- ISIN
- BMG0585R1060
- Sector
- Financial Services
- Industry
- Insurance - Specialty
- IPO Date
- Apr 23, 2004
Highlights
- EPS (TTM)
- $11.20
- PE Ratio
- 6.84
- PEG Ratio
- 0.06
- Total Revenue (TTM)
- $951.00M
- Gross Profit (TTM)
- $663.00M
- EBITDA (TTM)
- $500.00M
- Year Range
- $72.76 - $92.40
- Target Price
- $94.00
- ROA (TTM)
- 3.28%
- ROE (TTM)
- 7.49%
Share Price Chart
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Performance
AGO Performance Chart
Assured Guaranty Ltd. (AGO) is down 13.9% since the beginning of the year. At $77 per share, AGO is trading 17.1% below its 52-week high of $92. Investors who bought $1,000 worth of AGO shares 5 years ago would now be looking at an investment worth $1,795.
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Returns By Period
Assured Guaranty Ltd. (AGO) has returned -13.93% so far this year and -9.66% over the past 12 months. Over the last decade, AGO has posted an annualized return of 14.16%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
Assured Guaranty Ltd.
- 1D
- 0.14%
- 1M
- -0.34%
- YTD
- -13.93%
- 6M
- -14.99%
- 1Y
- -9.66%
- 3Y*
- 14.69%
- 5Y*
- 12.41%
- 10Y*
- 14.16%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
AGO Monthly Returns History
Based on dividend-adjusted daily data since Apr 23, 2004, AGO's average daily return is +0.08%, while the average monthly return is +1.38%. At this rate, an investment would double in approximately 4.2 years.
Historically, 56% of months were positive and 44% were negative. The best month was Mar 2009 with a return of +53.2%, while the worst month was Feb 2009 at -41.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, AGO closed higher 51% of trading days. The best single day was Sep 19, 2008 with a return of +37.0%, while the worst single day was Jul 22, 2008 at -39.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.59% | 1.60% | -5.07% | 0.52% | -8.93% | 3.26% | -13.93% | ||||||
| 2025 | 5.10% | -7.68% | 1.28% | -0.42% | -3.24% | 3.02% | -2.89% | -2.41% | 2.98% | -4.81% | 12.79% | -0.74% | 1.44% |
| 2024 | 8.42% | 12.91% | -4.42% | -12.09% | 1.73% | -0.73% | 6.77% | -2.38% | -0.70% | 4.95% | 12.14% | -3.51% | 22.08% |
| 2023 | 0.55% | -0.30% | -19.06% | 7.16% | -3.42% | 7.83% | 7.13% | -1.10% | 2.86% | 3.11% | 9.30% | 10.19% | 22.52% |
| 2022 | 6.16% | 16.29% | 3.16% | -13.37% | 7.19% | -5.20% | 4.66% | -12.14% | -5.13% | 22.17% | 12.94% | -6.47% | 26.20% |
| 2021 | 13.53% | 23.69% | -3.91% | 20.27% | -5.89% | -0.31% | 0.70% | 4.75% | -6.12% | 18.74% | -11.53% | 2.51% | 62.33% |
Benchmark Metrics
Assured Guaranty Ltd. has an annualized alpha of 5.04%, beta of 1.41, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since April 23, 2004.
- This stock captured 151.83% of S&P 500 Index gains and 144.50% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.31 means the benchmark explains less than half of this stock's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.04%
- Beta
- 1.41
- R²
- 0.31
- Upside Capture
- 151.83%
- Downside Capture
- 144.50%
Return for Risk
Risk / Return Rank
AGO ranks 21 for risk / return — below 21% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Assured Guaranty Ltd. (AGO) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.37 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 2.78 | -3.27 |
| Martin ratioReturn relative to average drawdown | -1.15 | 12.44 | -13.59 |
Dividends
Dividend History
Assured Guaranty Ltd. provided a 1.88% dividend yield over the last twelve months, with an annual payout of $1.44 per share. The company has been increasing its dividends for 21 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.44 | $1.36 | $1.24 | $1.12 | $1.00 | $0.88 | $0.80 | $0.72 | $0.64 | $0.57 | $0.52 | $0.48 |
Dividend yield | 1.88% | 1.51% | 1.38% | 1.50% | 1.61% | 1.75% | 2.54% | 1.47% | 1.67% | 1.68% | 1.38% | 1.82% |
Monthly Dividends
The table displays the monthly dividend distributions for Assured Guaranty Ltd.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.38 | $0.00 | $0.38 | $0.00 | $0.76 | ||||||
| 2025 | $0.00 | $0.00 | $0.34 | $0.00 | $0.34 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.34 | $0.00 | $1.36 |
| 2024 | $0.00 | $0.00 | $0.31 | $0.00 | $0.31 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.31 | $0.00 | $1.24 |
| 2023 | $0.00 | $0.00 | $0.28 | $0.00 | $0.28 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.28 | $0.00 | $1.12 |
| 2022 | $0.00 | $0.00 | $0.25 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $1.00 |
| 2021 | $0.00 | $0.00 | $0.22 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.00 | $0.88 |
Dividend Yield & Payout
Dividend Yield
Assured Guaranty Ltd. has a dividend yield of 1.88%, which is quite average when compared to the overall market.
Payout Ratio
Assured Guaranty Ltd. has a payout ratio of 16.39%, which is below the market average. This means Assured Guaranty Ltd. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Assured Guaranty Ltd.. 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 Assured Guaranty Ltd. was 90.18%, occurring on Mar 9, 2009. Recovery took 1529 trading sessions.
The current Assured Guaranty Ltd. drawdown is 17.68%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -90.18%Mar 2009 | 1y 9mo | 6y 29d | 7y 10moJun 2007 - Apr 2015 |
COVID crash2020 | -61.48%Mar 2020 | 3mo 7d | 1y 1mo | 1y 4moDec 2019 - Apr 2021 |
2023 bear market2023 | -30.23%Mar 2023 | 3mo 22d | 7mo 20d | 11mo 12dDec 2022 - Nov 2023 |
Bear market2022 | -28.38%Sep 2022 | 5mo 25d | 2mo 4d | 7mo 29dApr 2022 - Nov 2022 |
2018 bear market2018 | -26.74%Jan 2018 | 5mo 17d | 1y 2mo | 1y 7moJul 2017 - Mar 2019 |
Drawdown Indicators
| AGO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.18% | -56.78% | -33.40% |
Max Drawdown (1Y)Largest decline over 1 year | -19.84% | -9.10% | -10.74% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -18.90% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -30.23% | -25.43% | -4.80% |
Max Drawdown (10Y)Largest decline over 10 years | -61.48% | -33.92% | -27.56% |
Current DrawdownCurrent decline from peak | -17.68% | -1.80% | -15.88% |
Average DrawdownAverage peak-to-trough decline | -19.83% | -10.71% | -9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.42% | 2.03% | +6.39% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of Assured Guaranty Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how Assured Guaranty Ltd. is priced in the market compared to other companies in the Insurance - Specialty industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
PE Ratio
The chart displays the Price-to-Earnings (P/E) ratio for AGO, comparing it with other companies in the Insurance - Specialty industry. Currently, AGO has a P/E ratio of 6.8. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.
PEG Ratio
The chart shows the Price/Earnings to Growth (PEG) ratio for AGO compared to other companies in the Insurance - Specialty industry. AGO currently has a PEG ratio of 0.1. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for AGO relative to other companies in the Insurance - Specialty industry. Currently, AGO has a P/S ratio of 3.0. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.
Income Statement
| TTM | |
|---|---|
Revenue | — |
Total Revenue | — |
Cost Of Revenue | — |
Gross Profit | — |
Operating Expenses | — |
Selling, General & Admin Expenses | — |
R&D Expenses | — |
Depreciation And Amortization | — |
Total Operating Expenses | — |
Income | — |
Income Before Tax | — |
Operating Income | — |
EBITDA | — |
EBIT | — |
Earnings From Continuing Operations | — |
Net Income | — |
Income Tax Expense | — |
Other Non-Operating Income (Expenses) | — |
Extraordinary Items | — |
Discontinued Operations | — |
Effect Of Accounting Charges | — |
Non Recurring | — |
Minority Interest | — |
Other Items | — |
Interest Income | — |
Interest Expense | — |
Net Interest Income | — |
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