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AGO vs. AMR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

AGO vs. AMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Assured Guaranty Ltd. (AGO) and Alpha Metallurgical Resources, Inc. (AMR). The values are adjusted to include any dividend payments, if applicable.

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AGO vs. AMR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGO
Assured Guaranty Ltd.
-8.94%1.44%22.08%22.52%26.20%62.33%-33.94%30.12%14.95%-7.09%
AMR
Alpha Metallurgical Resources, Inc.
-0.78%-0.12%-40.95%133.87%150.06%436.94%25.64%-86.23%10.71%-4.69%

Fundamentals

EPS

AGO:

$15.27

AMR:

-$4.75K

PS Ratio

AGO:

2.49

AMR:

0.00

Total Revenue (TTM)

AGO:

$1.08B

AMR:

$522.08B

Gross Profit (TTM)

AGO:

$748.00M

AMR:

$20.63M

EBITDA (TTM)

AGO:

$564.00M

AMR:

$819.35M

Returns By Period

In the year-to-date period, AGO achieves a -8.94% return, which is significantly lower than AMR's -0.78% return.


AGO

1D
1.33%
1M
-5.07%
YTD
-8.94%
6M
-2.95%
1Y
-5.99%
3Y*
19.42%
5Y*
15.82%
10Y*
14.29%

AMR

1D
-3.38%
1M
20.07%
YTD
-0.78%
6M
14.14%
1Y
54.76%
3Y*
8.60%
5Y*
74.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AGO vs. AMR — Risk / Return Rank

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

AGO
AGO Risk / Return Rank: 2727
Overall Rank
AGO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
AGO Sortino Ratio Rank: 2424
Sortino Ratio Rank
AGO Omega Ratio Rank: 2424
Omega Ratio Rank
AGO Calmar Ratio Rank: 3030
Calmar Ratio Rank
AGO Martin Ratio Rank: 2929
Martin Ratio Rank

AMR
AMR Risk / Return Rank: 7070
Overall Rank
AMR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AMR Sortino Ratio Rank: 7070
Sortino Ratio Rank
AMR Omega Ratio Rank: 6464
Omega Ratio Rank
AMR Calmar Ratio Rank: 7373
Calmar Ratio Rank
AMR Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


AGOAMRDifference

Sharpe ratio

Return per unit of total volatility

-0.28

0.92

-1.19

Sortino ratio

Return per unit of downside risk

-0.25

1.66

-1.91

Omega ratio

Gain probability vs. loss probability

0.97

1.19

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.37

1.67

-2.05

Martin ratio

Return relative to average drawdown

-0.76

4.34

-5.10

AGO vs. AMR - Sharpe Ratio Comparison

The current AGO Sharpe Ratio is -0.28, which is lower than the AMR Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of AGO and AMR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AGOAMRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

0.92

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

1.24

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.19

-0.01

Correlation

The correlation between AGO and AMR is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AGO vs. AMR - Dividend Comparison

AGO's dividend yield for the trailing twelve months is around 1.72%, while AMR has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
AGO
Assured Guaranty Ltd.
1.72%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%

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.


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Drawdown Indicators


AGOAMRDifference

Max Drawdown

Largest peak-to-trough decline

-90.18%

-97.35%

+7.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-34.85%

+21.25%

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 Drawdown

Current decline from peak

-12.91%

-55.15%

+42.24%

Average Drawdown

Average peak-to-trough decline

-19.85%

-40.03%

+20.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

13.44%

-6.80%

Volatility

AGO vs. AMR - Volatility Comparison

The current volatility for Assured Guaranty Ltd. (AGO) is 4.48%, while Alpha Metallurgical Resources, Inc. (AMR) has a volatility of 17.11%. 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.


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Volatility by Period


AGOAMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

17.11%

-12.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

38.56%

-24.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.74%

60.13%

-38.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.14%

60.42%

-33.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.88%

73.94%

-40.06%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00B200.00B300.00B400.00B500.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
277.00M
520.47B
(AGO) Total Revenue
(AMR) Total Revenue
Values in USD except per share items

AGO vs. AMR - Profitability Comparison

The chart below illustrates the profitability comparison between Assured Guaranty Ltd. and Alpha Metallurgical Resources, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober00
Portfolio components
AGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Assured Guaranty Ltd. reported a gross profit of 0.00 and revenue of 277.00M. 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 Apr 2026, Alpha Metallurgical Resources, Inc. reported a gross profit of 0.00 and revenue of 520.47B. 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 Apr 2026, Assured Guaranty Ltd. reported an operating income of 0.00 and revenue of 277.00M, 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 Apr 2026, Alpha Metallurgical Resources, Inc. reported an operating income of 43.96M and revenue of 520.47B, resulting in an operating margin of 0.0%.

AGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Assured Guaranty Ltd. reported a net income of 119.00M and revenue of 277.00M, resulting in a net margin of 43.0%.

AMR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Alpha Metallurgical Resources, Inc. reported a net income of -61.64B and revenue of 520.47B, resulting in a net margin of -11.8%.