AGCO Corporation

10-Year Study

AGCO.US · Industrials · US · Common Stock

Executive Summary: AGCO Corporation has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 39.4% and an annualized volatility of 39.3%.

1Y CAGR
+20.4%
3Y CAGR
+3.4%
5Y CAGR
-0.7%
10Y CAGR
+10.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
39.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.69
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +40.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -21.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.720.6-15.1-0.5————————10.7%
202511.7-6.9-4.5-8.415.85.314.4-8.1-1.0-3.73.0-1.512.9%
20240.8-10.112.1-7.2-3.6-8.8-3.5-3.37.52.01.7-7.6-20.3%
2023-0.42.1-4.0-8.3-7.019.21.3-2.5-8.7-3.1-0.76.9-7.9%
20221.02.721.5-12.84.6-23.010.40.0-11.529.17.14.525.0%
20217.616.910.91.6-2.6-5.81.34.3-11.0-0.3-9.75.316.2%
2020-9.2-13.6-21.811.84.90.418.38.64.53.720.311.434.8%
201915.35.52.91.8-5.716.5-0.7-10.09.51.32.1-1.140.0%
20181.7-8.1-2.6-3.31.7-4.53.8-5.11.9-7.86.8-6.7-21.3%
20178.5-2.8-1.26.30.35.27.0-4.97.8-7.03.40.924.5%
2016———7.6-2.6-9.22.21.11.63.69.53.717.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 39.3%. The dominant macroeconomic risk driver is VTV.US, accounting for 34.9% of variance. Idiosyncratic stock-specific factors contribute 19.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110758.54968486658
2016-05-0110474.754256054668
2016-06-019506.558181945711
2016-07-019714.325794847644
2016-08-019817.608392869666
2016-09-019975.375504764577
2016-10-0110331.366045751962
2016-11-0111314.767683042917
2016-12-0111732.482289401696
2017-01-0112734.195733424183
2017-02-0112379.73326386036
2017-03-0112229.356005571197
2017-04-0113003.612260643893
2017-05-0113040.08557199972
2017-06-0113724.386015891941
2017-07-0114691.755428411105
2017-08-0113968.176033827993
2017-09-0115053.808154390324
2017-10-0113992.675277307388
2017-11-0114473.591919758715
2017-12-0114606.509083257346
2018-01-0114849.84819487169
2018-02-0113648.834156654875
2018-03-0113290.188278439662
2018-04-0112845.469393480895
2018-05-0113064.48461407429
2018-06-0112472.870469643984
2018-07-0112945.320093387709
2018-08-0112286.62110842794
2018-09-0112519.33887113097
2018-10-0111541.097606188438
2018-11-0112322.919067325322
2018-12-0111494.904758564715
2019-01-0113256.22000220443
2019-02-0113986.56299161314
2019-03-0114394.282507840759
2019-04-0114648.844176795359
2019-05-0113806.75157065702
2019-06-0116090.567039749896
2019-07-0115972.329382057935
2019-08-0114371.636990350604
2019-09-0115739.786971813342
2019-10-0115945.62570767242
2019-11-0116277.968717121412
2019-12-0116094.625196645256
2020-01-0114613.297728434152
2020-02-0112619.565326305876
2020-03-019867.208088257397
2020-04-0111034.554454453451
2020-05-0111574.289321536286
2020-06-0111622.486197256485
2020-07-0113753.77007785649
2020-08-0114932.63960560727
2020-09-0115598.40278960711
2020-10-0116178.06791651219
2020-11-0119463.922484193226
2020-12-0121689.94679305404
2021-01-0123333.14963075782
2021-02-0127278.4296435836
2021-03-0130263.730097495965
2021-04-0130741.966352368254
2021-05-0129957.614805759575
2021-06-0128227.7628032345
2021-07-0128602.31565446547
2021-08-0129836.82201224461
2021-09-0126565.22109439974
2021-10-0126495.856671910537
2021-11-0123933.155642842114
2021-12-0125194.841631679676
2022-01-0125451.106724516274
2022-02-0126134.680708223525
2022-03-0131761.39039469333
2022-04-0127709.395885730315
2022-05-0128976.668102886797
2022-06-0122321.065341336085
2022-07-0124632.310944999448
2022-08-0124637.496367699074
2022-09-0121795.483922684594
2022-10-0128141.263940520446
2022-11-0130135.772903536108
2022-12-0131491.34760869347
2023-01-0131364.192025972203
2023-02-0132028.326937143658
2023-03-0130752.3121474163
2023-04-0128191.11413942023
2023-05-0126218.023226685636
2023-06-0131243.875189130147
2023-07-0131643.277988757403
2023-08-0130864.66297257487
2023-09-0128183.974789326545
2023-10-0127321.41604625297
2023-11-0127120.98818625437
2023-12-0129003.421877974728
2024-01-0129223.213659455505
2024-02-0126273.584905660377
2024-03-0129463.77218208599
2024-04-0127348.946382228278
2024-05-0126358.455495546048
2024-06-0124037.69075842443
2024-07-0123187.957795168284
2024-08-0122433.992324572388
2024-09-0124114.59533662662
2024-10-0124602.501027064398
2024-11-0125018.687561999617
2024-12-0123107.84677201174
2025-01-0125814.637421216645
2025-02-0124044.629705708474
2025-03-0122953.611759636868
2025-04-0121034.40415234622
2025-05-0124362.54371286285
2025-06-0125650.557620817843
2025-07-0129333.034399142274
2025-08-0126971.46263990621
2025-09-0126692.251425364982
2025-10-0125717.51720959128
2025-11-0126487.94076092947
2025-12-0126077.966713093316
2026-01-0128350.309121333878
2026-02-0134193.729396086135
2026-03-0129025.84194230403
2026-04-0128880.549905309672
Annual Return Matrix
YearAnnual Return
20170.24496323309619172
2018-0.21302860984485994
20190.4001529838386304
20200.3476515624343377
20210.16159075317547766
20220.2499125046730457
2023-0.07900346983029483
2024-0.20327170810283257
20250.12853295983765078
20260.10746939065648964
Total Factor Risk
0.3927075779613673
VTI.US Exposure
0.019214668371653754
VEA.US Exposure
0.1446654420219255
VWO.US Exposure
0.019706254748525165
QQQ.US Exposure
0.08777097666663171
VTV.US Exposure
0.3485603412000043
IJR.US Exposure
0.013337770198426944
QUAL.US Exposure
-0.1292809475500134
SHV.US Exposure
0.15190035743333494
TLT.US Exposure
0.020642398766436428
LQD.US Exposure
0.05635330924371171
HYG.US Exposure
0.07849225571388471
GLD.US Exposure
0.0035458802685055437
USO.US Exposure
0.0002051223877161595
VNQ.US Exposure
-0.06600319930180293
BTC-USD.CC Exposure
0.02013140521453649
CPER.US Exposure
-0.0009788902137435422
VIX.INDX Exposure
-0.016028152469338326
UUP.US Exposure
-0.0021506733640798623
TIP.US Exposure
0.054064303822207956
Idiosyncratic Exposure
0.1958513768414768
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.99%
Market Cap$8.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$73
Avg Yield on Cost
0.73%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$72.650.73%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-7.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
17.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AGCO Corporation a high-risk investment?

AGCO Corporation (AGCO.US) has an annualized volatility of 39.3% and experienced a maximum drawdown of 39.4% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of AGCO.US?

Over the past 10 years, AGCO.US has generated a Compound Annual Growth Rate (CAGR) of 10.8%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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