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

Key characteristics


AGMR
YTD Return2.78%3.76%
1Y Return58.24%41.70%
3Y Return (Ann)28.54%19.14%
5Y Return (Ann)26.46%18.10%
10Y Return (Ann)23.31%7.39%
Sharpe Ratio1.951.75
Daily Std Dev29.10%24.94%
Max Drawdown-94.63%-74.02%
Current Drawdown-1.01%0.00%

Fundamentals


AGMR
Market Cap$2.01B$5.08B
EPS$15.81$8.73
PE Ratio11.9913.15
PEG Ratio1.641.22
Revenue (TTM)$346.59M$11.78B
Gross Profit (TTM)$305.24M$2.39B
EBITDA (TTM)$16.39M$2.55B

Correlation

0.31
-1.001.00

The correlation between AGM and R 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.

Performance

AGM vs. R - Performance Comparison

In the year-to-date period, AGM achieves a 2.78% return, which is significantly lower than R's 3.76% return. Over the past 10 years, AGM has outperformed R with an annualized return of 23.31%, while R has yielded a comparatively lower 7.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%20,000.00%OctoberNovemberDecember2024FebruaryMarch
18,167.95%
836.71%
AGM
R

Compare stocks, funds, or ETFs


Federal Agricultural Mortgage Corporation

Ryder System, Inc.

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AGM
Federal Agricultural Mortgage Corporation
1.95
R
Ryder System, Inc.
1.75

AGM vs. R - Sharpe Ratio Comparison

The current AGM Sharpe Ratio is 1.95, which roughly equals the R Sharpe Ratio of 1.75. The chart below compares the 12-month rolling Sharpe Ratio of AGM and R.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.95
1.75
AGM
R

Dividends

AGM vs. R - Dividend Comparison

AGM's dividend yield for the trailing twelve months is around 2.41%, more than R's 2.32% yield.


TTM20232022202120202019201820172016201520142013
AGM
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%
R
Ryder System, Inc.
2.32%2.31%2.87%2.77%3.63%4.05%4.40%2.14%2.28%2.75%1.53%1.76%

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%. The drawdown chart below compares losses from any high point along the way for AGM and R


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.01%
0
AGM
R

Volatility

AGM vs. R - Volatility Comparison

Federal Agricultural Mortgage Corporation (AGM) has a higher volatility of 14.29% compared to Ryder System, Inc. (R) at 5.06%. This indicates that AGM's price experiences larger fluctuations and is considered to be riskier than R 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%OctoberNovemberDecember2024FebruaryMarch
14.29%
5.06%
AGM
R