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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.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
11.04%
23.76%
AGM-A
COST

Key characteristics

Sharpe Ratio

AGM-A:

0.33

COST:

2.48

Sortino Ratio

AGM-A:

0.81

COST:

3.13

Omega Ratio

AGM-A:

1.12

COST:

1.44

Calmar Ratio

AGM-A:

0.65

COST:

4.68

Martin Ratio

AGM-A:

1.51

COST:

10.94

Ulcer Index

AGM-A:

10.24%

COST:

4.39%

Daily Std Dev

AGM-A:

46.52%

COST:

19.38%

Max Drawdown

AGM-A:

-95.31%

COST:

-53.39%

Current Drawdown

AGM-A:

-8.19%

COST:

0.00%

Fundamentals

Market Cap

AGM-A:

$2.09B

COST:

$469.80B

EPS

AGM-A:

$15.55

COST:

$17.04

PE Ratio

AGM-A:

9.76

COST:

62.11

PEG Ratio

AGM-A:

1.23

COST:

6.36

Total Revenue (TTM)

AGM-A:

$514.28M

COST:

$258.81B

Gross Profit (TTM)

AGM-A:

$514.28M

COST:

$32.80B

EBITDA (TTM)

AGM-A:

$584.62M

COST:

$12.25B

Returns By Period

In the year-to-date period, AGM-A achieves a 1.52% return, which is significantly lower than COST's 16.37% return. Over the past 10 years, AGM-A has outperformed COST with an annualized return of 25.79%, while COST has yielded a comparatively lower 24.13% annualized return.


AGM-A

YTD

1.52%

1M

7.09%

6M

11.04%

1Y

11.79%

5Y*

27.54%

10Y*

25.79%

COST

YTD

16.37%

1M

15.31%

6M

23.76%

1Y

49.94%

5Y*

29.60%

10Y*

24.13%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AGM-A vs. COST — 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 6060
Overall Rank
The Sharpe Ratio Rank of AGM-A is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM-A is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AGM-A is 5555
Omega Ratio Rank
The Calmar Ratio Rank of AGM-A is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AGM-A is 6262
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9494
Overall Rank
The Sharpe Ratio Rank of COST is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 9292
Sortino Ratio Rank
The Omega Ratio Rank of COST is 9393
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9898
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9292
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. 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 0.18, compared to the broader market-2.000.002.004.000.182.48
The chart of Sortino ratio for AGM-A, currently valued at 0.53, compared to the broader market-6.00-4.00-2.000.002.004.000.533.13
The chart of Omega ratio for AGM-A, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.44
The chart of Calmar ratio for AGM-A, currently valued at 0.31, compared to the broader market0.002.004.006.000.314.68
The chart of Martin ratio for AGM-A, currently valued at 0.69, compared to the broader market0.0010.0020.0030.000.6910.94
AGM-A
COST

The current AGM-A Sharpe Ratio is 0.33, which is lower than the COST Sharpe Ratio of 2.48. 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.18
2.48
AGM-A
COST

Dividends

AGM-A vs. COST - Dividend Comparison

AGM-A's dividend yield for the trailing twelve months is around 3.71%, more than COST's 0.44% yield.


TTM20242023202220212020201920182017201620152014
AGM-A
Federal Agricultural Mortgage Corporation
3.71%3.76%2.80%3.96%2.97%4.90%3.76%4.07%1.98%1.70%2.42%2.46%
COST
Costco Wholesale Corporation
0.44%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

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.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.19%
0
AGM-A
COST

Volatility

AGM-A vs. COST - Volatility Comparison

Federal Agricultural Mortgage Corporation (AGM-A) has a higher volatility of 7.03% compared to Costco Wholesale Corporation (COST) at 5.29%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
7.03%
5.29%
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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