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

Key characteristics


AGMVOO
YTD Return2.78%10.42%
1Y Return58.24%34.26%
3Y Return (Ann)28.54%11.43%
5Y Return (Ann)26.46%15.04%
10Y Return (Ann)23.31%13.04%
Sharpe Ratio1.952.94
Daily Std Dev29.10%11.59%
Max Drawdown-94.63%-33.99%
Current Drawdown-1.01%-0.12%

Correlation

0.46
-1.001.00

The correlation between AGM and VOO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

AGM vs. VOO - Performance Comparison

In the year-to-date period, AGM achieves a 2.78% return, which is significantly lower than VOO's 10.42% return. Over the past 10 years, AGM has outperformed VOO with an annualized return of 23.31%, while VOO has yielded a comparatively lower 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%2,500.00%OctoberNovemberDecember2024FebruaryMarch
2,574.12%
515.91%
AGM
VOO

Compare stocks, funds, or ETFs


Federal Agricultural Mortgage Corporation

Vanguard S&P 500 ETF

Risk-Adjusted Performance

AGM vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AGM
Federal Agricultural Mortgage Corporation
1.95
VOO
Vanguard S&P 500 ETF
2.94

AGM vs. VOO - Sharpe Ratio Comparison

The current AGM Sharpe Ratio is 1.95, which is lower than the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of AGM and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.95
2.94
AGM
VOO

Dividends

AGM vs. VOO - Dividend Comparison

AGM's dividend yield for the trailing twelve months is around 2.41%, more than VOO's 1.33% 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%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.01%
-0.12%
AGM
VOO

Volatility

AGM vs. VOO - Volatility Comparison

Federal Agricultural Mortgage Corporation (AGM) has a higher volatility of 14.29% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
14.29%
2.90%
AGM
VOO