AGM vs. VOO
AGM (Federal Agricultural Mortgage Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, AGM returned 21.35%/yr vs 15.55%/yr for VOO. At a 0.45 correlation, their price movements are largely independent.
Performance
AGM vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, AGM achieves a 4.84% return, which is significantly lower than VOO's 11.34% return. Over the past 10 years, AGM has outperformed VOO with an annualized return of 21.35%, while VOO has yielded a comparatively lower 15.55% annualized return.
AGM
- 1D
- 4.25%
- 1M
- 6.33%
- YTD
- 4.84%
- 6M
- 5.52%
- 1Y
- 0.16%
- 3Y*
- 13.04%
- 5Y*
- 16.37%
- 10Y*
- 21.35%
VOO
- 1D
- 0.39%
- 1M
- 4.62%
- YTD
- 11.34%
- 6M
- 11.27%
- 1Y
- 28.62%
- 3Y*
- 22.68%
- 5Y*
- 13.98%
- 10Y*
- 15.55%
AGM vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGM Federal Agricultural Mortgage Corporation | 4.84% | -7.96% | 6.08% | 74.61% | -5.83% | 72.62% | -6.60% | 43.16% | -20.38% | 39.64% |
VOO Vanguard S&P 500 ETF | 11.34% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between AGM and VOO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.45 |
The correlation between AGM and VOO shifts across timeframes, from 0.34 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AGM vs. VOO — Risk / Return Rank
AGM
VOO
AGM vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.44 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 3.23 | -3.23 |
| Martin ratioReturn relative to average drawdown | 0.01 | 15.03 | -15.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGM | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 2.44 | -2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.84 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.87 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.89 | -0.56 |
Drawdowns
AGM vs. VOO - Drawdown Comparison
The maximum AGM drawdown since its inception was -94.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AGM and VOO.
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Drawdown Indicators
| AGM | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.63% | -33.99% | -60.64% |
Max Drawdown (1Y)Largest decline over 1 year | -31.94% | -8.90% | -23.04% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -18.69% | -13.85% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -24.52% | -8.02% |
Max Drawdown (10Y)Largest decline over 10 years | -53.30% | -33.99% | -19.31% |
Current DrawdownCurrent decline from peak | -11.62% | -0.32% | -11.30% |
Average DrawdownAverage peak-to-trough decline | -27.87% | -3.69% | -24.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.83% | 1.91% | +14.92% |
Volatility
AGM vs. VOO - Volatility Comparison
Federal Agricultural Mortgage Corporation (AGM) has a higher volatility of 10.18% compared to Vanguard S&P 500 ETF (VOO) at 2.78%. This indicates that AGM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGM | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.18% | 2.78% | +7.40% |
Volatility (6M)Calculated over the trailing 6-month period | 25.01% | 8.90% | +16.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.24% | 11.80% | +20.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.92% | 16.81% | +13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.52% | 18.00% | +16.52% |
Dividends
AGM vs. VOO - Dividend Comparison
AGM's dividend yield for the trailing twelve months is around 3.35%, more than VOO's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGM Federal Agricultural Mortgage Corporation | 3.35% | 3.42% | 2.84% | 2.30% | 3.37% | 2.84% | 4.31% | 3.35% | 3.84% | 1.84% | 1.82% | 2.03% |
VOO Vanguard S&P 500 ETF | 1.02% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
AGM and VOO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGM has higher volatility (10.18%) compared to VOO (2.78%). In terms of maximum drawdown, AGM dropped -94.63% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.44 vs 0.01), 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.
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