AGM vs. R

Last updated Jun 3, 2026

AGM (Federal Agricultural Mortgage Corporation) and R (Ryder System, Inc.) are both stocks. AGM operates in Credit Services (Financial Services), while R operates in Rental & Leasing Services (Industrials). Over the past 10 years, AGM returned 21.44%/yr vs 17.77%/yr for R. At a 0.32 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, AGM achieves a 4.22% return, which is significantly lower than R's 35.95% return. Over the past 10 years, AGM has outperformed R with an annualized return of 21.44%, while R has yielded a comparatively lower 17.77% annualized return.

AGM

• 1D: 1.51%
• 1M: 3.61%
• YTD: 4.22%
• 6M: 5.88%
• 1Y: 0.54%
• 3Y*: 12.13%
• 5Y*: 15.87%
• 10Y*: 21.44%

R

• 1D: 1.67%
• 1M: 3.64%
• YTD: 35.95%
• 6M: 51.30%
• 1Y: 79.76%
• 3Y*: 49.92%
• 5Y*: 28.65%
• 10Y*: 17.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGM vs. R - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AGM Federal Agricultural Mortgage Corporation	4.22%	-7.96%	6.08%	74.61%	-5.83%	72.62%	-6.60%	43.16%	-20.38%	39.64%
R Ryder System, Inc.	35.95%	24.53%	39.51%	41.61%	4.38%	37.59%	20.15%	17.42%	-41.03%	15.88%

Correlation

The correlation between AGM and R is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995	0.32

The correlation between AGM and R shifts across timeframes, from 0.24 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS AGM : $24.06 R : $12.04
PE Ratio AGM : 7.53 R : 21.43
PEG Ratio AGM : 0.56 R : 1.46
PS Ratio AGM : 1.17 R : 0.84
Total Revenue (TTM) AGM : $1.35B R : $12.66B
Gross Profit (TTM) AGM : $295.93M R : $3.29B
EBITDA (TTM) AGM : $192.59M R : $2.65B

Return for Risk

AGM vs. R — Risk / Return Rank

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

AGM

AGM Risk / Return Rank: 38
AGM Sharpe Ratio Rank: 41
AGM Sortino Ratio Rank: 35
AGM Omega Ratio Rank: 35
AGM Calmar Ratio Rank: 40
AGM Martin Ratio Rank: 39

R

R Risk / Return Rank: 89
R Sharpe Ratio Rank: 91
R Sortino Ratio Rank: 85
R Omega Ratio Rank: 88
R Calmar Ratio Rank: 89
R Martin Ratio Rank: 90

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. R - Risk-Adjusted Trends 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.

	AGM	R	Difference
Sharpe ratio Return per unit of total volatility	0.02	2.39	-2.38
Sortino ratio Return per unit of downside risk	0.23	2.82	-2.59
Omega ratio Gain probability vs. loss probability	1.03	1.41	-0.38
Calmar ratio Return relative to maximum drawdown	0.02	4.49	-4.48
Martin ratio Return relative to average drawdown	0.03	12.38	-12.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGM vs. R - Sharpe Ratio Comparison

The current AGM Sharpe Ratio is 0.02, which is lower than the R Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of AGM and R, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AGM	R	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	2.39	-2.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.87	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	0.49	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.31	+0.02

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.

Drawdown Indicators

	AGM	R	Difference
Max Drawdown Largest peak-to-trough decline	-94.63%	-74.02%	-20.61%
Max Drawdown (1Y) Largest decline over 1 year	-31.94%	-17.52%	-14.42%
Max Drawdown (3Y) Largest decline over 3 years	-32.54%	-23.86%	-8.68%
Max Drawdown (5Y) Largest decline over 5 years	-32.54%	-29.97%	-2.57%
Max Drawdown (10Y) Largest decline over 10 years	-53.30%	-72.26%	+18.96%
Current Drawdown Current decline from peak	-12.14%	0.00%	-12.14%
Average Drawdown Average peak-to-trough decline	-27.87%	-22.52%	-5.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.79%	6.36%	+10.43%

Volatility

AGM vs. R - Volatility Comparison

The current volatility for Federal Agricultural Mortgage Corporation (AGM) is 8.93%, while Ryder System, Inc. (R) has a volatility of 10.36%. 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.

Volatility by Period

	AGM	R	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.93%	10.36%	-1.43%
Volatility (6M) Calculated over the trailing 6-month period	24.41%	25.54%	-1.13%
Volatility (1Y) Calculated over the trailing 1-year period	31.77%	33.51%	-1.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.83%	33.11%	-3.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.49%	36.65%	-2.16%

Dividends

AGM vs. R - Dividend Comparison

AGM's dividend yield for the trailing twelve months is around 3.37%, more than R's 1.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGM Federal Agricultural Mortgage Corporation	3.37%	3.42%	2.84%	2.30%	3.37%	2.84%	4.31%	3.35%	3.84%	1.84%	1.82%	2.03%
R Ryder System, Inc.	1.41%	1.80%	1.94%	2.31%	2.87%	2.77%	3.63%	4.05%	4.40%	2.14%	2.28%	2.75%

Financials

AGM vs. R - Profitability Comparison

The chart below illustrates the profitability comparison between Federal Agricultural Mortgage Corporation and Ryder System, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

AGM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal Agricultural Mortgage Corporation reported a gross profit of 0.00 and revenue of 415.96M. Therefore, the gross margin over that period was 0.0%.

R - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ryder System, Inc. reported a gross profit of 1.36B and revenue of 3.13B. Therefore, the gross margin over that period was 43.6%.

AGM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal Agricultural Mortgage Corporation reported an operating income of 0.00 and revenue of 415.96M, resulting in an operating margin of 0.0%.

R - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ryder System, Inc. reported an operating income of 93.00M and revenue of 3.13B, resulting in an operating margin of 3.0%.

AGM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal Agricultural Mortgage Corporation reported a net income of 51.83M and revenue of 415.96M, resulting in a net margin of 12.5%.

R - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ryder System, Inc. reported a net income of 93.00M and revenue of 3.13B, resulting in a net margin of 3.0%.

Frequently Asked Questions

Can I hold both AGM and R in my portfolio?

AGM and R have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGM or R?

R has higher volatility (10.36%) compared to AGM (8.93%). In terms of maximum drawdown, AGM dropped -94.63% vs R's -74.02%.

Which has better risk-adjusted returns?

R currently has the higher Sharpe Ratio (2.39 vs 0.02), 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.