AMR vs. AGO
AMR (Alpha Metallurgical Resources, Inc.) and AGO (Assured Guaranty Ltd.) are both stocks. AMR operates in Coking Coal (Basic Materials), while AGO operates in Insurance - Specialty (Financial Services). Over the past 5 years, AMR returned 59.79%/yr vs 10.98%/yr for AGO. At a 0.24 correlation, their price movements are largely independent.
Performance
AMR vs. AGO - Performance Comparison
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Returns By Period
In the year-to-date period, AMR achieves a 6.45% return, which is significantly higher than AGO's -17.78% return.
AMR
- 1D
- -2.35%
- 1M
- 15.10%
- YTD
- 6.45%
- 6M
- 17.69%
- 1Y
- 90.82%
- 3Y*
- 13.91%
- 5Y*
- 59.79%
- 10Y*
- —
AGO
- 1D
- -0.92%
- 1M
- -10.00%
- YTD
- -17.78%
- 6M
- -16.82%
- 1Y
- -12.05%
- 3Y*
- 12.93%
- 5Y*
- 10.98%
- 10Y*
- 12.53%
AMR vs. AGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMR Alpha Metallurgical Resources, Inc. | 6.45% | -0.12% | -40.95% | 133.87% | 150.06% | 436.94% | 25.64% | -86.23% | 10.71% | -4.69% |
AGO Assured Guaranty Ltd. | -17.78% | 1.44% | 22.08% | 22.52% | 26.20% | 62.33% | -33.94% | 30.12% | 14.95% | -7.09% |
Correlation
The correlation between AMR and AGO 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 27, 2017 | 0.24 |
Over the past year, the correlation between AMR and AGO has dropped to 0.03 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.
Fundamentals
AMR:
-$3.00
AGO:
$11.20
AMR:
1.30
AGO:
2.85
AMR:
$2.12B
AGO:
$951.00M
AMR:
$31.72M
AGO:
$663.00M
AMR:
$128.60M
AGO:
$500.00M
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Return for Risk
AMR vs. AGO — Risk / Return Rank
AMR
AGO
AMR vs. AGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Metallurgical Resources, Inc. (AMR) and Assured Guaranty Ltd. (AGO). 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.
| AMR | AGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.92 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | -0.61 | +3.23 |
| Martin ratioReturn relative to average drawdown | 5.89 | -1.59 | +7.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMR | AGO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | -0.56 | +2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.40 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.17 | +0.03 |
Drawdowns
AMR vs. AGO - Drawdown Comparison
The maximum AMR drawdown since its inception was -97.35%, which is greater than AGO's maximum drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for AMR and AGO.
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Drawdown Indicators
| AMR | AGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.35% | -90.18% | -7.17% |
Max Drawdown (1Y)Largest decline over 1 year | -34.85% | -19.84% | -15.01% |
Max Drawdown (3Y)Largest decline over 3 years | -77.51% | -21.83% | -55.68% |
Max Drawdown (5Y)Largest decline over 5 years | -77.51% | -30.23% | -47.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.48% | — |
Current DrawdownCurrent decline from peak | -51.88% | -21.37% | -30.51% |
Average DrawdownAverage peak-to-trough decline | -40.34% | -19.81% | -20.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.48% | 7.58% | +7.90% |
Volatility
AMR vs. AGO - Volatility Comparison
Alpha Metallurgical Resources, Inc. (AMR) has a higher volatility of 19.34% compared to Assured Guaranty Ltd. (AGO) at 12.34%. This indicates that AMR's price experiences larger fluctuations and is considered to be riskier than AGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMR | AGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.34% | 12.34% | +7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 40.71% | 16.77% | +23.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.76% | 21.54% | +39.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.89% | 27.33% | +32.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.72% | 33.97% | +39.75% |
Dividends
AMR vs. AGO - Dividend Comparison
AMR has not paid dividends to shareholders, while AGO's dividend yield for the trailing twelve months is around 1.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | 1.97% | 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
AMR vs. AGO - Financials Comparison
This section allows you to compare key financial metrics between Alpha Metallurgical Resources, Inc. and Assured Guaranty Ltd.. 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
AMR vs. AGO - Profitability Comparison
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 - 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 - 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 - 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 - 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%.
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%.
Frequently Asked Questions
AMR and AGO 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 (19.34%) compared to AGO (12.34%). In terms of maximum drawdown, AMR dropped -97.35% vs AGO's -90.18%.
AMR currently has the higher Sharpe Ratio (1.50 vs -0.56), 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.
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