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

Key characteristics


AGMMBIN
YTD Return2.78%-0.92%
1Y Return58.24%59.21%
3Y Return (Ann)28.54%16.94%
5Y Return (Ann)26.46%25.66%
Sharpe Ratio1.951.60
Daily Std Dev29.10%34.18%
Max Drawdown-94.63%-53.77%
Current Drawdown-1.01%-7.96%

Fundamentals


AGMMBIN
Market Cap$2.01B$1.80B
EPS$15.81$5.64
PE Ratio11.997.38
Revenue (TTM)$346.59M$522.51M
Gross Profit (TTM)$305.24M$427.19M

Correlation

0.47
-1.001.00

The correlation between AGM and MBIN is 0.47, 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.

Performance

AGM vs. MBIN - Performance Comparison

In the year-to-date period, AGM achieves a 2.78% return, which is significantly higher than MBIN's -0.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
223.38%
306.23%
AGM
MBIN

Compare stocks, funds, or ETFs


Federal Agricultural Mortgage Corporation

Merchants Bancorp

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AGM
Federal Agricultural Mortgage Corporation
1.95
MBIN
Merchants Bancorp
1.60

AGM vs. MBIN - Sharpe Ratio Comparison

The current AGM Sharpe Ratio is 1.95, which roughly equals the MBIN Sharpe Ratio of 1.60. The chart below compares the 12-month rolling Sharpe Ratio of AGM and MBIN.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.95
1.60
AGM
MBIN

Dividends

AGM vs. MBIN - Dividend Comparison

AGM's dividend yield for the trailing twelve months is around 2.41%, more than MBIN's 0.78% yield.


TTM20232022202120202019201820172016201520142013
AGM
Federal Agricultural Mortgage Corporation
2.41%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%1.40%
MBIN
Merchants Bancorp
0.78%0.75%1.15%0.76%1.16%1.42%1.20%0.25%0.00%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%. The drawdown chart below compares losses from any high point along the way for AGM and MBIN


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.01%
-7.96%
AGM
MBIN

Volatility

AGM vs. MBIN - Volatility Comparison

Federal Agricultural Mortgage Corporation (AGM) has a higher volatility of 14.29% compared to Merchants Bancorp (MBIN) at 10.98%. This indicates that AGM's price experiences larger fluctuations and is considered to be riskier than MBIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
14.29%
10.98%
AGM
MBIN