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AGM vs. MBIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGM and MBIN is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AGM vs. MBIN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
4.72%
-4.02%
AGM
MBIN

Key characteristics

Sharpe Ratio

AGM:

0.29

MBIN:

0.06

Sortino Ratio

AGM:

0.62

MBIN:

0.36

Omega Ratio

AGM:

1.08

MBIN:

1.06

Calmar Ratio

AGM:

0.48

MBIN:

0.07

Martin Ratio

AGM:

0.96

MBIN:

0.13

Ulcer Index

AGM:

9.32%

MBIN:

18.01%

Daily Std Dev

AGM:

30.76%

MBIN:

42.89%

Max Drawdown

AGM:

-94.63%

MBIN:

-53.77%

Current Drawdown

AGM:

-8.99%

MBIN:

-18.42%

Fundamentals

Market Cap

AGM:

$2.09B

MBIN:

$1.96B

EPS

AGM:

$15.56

MBIN:

$6.30

PE Ratio

AGM:

12.75

MBIN:

6.80

Total Revenue (TTM)

AGM:

$514.28M

MBIN:

$1.17B

Gross Profit (TTM)

AGM:

$514.28M

MBIN:

$1.57B

EBITDA (TTM)

AGM:

$584.62M

MBIN:

$296.24M

Returns By Period

In the year-to-date period, AGM achieves a -0.65% return, which is significantly lower than MBIN's 17.11% return.


AGM

YTD

-0.65%

1M

-0.50%

6M

4.73%

1Y

8.90%

5Y*

26.61%

10Y*

23.60%

MBIN

YTD

17.11%

1M

7.53%

6M

-4.02%

1Y

4.08%

5Y*

26.52%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AGM vs. MBIN — Risk-Adjusted Performance Rank

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

AGM
The Risk-Adjusted Performance Rank of AGM is 5656
Overall Rank
The Sharpe Ratio Rank of AGM is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 4949
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 4848
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 5757
Martin Ratio Rank

MBIN
The Risk-Adjusted Performance Rank of MBIN is 4646
Overall Rank
The Sharpe Ratio Rank of MBIN is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of MBIN is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MBIN is 4343
Omega Ratio Rank
The Calmar Ratio Rank of MBIN is 5050
Calmar Ratio Rank
The Martin Ratio Rank of MBIN is 4747
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 vs. MBIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM) and Merchants Bancorp (MBIN). 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, currently valued at 0.29, compared to the broader market-2.000.002.000.290.06
The chart of Sortino ratio for AGM, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.006.000.620.36
The chart of Omega ratio for AGM, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.06
The chart of Calmar ratio for AGM, currently valued at 0.48, compared to the broader market0.002.004.006.000.480.07
The chart of Martin ratio for AGM, currently valued at 0.96, compared to the broader market-10.000.0010.0020.0030.000.960.13
AGM
MBIN

The current AGM Sharpe Ratio is 0.29, which is higher than the MBIN Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of AGM and MBIN, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.29
0.06
AGM
MBIN

Dividends

AGM vs. MBIN - Dividend Comparison

AGM's dividend yield for the trailing twelve months is around 2.86%, more than MBIN's 0.84% yield.


TTM20242023202220212020201920182017201620152014
AGM
Federal Agricultural Mortgage Corporation
2.86%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%
MBIN
Merchants Bancorp
0.84%0.99%0.75%1.15%0.76%1.16%1.42%1.20%0.25%0.00%0.00%0.00%

Drawdowns

AGM vs. MBIN - Drawdown Comparison

The maximum AGM drawdown since its inception was -94.63%, which is greater than MBIN's maximum drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for AGM and MBIN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.99%
-18.42%
AGM
MBIN

Volatility

AGM vs. MBIN - Volatility Comparison

The current volatility for Federal Agricultural Mortgage Corporation (AGM) is 3.71%, while Merchants Bancorp (MBIN) has a volatility of 10.36%. This indicates that AGM experiences smaller price fluctuations and is considered to be less risky than MBIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
3.71%
10.36%
AGM
MBIN

Financials

AGM vs. MBIN - Financials Comparison

This section allows you to compare key financial metrics between Federal Agricultural Mortgage Corporation and Merchants Bancorp. 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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