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

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal Agricultural Mortgage Corporation (AGM-A) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGM-A:

0.11

SPY:

0.64

Sortino Ratio

AGM-A:

0.26

SPY:

1.16

Omega Ratio

AGM-A:

1.04

SPY:

1.17

Calmar Ratio

AGM-A:

-0.07

SPY:

0.79

Martin Ratio

AGM-A:

-0.17

SPY:

3.04

Ulcer Index

AGM-A:

11.97%

SPY:

4.87%

Daily Std Dev

AGM-A:

44.85%

SPY:

20.29%

Max Drawdown

AGM-A:

-95.31%

SPY:

-55.19%

Current Drawdown

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

YTD

-2.19%

1M

12.93%

6M

-9.84%

1Y

3.76%

5Y*

26.45%

10Y*

24.87%

SPY

YTD

1.05%

1M

9.83%

6M

0.15%

1Y

12.87%

5Y*

17.33%

10Y*

12.69%

*Annualized

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Risk-Adjusted Performance

AGM-A vs. SPY — 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

SPY
The Risk-Adjusted Performance Rank of SPY is 7171
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7373
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. 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.


The current AGM-A Sharpe Ratio is 0.11, which is lower than the SPY Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of AGM-A and SPY, 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. SPY - Dividend Comparison

AGM-A's dividend yield for the trailing twelve months is around 3.96%, more than SPY's 1.21% 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%
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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