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AGM-A vs. AGM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGM-A and AGM is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

AGM-A vs. AGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal Agricultural Mortgage Corporation (AGM-A) and Federal Agricultural Mortgage Corporation (AGM). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember
21.21%
10.08%
AGM-A
AGM

Key characteristics

Sharpe Ratio

AGM-A:

0.61

AGM:

0.19

Sortino Ratio

AGM-A:

1.15

AGM:

0.49

Omega Ratio

AGM-A:

1.17

AGM:

1.06

Calmar Ratio

AGM-A:

1.20

AGM:

0.32

Martin Ratio

AGM-A:

2.57

AGM:

0.69

Ulcer Index

AGM-A:

11.11%

AGM:

8.82%

Daily Std Dev

AGM-A:

48.52%

AGM:

31.19%

Max Drawdown

AGM-A:

-95.31%

AGM:

-94.63%

Current Drawdown

AGM-A:

-9.56%

AGM:

-8.40%

Fundamentals

Market Cap

AGM-A:

$2.07B

AGM:

$2.07B

EPS

AGM-A:

$15.54

AGM:

$15.54

PE Ratio

AGM-A:

9.57

AGM:

12.69

PEG Ratio

AGM-A:

1.21

AGM:

1.60

Total Revenue (TTM)

AGM-A:

$599.28M

AGM:

$599.28M

Gross Profit (TTM)

AGM-A:

$591.48M

AGM:

$599.28M

EBITDA (TTM)

AGM-A:

$645.04M

AGM:

$645.04M

Returns By Period

Over the past 10 years, AGM-A has outperformed AGM with an annualized return of 27.25%, while AGM has yielded a comparatively lower 24.97% annualized return.


AGM-A

YTD

0.00%

1M

-9.09%

6M

21.21%

1Y

-1.70%

5Y*

22.75%

10Y*

27.25%

AGM

YTD

0.00%

1M

-7.12%

6M

9.40%

1Y

6.08%

5Y*

23.07%

10Y*

24.97%

*Annualized

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Risk-Adjusted Performance

AGM-A vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM-A) and Federal Agricultural Mortgage Corporation (AGM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AGM-A, currently valued at -0.04, compared to the broader market-4.00-2.000.002.00-0.040.19
The chart of Sortino ratio for AGM-A, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.230.49
The chart of Omega ratio for AGM-A, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.06
The chart of Calmar ratio for AGM-A, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.070.32
The chart of Martin ratio for AGM-A, currently valued at -0.17, compared to the broader market0.005.0010.0015.0020.0025.00-0.170.69
AGM-A
AGM

The current AGM-A Sharpe Ratio is 0.61, which is higher than the AGM Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of AGM-A and AGM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember
-0.04
0.19
AGM-A
AGM

Dividends

AGM-A vs. AGM - Dividend Comparison

AGM-A's dividend yield for the trailing twelve months is around 3.76%, more than AGM's 2.84% yield.


TTM2023202220212020201920182017201620152014
AGM-A
Federal Agricultural Mortgage Corporation
3.76%2.80%3.96%2.97%4.90%3.76%4.07%1.98%1.70%2.42%2.46%
AGM
Federal Agricultural Mortgage Corporation
2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%

Drawdowns

AGM-A vs. AGM - Drawdown Comparison

The maximum AGM-A drawdown since its inception was -95.31%, roughly equal to the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for AGM-A and AGM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-9.56%
-8.40%
AGM-A
AGM

Volatility

AGM-A vs. AGM - Volatility Comparison

Federal Agricultural Mortgage Corporation (AGM-A) has a higher volatility of 12.65% compared to Federal Agricultural Mortgage Corporation (AGM) at 6.55%. This indicates that AGM-A's price experiences larger fluctuations and is considered to be riskier than AGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember
12.65%
6.55%
AGM-A
AGM

Financials

AGM-A vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Federal Agricultural Mortgage Corporation and Federal Agricultural Mortgage Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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