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

Company Info

ISIN

BMG0585R1060

IPO Date

Apr 23, 2004

Highlights

Market Cap

$4.50B

EPS (TTM)

$6.87

PE Ratio

13.13

PEG Ratio

2.52

Total Revenue (TTM)

$611.00M

Gross Profit (TTM)

$526.00M

EBITDA (TTM)

$129.00M

Year Range

$71.75 - $96.12

Target Price

$106.50

Short %

3.36%

Short Ratio

2.07

Share Price Chart


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Compare to other instruments

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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%350.00%400.00%450.00%500.00%550.00%600.00%650.00%December2025FebruaryMarchAprilMay
577.18%
396.58%
AGO (Assured Guaranty Ltd.)
Benchmark (^GSPC)

Returns By Period

Assured Guaranty Ltd. (AGO) returned -1.35% year-to-date (YTD) and 9.43% over the past 12 months. Over the past 10 years, AGO delivered an annualized return of 14.71%, outperforming the S&P 500 benchmark at 10.43%.


AGO

YTD

-1.35%

1M

14.41%

6M

2.97%

1Y

9.43%

5Y*

27.80%

10Y*

14.71%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

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
20255.10%-7.68%1.28%-0.42%0.82%-1.35%
20248.42%12.91%-4.42%-12.09%1.73%-0.73%6.77%-2.38%-0.70%4.95%12.14%-3.51%22.08%
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%0.70%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%18.86%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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGO is 68, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AGO is 6868
Overall Rank
The Sharpe Ratio Rank of AGO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AGO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of AGO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of AGO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AGO is 7474
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Assured Guaranty Ltd. Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.36
  • 5-Year: 0.80
  • 10-Year: 0.42
  • All Time: 0.20

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Assured Guaranty Ltd. compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.36
0.48
AGO (Assured Guaranty Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History

Assured Guaranty Ltd. provided a 1.44% dividend yield over the last twelve months, with an annual payout of $1.27 per share. The company has been increasing its dividends for 20 consecutive years.


1.40%1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.27$1.24$1.12$1.00$0.88$0.80$0.72$0.64$0.57$0.52$0.48$0.44

Dividend yield

1.44%1.38%1.50%1.61%1.75%2.54%1.47%1.67%1.69%1.38%1.82%1.69%

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
2025$0.00$0.00$0.34$0.00$0.00$0.34
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
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$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.44

Dividend Yield & Payout


Dividend Yield

Assured Guaranty Ltd. has a dividend yield of 1.44%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.

Payout Ratio

Assured Guaranty Ltd. has a payout ratio of 24.76%, which is quite average when compared to the overall market. This suggests that Assured Guaranty Ltd. 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.99%
-7.82%
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 6.99%.


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 9.64%, 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%14.00%December2025FebruaryMarchAprilMay
9.64%
11.21%
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.


Annual
Quarterly

0.0

Earnings Per Share

The chart presents the Earnings Per Share (EPS) performance of Assured Guaranty Ltd., comparing actual results with analytics estimates. In the past quarter, the company did not meet analyst expectations for EPS, resulting in a surprise of -10.5%.


0.001.002.003.004.005.006.00AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
1.27
1.42
Actual
Estimate

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 13.1. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

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 2.5. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.

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 5.0. 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.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for AGO in comparison with other companies in the Insurance - Specialty industry. Currently, AGO has a P/B value of 0.8. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

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

Values in undefined except per share items