0.70	-0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.36	-0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	0.81	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.39	-0.17

Correlation

The correlation between SEM and DE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SEM vs. DE - Dividend Comparison

SEM's dividend yield for the trailing twelve months is around 1.53%, more than DE's 1.14% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SEM Select Medical Holdings Corporation	1.53%	1.68%	97.39%	2.13%	2.01%	1.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.84%
DE Deere & Company	1.14%	1.39%	1.42%	1.33%	1.05%	1.14%	1.13%	1.75%	1.84%	1.53%	2.33%	3.15%

Drawdowns

SEM vs. DE - Drawdown Comparison

The maximum SEM drawdown since its inception was -60.26%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for SEM and DE.

Drawdown Indicators

	SEM	DE	Difference
Max Drawdown Largest peak-to-trough decline	-60.26%	-73.27%	+13.01%
Max Drawdown (1Y) Largest decline over 1 year	-35.80%	-16.83%	-18.97%
Max Drawdown (5Y) Largest decline over 5 years	-49.09%	-33.81%	-15.28%
Max Drawdown (10Y) Largest decline over 10 years	-60.26%	-37.91%	-22.35%
Current Drawdown Current decline from peak	-23.71%	-13.60%	-10.11%
Average Drawdown Average peak-to-trough decline	-22.66%	-18.64%	-4.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.72%	8.31%	+12.41%

Volatility

SEM vs. DE - Volatility Comparison

The current volatility for Select Medical Holdings Corporation (SEM) is 0.54%, while Deere & Company (DE) has a volatility of 7.16%. This indicates that SEM experiences smaller price fluctuations and is considered to be less risky than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEM	DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.54%	7.16%	-6.62%
Volatility (6M) Calculated over the trailing 6-month period	22.14%	21.48%	+0.66%
Volatility (1Y) Calculated over the trailing 1-year period	41.81%	30.15%	+11.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.74%	28.87%	+8.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.54%	30.20%	+12.34%

Financials

SEM vs. DE - Profitability Comparison

The chart below illustrates the profitability comparison between Select Medical Holdings Corporation and Deere & Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SEM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Select Medical Holdings Corporation reported a gross profit of 145.83M and revenue of 1.40B. Therefore, the gross margin over that period was 10.4%.

DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Deere & Company reported a gross profit of 3.94B and revenue of 12.09B. Therefore, the gross margin over that period was 32.6%.

SEM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Select Medical Holdings Corporation reported an operating income of -270.64M and revenue of 1.40B, resulting in an operating margin of -19.4%.

DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Deere & Company reported an operating income of 1.90B and revenue of 12.09B, resulting in an operating margin of 15.7%.

SEM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Select Medical Holdings Corporation reported a net income of 0.00 and revenue of 1.40B, resulting in a net margin of 0.0%.

DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Deere & Company reported a net income of 1.07B and revenue of 12.09B, resulting in a net margin of 8.8%.