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Federal Agricultural Mortgage Corporation (AGM-A)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS3131481083
CUSIP313148108
SectorFinancial Services
IndustryCredit Services

Highlights

Market Cap$1.92B
EPS$15.81
PE Ratio8.87
Revenue (TTM)$346.59M
Gross Profit (TTM)$305.24M
Year Range$103.95 - $160.48
Short %0.02%
Short Ratio0.77

Share Price Chart


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Federal Agricultural Mortgage Corporation

Popular comparisons: AGM-A vs. AGM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Federal Agricultural Mortgage Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
35.12%
22.02%
AGM-A (Federal Agricultural Mortgage Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Federal Agricultural Mortgage Corporation had a return of -4.08% year-to-date (YTD) and 40.36% in the last 12 months. Over the past 10 years, Federal Agricultural Mortgage Corporation had an annualized return of 23.60%, outperforming the S&P 500 benchmark which had an annualized return of 10.46%.


PeriodReturnBenchmark
Year-To-Date-4.08%5.84%
1 month-0.44%-2.98%
6 months35.12%22.02%
1 year40.36%24.47%
5 years (annualized)23.45%11.44%
10 years (annualized)23.60%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.88%-8.20%11.33%
2023-9.22%-8.15%9.14%23.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AGM-A is 82, placing it in the top 18% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of AGM-A is 8282
Federal Agricultural Mortgage Corporation(AGM-A)
The Sharpe Ratio Rank of AGM-A is 8181Sharpe Ratio Rank
The Sortino Ratio Rank of AGM-A is 7676Sortino Ratio Rank
The Omega Ratio Rank of AGM-A is 8080Omega Ratio Rank
The Calmar Ratio Rank of AGM-A is 9292Calmar Ratio Rank
The Martin Ratio Rank of AGM-A is 8383Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM-A) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGM-A
Sharpe ratio
The chart of Sharpe ratio for AGM-A, currently valued at 1.09, compared to the broader market-2.00-1.000.001.002.003.004.001.09
Sortino ratio
The chart of Sortino ratio for AGM-A, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.006.001.64
Omega ratio
The chart of Omega ratio for AGM-A, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for AGM-A, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for AGM-A, currently valued at 4.92, compared to the broader market0.0010.0020.0030.004.92
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current Federal Agricultural Mortgage Corporation Sharpe ratio is 1.09. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.09
2.05
AGM-A (Federal Agricultural Mortgage Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Federal Agricultural Mortgage Corporation granted a 3.15% dividend yield in the last twelve months. The annual payout for that period amounted to $4.70 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.70$4.40$3.80$3.52$3.20$2.80$2.32$1.44$1.04$0.64$0.56$0.48

Dividend yield

3.15%2.80%3.96%2.97%4.90%3.76%4.07%1.98%1.70%2.42%2.46%1.68%

Monthly Dividends

The table displays the monthly dividend distributions for Federal Agricultural Mortgage Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$1.40
2023$0.00$0.00$1.10$0.00$0.00$1.10$0.00$0.00$1.10$0.00$0.00$1.10
2022$0.00$0.00$0.95$0.00$0.00$0.95$0.00$0.00$0.95$0.00$0.00$0.95
2021$0.00$0.00$0.88$0.00$0.00$0.88$0.00$0.00$0.88$0.00$0.00$0.88
2020$0.00$0.00$0.80$0.00$0.00$0.80$0.00$0.00$0.80$0.00$0.00$0.80
2019$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70
2018$0.00$0.00$0.58$0.00$0.00$0.58$0.00$0.00$0.58$0.00$0.00$0.58
2017$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36
2016$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26
2015$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16
2014$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14
2013$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.2%
Federal Agricultural Mortgage Corporation has a dividend yield of 3.15%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%30.8%
Federal Agricultural Mortgage Corporation has a payout ratio of 30.76%, which is quite average when compared to the overall market. This suggests that Federal Agricultural Mortgage Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.96%
-3.92%
AGM-A (Federal Agricultural Mortgage Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Federal Agricultural Mortgage Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Federal Agricultural Mortgage Corporation was 95.31%, occurring on Nov 20, 2008. Recovery took 1012 trading sessions.

The current Federal Agricultural Mortgage Corporation drawdown is 6.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.31%Apr 11, 20021668Nov 20, 20081012Nov 29, 20122680
-56.67%Feb 11, 1997166Oct 9, 19971000Oct 11, 20011166
-49.42%Jul 27, 2018415Mar 20, 2020238Mar 2, 2021653
-37.1%Sep 16, 2013315Dec 12, 2014311Mar 10, 2016626
-35%Oct 2, 199644Dec 3, 199641Jan 31, 199785

Volatility

Volatility Chart

The current Federal Agricultural Mortgage Corporation volatility is 15.77%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.77%
3.60%
AGM-A (Federal Agricultural Mortgage Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Federal Agricultural Mortgage Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
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TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

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Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items