TSCO vs. DE
Compare and contrast key facts about Tractor Supply Company (TSCO) and Deere & Company (DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSCO or DE.
Key characteristics
| TSCO | DE | |
|---|---|---|
| YTD Return | 35.89% | -0.35% |
| 1Y Return | 50.57% | 8.20% |
| 3Y Return (Ann) | 11.28% | 4.86% |
| 5Y Return (Ann) | 26.92% | 18.85% |
| 10Y Return (Ann) | 16.35% | 18.32% |
| Sharpe Ratio | 1.89 | 0.37 |
| Sortino Ratio | 2.51 | 0.66 |
| Omega Ratio | 1.33 | 1.08 |
| Calmar Ratio | 2.23 | 0.38 |
| Martin Ratio | 9.08 | 1.23 |
| Ulcer Index | 5.20% | 6.75% |
| Daily Std Dev | 25.00% | 22.45% |
| Max Drawdown | -76.15% | -73.27% |
| Current Drawdown | -5.00% | -10.08% |
Fundamentals
| TSCO | DE | |
|---|---|---|
| Market Cap | $30.83B | $107.81B |
| EPS | $10.24 | $28.10 |
| PE Ratio | 28.18 | 14.02 |
| PEG Ratio | 2.60 | 3.00 |
| Total Revenue (TTM) | $14.77B | $40.58B |
| Gross Profit (TTM) | $5.36B | $16.33B |
| EBITDA (TTM) | $1.91B | $11.66B |
Correlation
The correlation between TSCO and DE is 0.25, 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.
Performance
TSCO vs. DE - Performance Comparison
In the year-to-date period, TSCO achieves a 35.89% return, which is significantly higher than DE's -0.35% return. Over the past 10 years, TSCO has underperformed DE with an annualized return of 16.35%, while DE has yielded a comparatively higher 18.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TSCO vs. DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tractor Supply Company (TSCO) 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.
Dividends
TSCO vs. DE - Dividend Comparison
TSCO's dividend yield for the trailing twelve months is around 1.50%, which matches DE's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSCO Tractor Supply Company | 1.50% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% | 0.77% | 0.63% |
DE Deere & Company | 1.49% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% |
Drawdowns
TSCO vs. DE - Drawdown Comparison
The maximum TSCO drawdown since its inception was -76.15%, roughly equal to the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for TSCO and DE. For additional features, visit the drawdowns tool.
Volatility
TSCO vs. DE - Volatility Comparison
Tractor Supply Company (TSCO) has a higher volatility of 9.09% compared to Deere & Company (DE) at 6.24%. This indicates that TSCO'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.
Financials
TSCO vs. DE - Financials Comparison
This section allows you to compare key financial metrics between Tractor Supply Company 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.
Total Revenue: Total amount of money received from sales and other business activities