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

Correlation

The correlation between AGM and R is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

AGM vs. R - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%NovemberDecember2025FebruaryMarchApril
20,373.54%
1,064.08%
AGM
R

Key characteristics

Sharpe Ratio

AGM:

-0.07

R:

0.91

Sortino Ratio

AGM:

0.12

R:

1.53

Omega Ratio

AGM:

1.01

R:

1.19

Calmar Ratio

AGM:

-0.10

R:

1.27

Martin Ratio

AGM:

-0.21

R:

3.93

Ulcer Index

AGM:

10.40%

R:

7.74%

Daily Std Dev

AGM:

30.49%

R:

31.16%

Max Drawdown

AGM:

-94.63%

R:

-74.02%

Current Drawdown

AGM:

-17.11%

R:

-18.60%

Fundamentals

Market Cap

AGM:

$1.84B

R:

$5.76B

EPS

AGM:

$16.43

R:

$10.85

PE Ratio

AGM:

10.77

R:

12.47

PEG Ratio

AGM:

1.47

R:

1.22

PS Ratio

AGM:

5.11

R:

0.46

PB Ratio

AGM:

1.79

R:

1.88

Total Revenue (TTM)

AGM:

$400.16M

R:

$9.57B

Gross Profit (TTM)

AGM:

$400.16M

R:

$1.93B

EBITDA (TTM)

AGM:

$400.93M

R:

$2.16B

Returns By Period

In the year-to-date period, AGM achieves a -9.50% return, which is significantly higher than R's -10.87% return. Over the past 10 years, AGM has outperformed R with an annualized return of 22.30%, while R has yielded a comparatively lower 6.86% annualized return.


AGM

YTD

-9.50%

1M

-8.76%

6M

-3.31%

1Y

-4.25%

5Y*

29.14%

10Y*

22.30%

R

YTD

-10.87%

1M

-3.96%

6M

1.19%

1Y

16.33%

5Y*

42.47%

10Y*

6.86%

*Annualized

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Risk-Adjusted Performance

AGM vs. R — 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 4545
Overall Rank
The Sharpe Ratio Rank of AGM is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 4040
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 4141
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 4646
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 4848
Martin Ratio Rank

R
The Risk-Adjusted Performance Rank of R is 8282
Overall Rank
The Sharpe Ratio Rank of R is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of R is 7979
Sortino Ratio Rank
The Omega Ratio Rank of R is 7676
Omega Ratio Rank
The Calmar Ratio Rank of R is 8888
Calmar Ratio Rank
The Martin Ratio Rank of R is 8383
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. R - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM) and Ryder System, Inc. (R). 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.


The chart of Sharpe ratio for AGM, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.00
AGM: -0.07
R: 0.91
The chart of Sortino ratio for AGM, currently valued at 0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
AGM: 0.12
R: 1.53
The chart of Omega ratio for AGM, currently valued at 1.01, compared to the broader market0.501.001.502.00
AGM: 1.01
R: 1.19
The chart of Calmar ratio for AGM, currently valued at -0.10, compared to the broader market0.001.002.003.004.005.00
AGM: -0.10
R: 1.27
The chart of Martin ratio for AGM, currently valued at -0.21, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AGM: -0.21
R: 3.93

The current AGM Sharpe Ratio is -0.07, which is lower than the R Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of AGM and R, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.07
0.91
AGM
R

Dividends

AGM vs. R - Dividend Comparison

AGM's dividend yield for the trailing twelve months is around 3.22%, more than R's 2.26% yield.


TTM20242023202220212020201920182017201620152014
AGM
Federal Agricultural Mortgage Corporation
3.22%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%
R
Ryder System, Inc.
2.26%1.94%2.31%2.87%2.77%3.63%4.05%4.40%2.14%2.28%2.75%1.53%

Drawdowns

AGM vs. R - Drawdown Comparison

The maximum AGM drawdown since its inception was -94.63%, which is greater than R's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for AGM and R. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.11%
-18.60%
AGM
R

Volatility

AGM vs. R - Volatility Comparison

The current volatility for Federal Agricultural Mortgage Corporation (AGM) is 12.26%, while Ryder System, Inc. (R) has a volatility of 17.40%. This indicates that AGM experiences smaller price fluctuations and is considered to be less risky than R based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
12.26%
17.40%
AGM
R

Financials

AGM vs. R - Financials Comparison

This section allows you to compare key financial metrics between Federal Agricultural Mortgage Corporation and Ryder System, 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