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.
Performance
AGM vs. R - Performance Comparison
Returns By Period
In the year-to-date period, AGM achieves a 9.06% return, which is significantly lower than R's 43.38% return. Over the past 10 years, AGM has outperformed R with an annualized return of 24.98%, while R has yielded a comparatively lower 8.94% annualized return.
AGM
9.06%
9.33%
18.53%
27.28%
24.63%
24.98%
R
43.38%
11.18%
35.35%
55.13%
29.90%
8.94%
Fundamentals
AGM | R | |
---|---|---|
Market Cap | $2.16B | $6.76B |
EPS | $15.55 | $10.68 |
PE Ratio | 13.11 | 14.97 |
PEG Ratio | 1.64 | 1.22 |
Total Revenue (TTM) | $600.51M | $12.49B |
Gross Profit (TTM) | $457.73M | $2.41B |
EBITDA (TTM) | $645.04M | $1.33B |
Key characteristics
AGM | R | |
---|---|---|
Sharpe Ratio | 0.89 | 1.95 |
Sortino Ratio | 1.39 | 2.76 |
Omega Ratio | 1.18 | 1.34 |
Calmar Ratio | 1.50 | 4.70 |
Martin Ratio | 3.18 | 13.74 |
Ulcer Index | 8.85% | 3.97% |
Daily Std Dev | 31.52% | 27.90% |
Max Drawdown | -94.63% | -74.02% |
Current Drawdown | -4.56% | -3.42% |
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Correlation
The correlation between AGM and R is 0.32, 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. 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.
Dividends
AGM vs. R - Dividend Comparison
AGM's dividend yield for the trailing twelve months is around 2.60%, more than R's 1.89% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Federal Agricultural Mortgage Corporation | 2.60% | 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. | 1.89% | 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%. Use the drawdown chart below to compare losses from any high point for AGM and R. For additional features, visit the drawdowns tool.
Volatility
AGM vs. R - Volatility Comparison
Federal Agricultural Mortgage Corporation (AGM) has a higher volatility of 12.62% compared to Ryder System, Inc. (R) at 10.34%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities