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AGO vs. ARES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGO and ARES is 0.50, 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

AGO vs. ARES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Assured Guaranty Ltd. (AGO) and Ares Management Corporation (ARES). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
341.45%
1,333.52%
AGO
ARES

Key characteristics

Sharpe Ratio

AGO:

0.36

ARES:

0.56

Sortino Ratio

AGO:

0.90

ARES:

1.03

Omega Ratio

AGO:

1.11

ARES:

1.15

Calmar Ratio

AGO:

0.63

ARES:

0.63

Martin Ratio

AGO:

2.17

ARES:

2.04

Ulcer Index

AGO:

6.33%

ARES:

12.28%

Daily Std Dev

AGO:

27.01%

ARES:

40.78%

Max Drawdown

AGO:

-90.18%

ARES:

-45.85%

Current Drawdown

AGO:

-6.99%

ARES:

-15.68%

Fundamentals

Market Cap

AGO:

$4.50B

ARES:

$51.30B

EPS

AGO:

$6.87

ARES:

$2.04

PE Ratio

AGO:

13.13

ARES:

77.00

PEG Ratio

AGO:

2.52

ARES:

0.63

PS Ratio

AGO:

4.98

ARES:

13.20

PB Ratio

AGO:

0.82

ARES:

16.46

Total Revenue (TTM)

AGO:

$611.00M

ARES:

$3.83B

Gross Profit (TTM)

AGO:

$526.00M

ARES:

$2.54B

EBITDA (TTM)

AGO:

$129.00M

ARES:

$1.57B

Returns By Period

In the year-to-date period, AGO achieves a -1.35% return, which is significantly higher than ARES's -5.58% return. Over the past 10 years, AGO has underperformed ARES with an annualized return of 14.71%, while ARES has yielded a comparatively higher 29.83% annualized return.


AGO

YTD

-1.35%

1M

14.41%

6M

2.97%

1Y

9.43%

5Y*

27.80%

10Y*

14.71%

ARES

YTD

-5.58%

1M

34.61%

6M

-0.16%

1Y

22.77%

5Y*

41.55%

10Y*

29.83%

*Annualized

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Risk-Adjusted Performance

AGO vs. ARES — Risk-Adjusted Performance Rank

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

AGO
The Risk-Adjusted Performance Rank of AGO is 6868
Overall Rank
The Sharpe Ratio Rank of AGO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AGO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of AGO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of AGO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AGO is 7474
Martin Ratio Rank

ARES
The Risk-Adjusted Performance Rank of ARES is 7272
Overall Rank
The Sharpe Ratio Rank of ARES is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ARES is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ARES is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ARES is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ARES is 7373
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.

AGO vs. ARES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Assured Guaranty Ltd. (AGO) and Ares Management Corporation (ARES). 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 AGO Sharpe Ratio is 0.36, which is lower than the ARES Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of AGO and ARES, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.36
0.56
AGO
ARES

Dividends

AGO vs. ARES - Dividend Comparison

AGO's dividend yield for the trailing twelve months is around 1.44%, less than ARES's 2.36% yield.


TTM20242023202220212020201920182017201620152014
AGO
Assured Guaranty Ltd.
1.44%1.38%1.50%1.61%1.75%2.54%1.47%1.67%1.69%1.38%1.82%1.69%
ARES
Ares Management Corporation
2.36%2.10%2.59%3.57%2.31%3.40%3.59%7.50%6.30%4.32%6.81%2.45%

Drawdowns

AGO vs. ARES - Drawdown Comparison

The maximum AGO drawdown since its inception was -90.18%, which is greater than ARES's maximum drawdown of -45.85%. Use the drawdown chart below to compare losses from any high point for AGO and ARES. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-6.99%
-15.68%
AGO
ARES

Volatility

AGO vs. ARES - Volatility Comparison

The current volatility for Assured Guaranty Ltd. (AGO) is 9.64%, while Ares Management Corporation (ARES) has a volatility of 16.95%. This indicates that AGO experiences smaller price fluctuations and is considered to be less risky than ARES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
9.64%
16.95%
AGO
ARES

Financials

AGO vs. ARES - Financials Comparison

This section allows you to compare key financial metrics between Assured Guaranty Ltd. and Ares Management Corporation. 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


0.00500.00M1.00B1.50BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
152.00M
1.61B
(AGO) Total Revenue
(ARES) Total Revenue
Values in USD except per share items

AGO vs. ARES - Profitability Comparison

The chart below illustrates the profitability comparison between Assured Guaranty Ltd. and Ares Management Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
100.0%
71.2%
(AGO) Gross Margin
(ARES) Gross Margin
AGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Assured Guaranty Ltd. reported a gross profit of 152.00M and revenue of 152.00M. Therefore, the gross margin over that period was 100.0%.

ARES - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ares Management Corporation reported a gross profit of 1.14B and revenue of 1.61B. Therefore, the gross margin over that period was 71.2%.

AGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Assured Guaranty Ltd. reported an operating income of 30.00M and revenue of 152.00M, resulting in an operating margin of 19.7%.

ARES - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ares Management Corporation reported an operating income of 626.34M and revenue of 1.61B, resulting in an operating margin of 39.0%.

AGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Assured Guaranty Ltd. reported a net income of 18.00M and revenue of 152.00M, resulting in a net margin of 11.8%.

ARES - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ares Management Corporation reported a net income of 177.32M and revenue of 1.61B, resulting in a net margin of 11.0%.