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

Performance

AGM vs. NXST - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
18.26%
3.41%
AGM
NXST

Returns By Period

In the year-to-date period, AGM achieves a 9.75% return, which is significantly higher than NXST's 8.73% return. Over the past 10 years, AGM has outperformed NXST with an annualized return of 25.15%, while NXST has yielded a comparatively lower 15.50% annualized return.


AGM

YTD

9.75%

1M

9.07%

6M

15.60%

1Y

26.20%

5Y (annualized)

24.91%

10Y (annualized)

25.15%

NXST

YTD

8.73%

1M

-4.77%

6M

2.93%

1Y

12.74%

5Y (annualized)

13.32%

10Y (annualized)

15.50%

Fundamentals


AGMNXST
Market Cap$2.18B$5.22B
EPS$15.55$17.23
PE Ratio13.299.76
PEG Ratio1.670.59
Total Revenue (TTM)$600.51M$5.22B
Gross Profit (TTM)$457.73M$2.98B
EBITDA (TTM)$645.04M$1.96B

Key characteristics


AGMNXST
Sharpe Ratio0.910.40
Sortino Ratio1.410.77
Omega Ratio1.181.10
Calmar Ratio1.540.44
Martin Ratio3.261.73
Ulcer Index8.84%7.91%
Daily Std Dev31.60%34.37%
Max Drawdown-94.63%-96.66%
Current Drawdown-3.96%-17.28%

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Correlation

-0.50.00.51.00.3

The correlation between AGM and NXST is 0.31, 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.

Risk-Adjusted Performance

AGM vs. NXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM) and Nexstar Media Group, Inc. (NXST). 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 0.91, compared to the broader market-4.00-2.000.002.004.000.910.40
The chart of Sortino ratio for AGM, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.001.410.77
The chart of Omega ratio for AGM, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.10
The chart of Calmar ratio for AGM, currently valued at 1.54, compared to the broader market0.002.004.006.001.540.44
The chart of Martin ratio for AGM, currently valued at 3.26, compared to the broader market-10.000.0010.0020.0030.003.261.73
AGM
NXST

The current AGM Sharpe Ratio is 0.91, which is higher than the NXST Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of AGM and NXST, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.91
0.40
AGM
NXST

Dividends

AGM vs. NXST - Dividend Comparison

AGM's dividend yield for the trailing twelve months is around 2.58%, less than NXST's 4.13% yield.


TTM20232022202120202019201820172016201520142013
AGM
Federal Agricultural Mortgage Corporation
2.58%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%1.40%
NXST
Nexstar Media Group, Inc.
4.13%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%

Drawdowns

AGM vs. NXST - Drawdown Comparison

The maximum AGM drawdown since its inception was -94.63%, roughly equal to the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for AGM and NXST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.96%
-17.28%
AGM
NXST

Volatility

AGM vs. NXST - Volatility Comparison

The current volatility for Federal Agricultural Mortgage Corporation (AGM) is 12.53%, while Nexstar Media Group, Inc. (NXST) has a volatility of 15.65%. This indicates that AGM experiences smaller price fluctuations and is considered to be less risky than NXST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
12.53%
15.65%
AGM
NXST

Financials

AGM vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between Federal Agricultural Mortgage Corporation and Nexstar Media Group, Inc.. 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