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AGM vs. NXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AGM vs. NXE - Performance Comparison

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

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Returns By Period

In the year-to-date period, AGM achieves a 4.83% return, which is significantly lower than NXE's 7.07% return. Over the past 10 years, AGM has outperformed NXE with an annualized return of 21.91%, while NXE has yielded a comparatively lower 17.17% annualized return.


AGM

1D
0.41%
1M
3.64%
YTD
4.83%
6M
1.90%
1Y
1.50%
3Y*
10.01%
5Y*
15.52%
10Y*
21.91%

NXE

1D
1.03%
1M
-17.71%
YTD
7.07%
6M
10.55%
1Y
48.57%
3Y*
28.80%
5Y*
15.13%
10Y*
17.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGM vs. NXE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGM
Federal Agricultural Mortgage Corporation
4.83%-7.96%6.08%74.61%-5.83%72.62%-6.60%43.16%-20.38%39.64%
NXE
NexGen Energy Ltd.
7.07%39.39%-5.71%58.01%1.37%58.33%115.63%-28.09%-30.47%48.75%

Correlation

The correlation between AGM and NXE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.18

The correlation between AGM and NXE shifts across timeframes, from 0.13 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

AGM:

$24.06

NXE:

-CA$0.69

Total Revenue (TTM)

AGM:

$1.35B

NXE:

CA$0.00

Gross Profit (TTM)

AGM:

$295.93M

NXE:

-CA$992.64K

EBITDA (TTM)

AGM:

$192.59M

NXE:

-CA$247.46M

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Return for Risk

AGM vs. NXE — Risk / Return Rank

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

AGM
AGM Risk / Return Rank: 3838
Overall Rank
AGM Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AGM Sortino Ratio Rank: 3535
Sortino Ratio Rank
AGM Omega Ratio Rank: 3535
Omega Ratio Rank
AGM Calmar Ratio Rank: 4040
Calmar Ratio Rank
AGM Martin Ratio Rank: 4040
Martin Ratio Rank

NXE
NXE Risk / Return Rank: 6969
Overall Rank
NXE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NXE Sortino Ratio Rank: 6868
Sortino Ratio Rank
NXE Omega Ratio Rank: 6464
Omega Ratio Rank
NXE Calmar Ratio Rank: 7070
Calmar Ratio Rank
NXE Martin Ratio Rank: 7474
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 vs. NXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM) and NexGen Energy Ltd. (NXE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AGMNXEDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.02

1.17

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.07

1.42

-1.49

Martin ratioReturn relative to average drawdown

-0.14

4.12

-4.26

AGM vs. NXE - Sharpe Ratio Comparison

The current AGM Sharpe Ratio is -0.07, which is lower than the NXE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of AGM and NXE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGM vs. NXE - Drawdown Comparison

The maximum AGM drawdown since its inception was -94.63%, which is greater than NXE's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AGM and NXE.


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Drawdown Indicators


AGMNXEDifference

Max Drawdown

Largest peak-to-trough decline

-94.63%

-82.98%

-11.65%

Max Drawdown (1Y)

Largest decline over 1 year

-31.94%

-33.41%

+1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-32.54%

-54.28%

+21.74%

Max Drawdown (5Y)

Largest decline over 5 years

-32.54%

-54.28%

+21.74%

Max Drawdown (10Y)

Largest decline over 10 years

-53.30%

-82.98%

+29.68%

Current Drawdown

Current decline from peak

-11.62%

-29.24%

+17.62%

Average Drawdown

Average peak-to-trough decline

-27.85%

-28.63%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.93%

11.50%

+5.43%

Volatility

AGM vs. NXE - Volatility Comparison

The current volatility for Federal Agricultural Mortgage Corporation (AGM) is 9.43%, while NexGen Energy Ltd. (NXE) has a volatility of 21.34%. This indicates that AGM experiences smaller price fluctuations and is considered to be less risky than NXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGMNXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.43%

21.34%

-11.91%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

40.89%

-15.59%

Volatility (1Y)

Calculated over the trailing 1-year period

32.34%

55.44%

-23.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.00%

58.14%

-28.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.55%

61.55%

-27.00%

Dividends

AGM vs. NXE - Dividend Comparison

AGM's dividend yield for the trailing twelve months is around 3.35%, while NXE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AGM
Federal Agricultural Mortgage Corporation
3.35%3.42%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%
NXE
NexGen Energy Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

AGM vs. NXE - Financials Comparison

This section allows you to compare key financial metrics between Federal Agricultural Mortgage Corporation and NexGen Energy Ltd.. 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
415.96M
0
(AGM) Total Revenue
(NXE) Total Revenue
Please note, different currencies. AGM values in USD, NXE values in CAD

Frequently Asked Questions


AGM and NXE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXE has higher volatility (21.34%) compared to AGM (9.43%). In terms of maximum drawdown, AGM dropped -94.63% vs NXE's -82.98%.

NXE currently has the higher Sharpe Ratio (0.86 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AGM and NXE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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