AGM vs. R
Compare and contrast key facts about Federal Agricultural Mortgage Corporation (AGM) and Ryder System, Inc. (R).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGM or R.
Key characteristics
AGM | R | |
---|---|---|
YTD Return | 2.78% | 3.76% |
1Y Return | 58.24% | 41.70% |
3Y Return (Ann) | 28.54% | 19.14% |
5Y Return (Ann) | 26.46% | 18.10% |
10Y Return (Ann) | 23.31% | 7.39% |
Sharpe Ratio | 1.95 | 1.75 |
Daily Std Dev | 29.10% | 24.94% |
Max Drawdown | -94.63% | -74.02% |
Current Drawdown | -1.01% | 0.00% |
Fundamentals
AGM | R | |
---|---|---|
Market Cap | $2.01B | $5.08B |
EPS | $15.81 | $8.73 |
PE Ratio | 11.99 | 13.15 |
PEG Ratio | 1.64 | 1.22 |
Revenue (TTM) | $346.59M | $11.78B |
Gross Profit (TTM) | $305.24M | $2.39B |
EBITDA (TTM) | $16.39M | $2.55B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Federal Agricultural Mortgage Corporation | 1.95 | ||||
Ryder System, Inc. | 1.75 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.