AGO vs. AMR
AGO (Assured Guaranty Ltd.) and AMR (Alpha Metallurgical Resources, Inc.) are both stocks. AGO operates in Insurance - Specialty (Financial Services), while AMR operates in Coking Coal (Basic Materials). Over the past 5 years, AGO returned 12.41%/yr vs 51.08%/yr for AMR. At a 0.23 correlation, their price movements are largely independent.
Performance
AGO vs. AMR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AGO achieves a -13.93% return, which is significantly lower than AMR's -12.40% return.
AGO
- 1D
- 0.14%
- 1M
- -0.34%
- YTD
- -13.93%
- 6M
- -14.99%
- 1Y
- -9.66%
- 3Y*
- 14.69%
- 5Y*
- 12.41%
- 10Y*
- 14.16%
AMR
- 1D
- -5.75%
- 1M
- -0.12%
- YTD
- -12.40%
- 6M
- -14.62%
- 1Y
- 63.62%
- 3Y*
- 2.13%
- 5Y*
- 51.08%
- 10Y*
- —
AGO vs. AMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | -13.93% | 1.44% | 22.08% | 22.52% | 26.20% | 62.33% | -33.94% | 30.12% | 14.95% | -7.19% |
AMR Alpha Metallurgical Resources, Inc. | -12.40% | -0.12% | -40.95% | 133.87% | 150.06% | 436.94% | 25.64% | -86.23% | 10.71% | -4.69% |
Correlation
The correlation between AGO and AMR is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2017 | 0.23 |
Over the past year, the correlation between AGO and AMR has dropped to 0.03 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.
Fundamentals
AGO:
$11.20
AMR:
-$3.00
AGO:
2.99
AMR:
1.07
AGO:
$951.00M
AMR:
$2.12B
AGO:
$663.00M
AMR:
$31.72M
AGO:
$500.00M
AMR:
$128.60M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AGO vs. AMR — Risk / Return Rank
AGO
AMR
AGO vs. AMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Assured Guaranty Ltd. (AGO) and Alpha Metallurgical Resources, Inc. (AMR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGO | AMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.20 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.83 | -2.32 |
| Martin ratioReturn relative to average drawdown | -1.15 | 3.95 | -5.10 |
Loading charts...
Drawdowns
AGO vs. AMR - Drawdown Comparison
The maximum AGO drawdown since its inception was -90.18%, smaller than the maximum AMR drawdown of -97.35%. Use the drawdown chart below to compare losses from any high point for AGO and AMR.
Loading charts...
Drawdown Indicators
| AGO | AMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.18% | -97.35% | +7.17% |
Max Drawdown (1Y)Largest decline over 1 year | -19.84% | -34.85% | +15.01% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -77.51% | +55.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.23% | -77.51% | +47.28% |
Max Drawdown (10Y)Largest decline over 10 years | -61.48% | — | — |
Current DrawdownCurrent decline from peak | -17.68% | -60.41% | +42.73% |
Average DrawdownAverage peak-to-trough decline | -19.83% | -40.40% | +20.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.42% | 16.17% | -7.75% |
Volatility
AGO vs. AMR - Volatility Comparison
The current volatility for Assured Guaranty Ltd. (AGO) is 5.11%, while Alpha Metallurgical Resources, Inc. (AMR) has a volatility of 22.06%. This indicates that AGO experiences smaller price fluctuations and is considered to be less risky than AMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AGO | AMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 22.06% | -16.95% |
Volatility (6M)Calculated over the trailing 6-month period | 16.90% | 39.81% | -22.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.60% | 61.77% | -40.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.21% | 59.65% | -32.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.98% | 73.66% | -39.68% |
Dividends
AGO vs. AMR - Dividend Comparison
AGO's dividend yield for the trailing twelve months is around 1.88%, while AMR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | 1.88% | 1.51% | 1.38% | 1.50% | 1.61% | 1.75% | 2.54% | 1.47% | 1.67% | 1.68% | 1.38% | 1.82% |
AMR Alpha Metallurgical Resources, Inc. | 0.00% | 0.00% | 0.00% | 0.57% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
AGO vs. AMR - Financials Comparison
This section allows you to compare key financial metrics between Assured Guaranty Ltd. and Alpha Metallurgical Resources, 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.
Total Revenue: Total amount of money received from sales and other business activities
AGO vs. AMR - Profitability Comparison
AGO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Assured Guaranty Ltd. reported a gross profit of 0.00 and revenue of 261.00M. Therefore, the gross margin over that period was 0.0%.
AMR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alpha Metallurgical Resources, Inc. reported a gross profit of 0.00 and revenue of 524.99M. Therefore, the gross margin over that period was 0.0%.
AGO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Assured Guaranty Ltd. reported an operating income of 0.00 and revenue of 261.00M, resulting in an operating margin of 0.0%.
AMR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alpha Metallurgical Resources, Inc. reported an operating income of -1.59M and revenue of 524.99M, resulting in an operating margin of -0.3%.
AGO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Assured Guaranty Ltd. reported a net income of 88.00M and revenue of 261.00M, resulting in a net margin of 33.7%.
AMR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alpha Metallurgical Resources, Inc. reported a net income of -11.03M and revenue of 524.99M, resulting in a net margin of -2.1%.
Frequently Asked Questions
AGO and AMR have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMR has higher volatility (22.06%) compared to AGO (5.11%). In terms of maximum drawdown, AGO dropped -90.18% vs AMR's -97.35%.
AMR currently has the higher Sharpe Ratio (1.04 vs -0.45), 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.
Find the right allocation for AGO and AMR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer