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Assured Guaranty Ltd. (AGO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINBMG0585R1060
SectorFinancial Services
IndustryInsurance—Specialty

Highlights

Market Cap$4.14B
EPS$12.85
PE Ratio5.92
PEG Ratio2.52
Revenue (TTM)$1.00B
Gross Profit (TTM)$788.00M
EBITDA (TTM)$399.50M
Year Range$50.61 - $95.89
Target Price$104.25
Short %2.23%
Short Ratio1.92

Share Price Chart


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Compare to other instruments

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Assured Guaranty Ltd.

Popular comparisons: AGO vs. COST, AGO vs. ARES, AGO vs. AMR, AGO vs. KKR

Performance

Performance Chart

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


300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
469.11%
365.20%
AGO (Assured Guaranty Ltd.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Assured Guaranty Ltd. had a return of 1.22% year-to-date (YTD) and 44.93% in the last 12 months. Over the past 10 years, Assured Guaranty Ltd. had an annualized return of 14.00%, outperforming the S&P 500 benchmark which had an annualized return of 10.70%.


PeriodReturnBenchmark
Year-To-Date1.22%11.24%
1 month-3.79%4.04%
6 months10.93%16.49%
1 year44.93%26.17%
5 years (annualized)15.03%13.76%
10 years (annualized)14.00%10.70%

Monthly Returns

The table below presents the monthly returns of AGO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20248.42%12.91%-4.42%-12.09%1.22%
20230.55%-0.30%-19.06%7.16%-3.42%7.83%7.13%-1.10%2.86%3.11%9.30%10.19%22.52%
20226.16%16.29%3.16%-13.37%7.19%-5.20%4.66%-12.14%-5.13%22.17%12.94%-6.47%26.20%
202113.53%23.69%-3.91%20.27%-5.89%-0.31%0.69%4.75%-6.12%18.74%-11.53%2.51%62.33%
2020-6.49%-10.97%-36.46%15.28%-12.10%-5.86%-10.57%-0.90%0.14%18.85%18.75%4.51%-33.94%
20195.96%2.96%6.83%7.36%-13.95%2.96%3.83%-2.22%4.49%5.53%6.21%-1.27%30.12%
20185.08%-2.84%5.16%0.25%-1.76%0.68%8.93%5.08%3.66%-5.33%2.51%-6.22%14.95%
20173.02%5.65%-9.41%2.75%2.82%6.86%7.83%-5.18%-11.26%-1.72%-1.75%-6.72%-9.03%
2016-10.03%4.33%2.50%2.25%4.48%-5.65%5.60%4.16%-0.07%7.71%20.10%5.62%45.64%
2015-6.04%9.10%-0.49%-1.52%10.46%-16.09%1.96%3.74%-1.03%9.76%-3.21%-0.04%3.52%
2014-10.34%16.62%3.14%-5.57%2.60%0.33%-8.90%8.70%-8.24%4.15%11.24%1.68%12.21%
201327.41%3.50%10.39%0.10%10.11%-2.48%-1.90%-7.65%-5.73%9.33%15.03%0.47%68.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AGO is 90, placing it in the top 10% of stocks on our website 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 AGO is 9090
AGO (Assured Guaranty Ltd.)
The Sharpe Ratio Rank of AGO is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of AGO is 9191Sortino Ratio Rank
The Omega Ratio Rank of AGO is 8888Omega Ratio Rank
The Calmar Ratio Rank of AGO is 9292Calmar Ratio Rank
The Martin Ratio Rank of AGO is 8585Martin 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 Assured Guaranty Ltd. (AGO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGO
Sharpe ratio
The chart of Sharpe ratio for AGO, currently valued at 2.13, compared to the broader market-2.00-1.000.001.002.003.004.002.13
Sortino ratio
The chart of Sortino ratio for AGO, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.006.003.19
Omega ratio
The chart of Omega ratio for AGO, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for AGO, currently valued at 2.26, compared to the broader market0.002.004.006.002.26
Martin ratio
The chart of Martin ratio for AGO, currently valued at 6.71, compared to the broader market-10.000.0010.0020.0030.006.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.003.004.002.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market-10.000.0010.0020.0030.009.23

Sharpe Ratio

The current Assured Guaranty Ltd. Sharpe ratio is 2.13. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Assured Guaranty Ltd. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
2.13
2.43
AGO (Assured Guaranty Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History

Assured Guaranty Ltd. granted a 1.57% dividend yield in the last twelve months. The annual payout for that period amounted to $1.18 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.18$1.12$1.00$0.88$0.80$0.72$0.64$0.57$0.52$0.48$0.44$0.40

Dividend yield

1.57%1.50%1.61%1.75%2.54%1.47%1.67%1.68%1.38%1.82%1.69%1.70%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.31$0.00$0.31$0.62
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
2020$0.00$0.00$0.20$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80
2019$0.00$0.00$0.18$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.72
2018$0.00$0.00$0.16$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.64
2017$0.00$0.00$0.14$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.57
2016$0.00$0.00$0.13$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.52
2015$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.48
2014$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.44
2013$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.6%
Assured Guaranty Ltd. has a dividend yield of 1.57%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%10.1%
Assured Guaranty Ltd. has a payout ratio of 10.06%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-20.27%
-0.29%
AGO (Assured Guaranty Ltd.)
Benchmark (^GSPC)

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 20.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.18%Jun 7, 2007442Mar 9, 20091529Apr 6, 20151971
-61.48%Dec 17, 201966Mar 23, 2020276Apr 27, 2021342
-30.23%Dec 1, 202277Mar 23, 2023159Nov 8, 2023236
-28.38%Apr 4, 2022121Sep 26, 202245Nov 29, 2022166
-26.74%Jul 26, 2017116Jan 9, 2018292Mar 11, 2019408

Volatility

Volatility Chart

The current Assured Guaranty Ltd. volatility is 7.15%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
7.15%
3.00%
AGO (Assured Guaranty Ltd.)
Benchmark (^GSPC)

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.

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Income Statement


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EBIT

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Other Non-Operating Income (Expenses)

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Values in undefined except per share items