AGM vs. MBIN
Compare and contrast key facts about Federal Agricultural Mortgage Corporation (AGM) and Merchants Bancorp (MBIN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGM or MBIN.
Key characteristics
AGM | MBIN | |
---|---|---|
YTD Return | 2.78% | -0.92% |
1Y Return | 58.24% | 59.21% |
3Y Return (Ann) | 28.54% | 16.94% |
5Y Return (Ann) | 26.46% | 25.66% |
Sharpe Ratio | 1.95 | 1.60 |
Daily Std Dev | 29.10% | 34.18% |
Max Drawdown | -94.63% | -53.77% |
Current Drawdown | -1.01% | -7.96% |
Fundamentals
AGM | MBIN | |
---|---|---|
Market Cap | $2.01B | $1.80B |
EPS | $15.81 | $5.64 |
PE Ratio | 11.99 | 7.38 |
Revenue (TTM) | $346.59M | $522.51M |
Gross Profit (TTM) | $305.24M | $427.19M |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Federal Agricultural Mortgage Corporation | 1.95 | ||||
Merchants Bancorp | 1.60 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.