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AGM-A vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGM-A vs. VOO - Performance Comparison

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

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AGM-A vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGM-A
Federal Agricultural Mortgage Corporation
-9.12%-6.95%-1.70%76.18%-20.25%90.79%-6.73%34.68%-19.08%20.90%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, AGM-A achieves a -9.12% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, AGM-A has outperformed VOO with an annualized return of 16.21%, while VOO has yielded a comparatively lower 14.14% annualized return.


AGM-A

1D
0.00%
1M
-3.99%
YTD
-9.12%
6M
-1.80%
1Y
-9.81%
3Y*
7.60%
5Y*
9.84%
10Y*
16.21%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AGM-A vs. VOO — Risk / Return Rank

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

AGM-A
AGM-A Risk / Return Rank: 2222
Overall Rank
AGM-A Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AGM-A Sortino Ratio Rank: 2424
Sortino Ratio Rank
AGM-A Omega Ratio Rank: 2323
Omega Ratio Rank
AGM-A Calmar Ratio Rank: 1919
Calmar Ratio Rank
AGM-A Martin Ratio Rank: 1919
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGM-A vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM-A) and Vanguard S&P 500 ETF (VOO). 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.


AGM-AVOODifference

Sharpe ratio

Return per unit of total volatility

-0.31

1.01

-1.32

Sortino ratio

Return per unit of downside risk

-0.21

1.53

-1.75

Omega ratio

Gain probability vs. loss probability

0.96

1.23

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.64

1.55

-2.20

Martin ratio

Return relative to average drawdown

-1.17

7.31

-8.48

AGM-A vs. VOO - Sharpe Ratio Comparison

The current AGM-A Sharpe Ratio is -0.31, which is lower than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of AGM-A and VOO, 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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Sharpe Ratios by Period


AGM-AVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

1.01

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.71

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.79

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.83

-0.57

Correlation

The correlation between AGM-A and VOO is 0.13, 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.


Dividends

AGM-A vs. VOO - Dividend Comparison

AGM-A's dividend yield for the trailing twelve months is around 5.13%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
AGM-A
Federal Agricultural Mortgage Corporation
5.13%4.53%3.76%2.80%4.12%2.93%4.90%3.80%4.07%1.98%1.69%2.37%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

AGM-A vs. VOO - Drawdown Comparison

The maximum AGM-A drawdown since its inception was -93.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AGM-A and VOO.


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Drawdown Indicators


AGM-AVOODifference

Max Drawdown

Largest peak-to-trough decline

-93.60%

-33.99%

-59.61%

Max Drawdown (1Y)

Largest decline over 1 year

-20.11%

-11.98%

-8.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

-24.52%

-2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-49.42%

-33.99%

-15.43%

Current Drawdown

Current decline from peak

-23.53%

-5.55%

-17.98%

Average Drawdown

Average peak-to-trough decline

-25.63%

-3.72%

-21.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.07%

2.55%

+8.52%

Volatility

AGM-A vs. VOO - Volatility Comparison

Federal Agricultural Mortgage Corporation (AGM-A) has a higher volatility of 10.30% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that AGM-A's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGM-AVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.30%

5.34%

+4.96%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

9.47%

+10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

32.11%

18.11%

+14.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.89%

16.82%

+19.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.55%

17.99%

+20.56%