AGM-A vs. SPY
Compare and contrast key facts about Federal Agricultural Mortgage Corporation (AGM-A) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGM-A or SPY.
Correlation
The correlation between AGM-A and SPY 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. SPY - Performance Comparison
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Key characteristics
AGM-A:
0.11
SPY:
0.64
AGM-A:
0.26
SPY:
1.16
AGM-A:
1.04
SPY:
1.17
AGM-A:
-0.07
SPY:
0.79
AGM-A:
-0.17
SPY:
3.04
AGM-A:
11.97%
SPY:
4.87%
AGM-A:
44.85%
SPY:
20.29%
AGM-A:
-95.31%
SPY:
-55.19%
AGM-A:
-11.54%
SPY:
-3.38%
Returns By Period
In the year-to-date period, AGM-A achieves a -2.19% return, which is significantly lower than SPY's 1.05% return. Over the past 10 years, AGM-A has outperformed SPY with an annualized return of 24.87%, while SPY has yielded a comparatively lower 12.69% annualized return.
AGM-A
-2.19%
12.93%
-9.84%
3.76%
26.45%
24.87%
SPY
1.05%
9.83%
0.15%
12.87%
17.33%
12.69%
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Risk-Adjusted Performance
AGM-A vs. SPY — Risk-Adjusted Performance Rank
AGM-A
SPY
AGM-A vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM-A) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
AGM-A vs. SPY - Dividend Comparison
AGM-A's dividend yield for the trailing twelve months is around 3.96%, more than SPY's 1.21% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
AGM-A vs. SPY - Drawdown Comparison
The maximum AGM-A drawdown since its inception was -95.31%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AGM-A and SPY. For additional features, visit the drawdowns tool.
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Volatility
AGM-A vs. SPY - Volatility Comparison
Federal Agricultural Mortgage Corporation (AGM-A) has a higher volatility of 8.75% compared to SPDR S&P 500 ETF (SPY) at 6.19%. This indicates that AGM-A's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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