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Assured Guaranty Ltd. (AGO)

Equity · Currency in USD · Last updated Apr 1, 2023

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Assured Guaranty Ltd. in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $37,231 for a total return of roughly 272.31%. All prices are adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%NovemberDecember2023FebruaryMarch
272.31%
260.28%
AGO (Assured Guaranty Ltd.)
Benchmark (^GSPC)

S&P 500

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Assured Guaranty Ltd.

Return

Assured Guaranty Ltd. had a return of -18.86% year-to-date (YTD) and -20.68% in the last 12 months. Over the past 10 years, Assured Guaranty Ltd. had an annualized return of 11.73%, outperforming the S&P 500 benchmark which had an annualized return of 10.16%.


PeriodReturnBenchmark
1 month-19.06%3.51%
Year-To-Date-18.86%7.03%
6 months5.42%12.88%
1 year-20.68%-10.71%
5 years (annualized)8.87%9.25%
10 years (annualized)11.73%10.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.55%-0.30%
2022-5.13%22.17%12.94%-6.47%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Assured Guaranty Ltd. Sharpe ratio is -0.59. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00NovemberDecember2023FebruaryMarch
-0.59
-0.46
AGO (Assured Guaranty Ltd.)
Benchmark (^GSPC)

Dividend History

Assured Guaranty Ltd. granted a 2.55% dividend yield in the last twelve months. The annual payout for that period amounted to $1.28 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$1.28$1.00$0.88$0.80$0.72$0.64$0.57$0.52$0.48$0.44$0.40$0.36

Dividend yield

2.55%1.61%1.79%2.65%1.57%1.82%1.86%1.55%2.08%1.97%2.01%3.06%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00
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
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
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
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
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
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
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
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
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
2013$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00
2012$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-24.12%
-14.33%
AGO (Assured Guaranty Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Assured Guaranty Ltd.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Assured Guaranty Ltd. is 90.18%, recorded on Mar 9, 2009. It took 1529 trading sessions for the portfolio to recover.


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, 2023
-28.38%Apr 4, 2022121Sep 26, 202245Nov 29, 2022166
-26.74%Jul 26, 2017116Jan 9, 2018292Mar 11, 2019408
-24.87%Nov 9, 201565Feb 11, 2016172Oct 17, 2016237
-19.62%Jun 23, 201545Aug 25, 201552Nov 6, 201597
-18.95%Nov 2, 202134Dec 20, 202134Feb 8, 202268
-16.73%Apr 26, 200480Aug 18, 200457Nov 8, 2004137
-13.95%May 1, 201922May 31, 2019106Oct 30, 2019128

Volatility Chart

Current Assured Guaranty Ltd. volatility is 37.76%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2023FebruaryMarch
37.76%
15.42%
AGO (Assured Guaranty Ltd.)
Benchmark (^GSPC)