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

Correlation

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal Agricultural Mortgage Corporation (AGM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%December2025FebruaryMarchAprilMay
2,403.95%
574.26%
AGM
VOO

Key characteristics

Sharpe Ratio

AGM:

0.07

VOO:

0.56

Sortino Ratio

AGM:

0.15

VOO:

0.92

Omega Ratio

AGM:

1.02

VOO:

1.13

Calmar Ratio

AGM:

-0.06

VOO:

0.58

Martin Ratio

AGM:

-0.13

VOO:

2.25

Ulcer Index

AGM:

10.43%

VOO:

4.83%

Daily Std Dev

AGM:

29.39%

VOO:

19.11%

Max Drawdown

AGM:

-94.63%

VOO:

-33.99%

Current Drawdown

AGM:

-16.89%

VOO:

-7.55%

Returns By Period

In the year-to-date period, AGM achieves a -9.27% return, which is significantly lower than VOO's -3.28% return. Over the past 10 years, AGM has outperformed VOO with an annualized return of 22.17%, while VOO has yielded a comparatively lower 12.40% annualized return.


AGM

YTD

-9.27%

1M

7.15%

6M

-13.99%

1Y

2.06%

5Y*

27.17%

10Y*

22.17%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

AGM vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGM
The Risk-Adjusted Performance Rank of AGM is 4747
Overall Rank
The Sharpe Ratio Rank of AGM is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 4141
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 4242
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 4949
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current AGM Sharpe Ratio is 0.07, which is lower than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of AGM and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.07
0.56
AGM
VOO

Dividends

AGM vs. VOO - Dividend Comparison

AGM's dividend yield for the trailing twelve months is around 3.22%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
AGM
Federal Agricultural Mortgage Corporation
3.22%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.89%
-7.55%
AGM
VOO

Volatility

AGM vs. VOO - Volatility Comparison

The current volatility for Federal Agricultural Mortgage Corporation (AGM) is 9.14%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.03%. This indicates that AGM experiences smaller price fluctuations and is considered to be less risky 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%December2025FebruaryMarchAprilMay
9.14%
11.03%
AGM
VOO