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

Correlation

The correlation between AGM and VRTS is 0.42, 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.


-0.50.00.51.00.4

Performance

AGM vs. VRTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal Agricultural Mortgage Corporation (AGM) and Virtus Investment Partners, Inc. (VRTS). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
7,834.23%
2,562.75%
AGM
VRTS

Key characteristics

Sharpe Ratio

AGM:

0.38

VRTS:

-0.10

Sortino Ratio

AGM:

0.73

VRTS:

0.08

Omega Ratio

AGM:

1.09

VRTS:

1.01

Calmar Ratio

AGM:

0.63

VRTS:

-0.08

Martin Ratio

AGM:

1.33

VRTS:

-0.30

Ulcer Index

AGM:

8.89%

VRTS:

10.05%

Daily Std Dev

AGM:

31.38%

VRTS:

31.07%

Max Drawdown

AGM:

-94.63%

VRTS:

-74.36%

Current Drawdown

AGM:

-7.20%

VRTS:

-26.61%

Fundamentals

Market Cap

AGM:

$2.20B

VRTS:

$1.64B

EPS

AGM:

$15.54

VRTS:

$16.45

PE Ratio

AGM:

13.46

VRTS:

14.20

PEG Ratio

AGM:

1.70

VRTS:

0.62

Total Revenue (TTM)

AGM:

$599.28M

VRTS:

$886.05M

Gross Profit (TTM)

AGM:

$456.49M

VRTS:

$603.23M

EBITDA (TTM)

AGM:

$645.04M

VRTS:

$378.31M

Returns By Period

In the year-to-date period, AGM achieves a 7.47% return, which is significantly higher than VRTS's -5.38% return. Over the past 10 years, AGM has outperformed VRTS with an annualized return of 25.03%, while VRTS has yielded a comparatively lower 5.15% annualized return.


AGM

YTD

7.47%

1M

-0.45%

6M

15.93%

1Y

9.07%

5Y*

22.50%

10Y*

25.03%

VRTS

YTD

-5.38%

1M

-7.69%

6M

2.68%

1Y

-4.82%

5Y*

15.68%

10Y*

5.15%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AGM vs. VRTS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Agricultural Mortgage Corporation (AGM) and Virtus Investment Partners, Inc. (VRTS). 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 0.38, compared to the broader market-4.00-2.000.002.000.38-0.10
The chart of Sortino ratio for AGM, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.730.08
The chart of Omega ratio for AGM, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.01
The chart of Calmar ratio for AGM, currently valued at 0.63, compared to the broader market0.002.004.006.000.63-0.08
The chart of Martin ratio for AGM, currently valued at 1.33, compared to the broader market-5.000.005.0010.0015.0020.0025.001.33-0.30
AGM
VRTS

The current AGM Sharpe Ratio is 0.38, which is higher than the VRTS Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of AGM and VRTS, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.38
-0.10
AGM
VRTS

Dividends

AGM vs. VRTS - Dividend Comparison

AGM's dividend yield for the trailing twelve months is around 2.81%, less than VRTS's 3.60% yield.


TTM20232022202120202019201820172016201520142013
AGM
Federal Agricultural Mortgage Corporation
2.81%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%1.40%
VRTS
Virtus Investment Partners, Inc.
3.60%2.83%3.21%1.33%1.30%1.91%2.39%1.56%1.52%1.53%0.53%0.00%

Drawdowns

AGM vs. VRTS - Drawdown Comparison

The maximum AGM drawdown since its inception was -94.63%, which is greater than VRTS's maximum drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for AGM and VRTS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.20%
-26.61%
AGM
VRTS

Volatility

AGM vs. VRTS - Volatility Comparison

Federal Agricultural Mortgage Corporation (AGM) and Virtus Investment Partners, Inc. (VRTS) have volatilities of 7.36% and 7.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.36%
7.66%
AGM
VRTS

Financials

AGM vs. VRTS - Financials Comparison

This section allows you to compare key financial metrics between Federal Agricultural Mortgage Corporation and Virtus Investment Partners, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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