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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 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

AGM-A:

0.11

AGM:

0.34

Sortino Ratio

AGM-A:

0.26

AGM:

0.73

Omega Ratio

AGM-A:

1.04

AGM:

1.09

Calmar Ratio

AGM-A:

-0.07

AGM:

0.46

Martin Ratio

AGM-A:

-0.17

AGM:

0.98

Ulcer Index

AGM-A:

11.94%

AGM:

10.54%

Daily Std Dev

AGM-A:

44.62%

AGM:

29.62%

Max Drawdown

AGM-A:

-95.31%

AGM:

-94.63%

Current Drawdown

AGM-A:

-11.54%

AGM:

-9.22%

Fundamentals

Market Cap

AGM-A:

$2.06B

AGM:

$2.06B

EPS

AGM-A:

$16.23

AGM:

$16.23

PE Ratio

AGM-A:

8.87

AGM:

12.11

PEG Ratio

AGM-A:

1.19

AGM:

1.62

PS Ratio

AGM-A:

5.76

AGM:

5.76

PB Ratio

AGM-A:

1.41

AGM:

1.93

Total Revenue (TTM)

AGM-A:

$496.95M

AGM:

$496.95M

Gross Profit (TTM)

AGM-A:

$405.52M

AGM:

$405.52M

EBITDA (TTM)

AGM-A:

$469.32M

AGM:

$469.32M

Returns By Period

In the year-to-date period, AGM-A achieves a -2.19% return, which is significantly lower than AGM's -0.90% return. Over the past 10 years, AGM-A has outperformed AGM with an annualized return of 24.96%, while AGM has yielded a comparatively lower 23.41% annualized return.


AGM-A

YTD

-2.19%

1M

12.94%

6M

-9.84%

1Y

3.76%

5Y*

26.42%

10Y*

24.96%

AGM

YTD

-0.90%

1M

13.31%

6M

-4.73%

1Y

10.01%

5Y*

31.71%

10Y*

23.41%

*Annualized

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Risk-Adjusted Performance

AGM-A vs. AGM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGM-A
The Risk-Adjusted Performance Rank of AGM-A is 4747
Overall Rank
The Sharpe Ratio Rank of AGM-A is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM-A is 4343
Sortino Ratio Rank
The Omega Ratio Rank of AGM-A is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AGM-A is 4646
Calmar Ratio Rank
The Martin Ratio Rank of AGM-A is 4747
Martin Ratio Rank

AGM
The Risk-Adjusted Performance Rank of AGM is 6363
Overall Rank
The Sharpe Ratio Rank of AGM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 6464
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.

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.


The current AGM-A Sharpe Ratio is 0.11, which is lower than the AGM Sharpe Ratio of 0.34. 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.


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Dividends

AGM-A vs. AGM - Dividend Comparison

AGM-A's dividend yield for the trailing twelve months is around 3.96%, more than AGM's 2.94% yield.


TTM20242023202220212020201920182017201620152014
AGM-A
Federal Agricultural Mortgage Corporation
3.96%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
2.94%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.


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Volatility

AGM-A vs. AGM - Volatility Comparison

Federal Agricultural Mortgage Corporation (AGM-A) has a higher volatility of 8.63% compared to Federal Agricultural Mortgage Corporation (AGM) at 7.20%. 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.


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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


50.00M100.00M150.00M200.00M20212022202320242025
96.79M
96.79M
(AGM-A) Total Revenue
(AGM) Total Revenue
Values in USD except per share items