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

Correlation

The correlation between AGM-A and COST is 0.11, 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.


-0.50.00.51.00.1

Performance

AGM-A vs. COST - Performance Comparison

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

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%JulyAugustSeptemberOctoberNovemberDecember
4,198.57%
14,195.33%
AGM-A
COST

Key characteristics

Sharpe Ratio

AGM-A:

0.68

COST:

2.60

Sortino Ratio

AGM-A:

1.24

COST:

3.20

Omega Ratio

AGM-A:

1.19

COST:

1.46

Calmar Ratio

AGM-A:

1.33

COST:

4.72

Martin Ratio

AGM-A:

2.88

COST:

12.17

Ulcer Index

AGM-A:

11.05%

COST:

3.98%

Daily Std Dev

AGM-A:

50.46%

COST:

18.66%

Max Drawdown

AGM-A:

-95.31%

COST:

-53.39%

Current Drawdown

AGM-A:

-4.13%

COST:

-4.08%

Fundamentals

Market Cap

AGM-A:

$2.20B

COST:

$435.99B

EPS

AGM-A:

$15.55

COST:

$16.98

PE Ratio

AGM-A:

10.14

COST:

57.84

PEG Ratio

AGM-A:

1.28

COST:

5.99

Total Revenue (TTM)

AGM-A:

$599.28M

COST:

$258.81B

Gross Profit (TTM)

AGM-A:

$448.70M

COST:

$32.80B

EBITDA (TTM)

AGM-A:

$645.04M

COST:

$12.25B

Returns By Period

In the year-to-date period, AGM-A achieves a 4.20% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, AGM-A has outperformed COST with an annualized return of 28.20%, while COST has yielded a comparatively lower 23.42% annualized return.


AGM-A

YTD

4.20%

1M

-2.28%

6M

29.45%

1Y

15.28%

5Y*

24.10%

10Y*

28.20%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM-A) and Costco Wholesale Corporation (COST). 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 0.36, compared to the broader market-4.00-2.000.002.000.362.60
The chart of Sortino ratio for AGM-A, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.803.20
The chart of Omega ratio for AGM-A, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.46
The chart of Calmar ratio for AGM-A, currently valued at 0.66, compared to the broader market0.002.004.006.000.664.72
The chart of Martin ratio for AGM-A, currently valued at 1.52, compared to the broader market-5.000.005.0010.0015.0020.0025.001.5212.17
AGM-A
COST

The current AGM-A Sharpe Ratio is 0.68, which is lower than the COST Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of AGM-A and COST, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.36
2.60
AGM-A
COST

Dividends

AGM-A vs. COST - Dividend Comparison

AGM-A's dividend yield for the trailing twelve months is around 3.55%, more than COST's 2.04% yield.


TTM20232022202120202019201820172016201520142013
AGM-A
Federal Agricultural Mortgage Corporation
3.55%2.80%3.96%2.97%4.90%3.76%4.07%1.98%1.70%2.42%2.46%1.68%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

AGM-A vs. COST - Drawdown Comparison

The maximum AGM-A drawdown since its inception was -95.31%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for AGM-A and COST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.13%
-4.08%
AGM-A
COST

Volatility

AGM-A vs. COST - Volatility Comparison

Federal Agricultural Mortgage Corporation (AGM-A) has a higher volatility of 12.30% compared to Costco Wholesale Corporation (COST) at 4.84%. This indicates that AGM-A's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.30%
4.84%
AGM-A
COST

Financials

AGM-A vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Federal Agricultural Mortgage Corporation and Costco Wholesale 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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