Deere & Company (DE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Deere & Company, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $640.67 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +22.72% |
| Total return over period | +84.22% |
| Annualized volatility | 28.36% |
| Period volatility | 48.99% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.47 |
| Sortino ratio | 2.30 |
| Max drawdown | -19.90% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.69% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $335.84 – $707.79 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Deere & Company (DE) has posted an annualized return of +22.72% with annual volatility of 28.36%, a Sharpe ratio of 1.47. Its worst stretch (max drawdown from a peak) was -19.90%. Its correlation with the S&P 500 is 0.36, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DE would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Deere & Company (DE) is of the S&P 500.
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