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TEX vs. AGCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TEX and AGCO is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TEX vs. AGCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Terex Corporation (TEX) and AGCO Corporation (AGCO). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
407.40%
2,222.68%
TEX
AGCO

Key characteristics

Sharpe Ratio

TEX:

-0.89

AGCO:

-0.69

Sortino Ratio

TEX:

-1.31

AGCO:

-0.85

Omega Ratio

TEX:

0.85

AGCO:

0.90

Calmar Ratio

TEX:

-0.66

AGCO:

-0.60

Martin Ratio

TEX:

-1.57

AGCO:

-1.51

Ulcer Index

TEX:

25.64%

AGCO:

17.34%

Daily Std Dev

TEX:

45.30%

AGCO:

38.00%

Max Drawdown

TEX:

-91.96%

AGCO:

-83.96%

Current Drawdown

TEX:

-56.88%

AGCO:

-37.52%

Fundamentals

Market Cap

TEX:

$2.41B

AGCO:

$6.25B

EPS

TEX:

$4.96

AGCO:

-$5.69

PEG Ratio

TEX:

1.64

AGCO:

0.89

PS Ratio

TEX:

0.47

AGCO:

0.54

PB Ratio

TEX:

1.30

AGCO:

1.71

Total Revenue (TTM)

TEX:

$3.83B

AGCO:

$8.73B

Gross Profit (TTM)

TEX:

$771.20M

AGCO:

$2.10B

EBITDA (TTM)

TEX:

$415.00M

AGCO:

-$242.40M

Returns By Period

In the year-to-date period, TEX achieves a -21.89% return, which is significantly lower than AGCO's -10.08% return. Over the past 10 years, TEX has underperformed AGCO with an annualized return of 3.60%, while AGCO has yielded a comparatively higher 7.32% annualized return.


TEX

YTD

-21.89%

1M

-10.30%

6M

-32.66%

1Y

-38.86%

5Y*

22.79%

10Y*

3.60%

AGCO

YTD

-10.08%

1M

-15.23%

6M

-16.03%

1Y

-25.60%

5Y*

14.47%

10Y*

7.32%

*Annualized

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Risk-Adjusted Performance

TEX vs. AGCO — Risk-Adjusted Performance Rank

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

TEX
The Risk-Adjusted Performance Rank of TEX is 99
Overall Rank
The Sharpe Ratio Rank of TEX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of TEX is 88
Sortino Ratio Rank
The Omega Ratio Rank of TEX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of TEX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of TEX is 66
Martin Ratio Rank

AGCO
The Risk-Adjusted Performance Rank of AGCO is 1414
Overall Rank
The Sharpe Ratio Rank of AGCO is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of AGCO is 1616
Sortino Ratio Rank
The Omega Ratio Rank of AGCO is 1717
Omega Ratio Rank
The Calmar Ratio Rank of AGCO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of AGCO is 88
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.

TEX vs. AGCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Terex Corporation (TEX) and AGCO Corporation (AGCO). 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.


The chart of Sharpe ratio for TEX, currently valued at -0.89, compared to the broader market-2.00-1.000.001.002.003.00
TEX: -0.89
AGCO: -0.69
The chart of Sortino ratio for TEX, currently valued at -1.31, compared to the broader market-6.00-4.00-2.000.002.004.00
TEX: -1.31
AGCO: -0.85
The chart of Omega ratio for TEX, currently valued at 0.85, compared to the broader market0.501.001.502.00
TEX: 0.85
AGCO: 0.90
The chart of Calmar ratio for TEX, currently valued at -0.66, compared to the broader market0.001.002.003.004.005.00
TEX: -0.66
AGCO: -0.60
The chart of Martin ratio for TEX, currently valued at -1.57, compared to the broader market-5.000.005.0010.0015.0020.00
TEX: -1.57
AGCO: -1.51

The current TEX Sharpe Ratio is -0.89, which is comparable to the AGCO Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of TEX and AGCO, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.89
-0.69
TEX
AGCO

Dividends

TEX vs. AGCO - Dividend Comparison

TEX's dividend yield for the trailing twelve months is around 1.89%, less than AGCO's 4.37% yield.


TTM20242023202220212020201920182017201620152014
TEX
Terex Corporation
1.89%1.47%1.11%1.22%1.09%0.34%1.48%1.45%0.66%0.89%1.30%0.72%
AGCO
AGCO Corporation
4.37%3.92%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%

Drawdowns

TEX vs. AGCO - Drawdown Comparison

The maximum TEX drawdown since its inception was -91.96%, which is greater than AGCO's maximum drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for TEX and AGCO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-56.88%
-37.52%
TEX
AGCO

Volatility

TEX vs. AGCO - Volatility Comparison

Terex Corporation (TEX) has a higher volatility of 22.57% compared to AGCO Corporation (AGCO) at 20.87%. This indicates that TEX's price experiences larger fluctuations and is considered to be riskier than AGCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.57%
20.87%
TEX
AGCO

Financials

TEX vs. AGCO - Financials Comparison

This section allows you to compare key financial metrics between Terex Corporation and AGCO Corporation. 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


Values in USD except per share items