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

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%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
18.53%
35.35%
AGM
R

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

YTD

9.06%

1M

9.33%

6M

18.53%

1Y

27.28%

5Y (annualized)

24.63%

10Y (annualized)

24.98%

R

YTD

43.38%

1M

11.18%

6M

35.35%

1Y

55.13%

5Y (annualized)

29.90%

10Y (annualized)

8.94%

Fundamentals


AGMR
Market Cap$2.16B$6.76B
EPS$15.55$10.68
PE Ratio13.1114.97
PEG Ratio1.641.22
Total Revenue (TTM)$600.51M$12.49B
Gross Profit (TTM)$457.73M$2.41B
EBITDA (TTM)$645.04M$1.33B

Key characteristics


AGMR
Sharpe Ratio0.891.95
Sortino Ratio1.392.76
Omega Ratio1.181.34
Calmar Ratio1.504.70
Martin Ratio3.1813.74
Ulcer Index8.85%3.97%
Daily Std Dev31.52%27.90%
Max Drawdown-94.63%-74.02%
Current Drawdown-4.56%-3.42%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for AGM, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.891.95
The chart of Sortino ratio for AGM, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.392.76
The chart of Omega ratio for AGM, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.34
The chart of Calmar ratio for AGM, currently valued at 1.50, compared to the broader market0.002.004.006.001.504.70
The chart of Martin ratio for AGM, currently valued at 3.18, compared to the broader market0.0010.0020.0030.003.1813.74
AGM
R

The current AGM Sharpe Ratio is 0.89, which is lower than the R Sharpe Ratio of 1.95. 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.89
1.95
AGM
R

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.


TTM20232022202120202019201820172016201520142013
AGM
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%
R
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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.56%
-3.42%
AGM
R

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.


6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
12.62%
10.34%
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