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

Correlation

The correlation between BLDR and AGM is 0.38, 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.


-0.50.00.51.00.4

Performance

BLDR vs. AGM - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
974.71%
1,472.37%
BLDR
AGM

Key characteristics

Sharpe Ratio

BLDR:

-0.12

AGM:

0.43

Sortino Ratio

BLDR:

0.13

AGM:

0.80

Omega Ratio

BLDR:

1.02

AGM:

1.10

Calmar Ratio

BLDR:

-0.14

AGM:

0.72

Martin Ratio

BLDR:

-0.29

AGM:

1.52

Ulcer Index

BLDR:

17.43%

AGM:

8.87%

Daily Std Dev

BLDR:

42.78%

AGM:

31.47%

Max Drawdown

BLDR:

-96.78%

AGM:

-94.63%

Current Drawdown

BLDR:

-27.99%

AGM:

-7.25%

Fundamentals

Market Cap

BLDR:

$18.43B

AGM:

$2.20B

EPS

BLDR:

$10.23

AGM:

$15.54

PE Ratio

BLDR:

15.65

AGM:

13.46

PEG Ratio

BLDR:

0.81

AGM:

1.70

Total Revenue (TTM)

BLDR:

$16.73B

AGM:

$599.28M

Gross Profit (TTM)

BLDR:

$5.61B

AGM:

$456.49M

EBITDA (TTM)

BLDR:

$2.35B

AGM:

$645.04M

Returns By Period

In the year-to-date period, BLDR achieves a -8.93% return, which is significantly lower than AGM's 7.40% return. Over the past 10 years, BLDR has outperformed AGM with an annualized return of 36.81%, while AGM has yielded a comparatively lower 25.04% annualized return.


BLDR

YTD

-8.93%

1M

-14.73%

6M

1.73%

1Y

-7.68%

5Y*

43.75%

10Y*

36.81%

AGM

YTD

7.40%

1M

-2.89%

6M

15.75%

1Y

10.99%

5Y*

22.52%

10Y*

25.04%

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Risk-Adjusted Performance

BLDR vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) and Federal Agricultural Mortgage Corporation (AGM). 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 BLDR, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.120.43
The chart of Sortino ratio for BLDR, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.130.80
The chart of Omega ratio for BLDR, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.10
The chart of Calmar ratio for BLDR, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.140.72
The chart of Martin ratio for BLDR, currently valued at -0.29, compared to the broader market0.0010.0020.00-0.291.52
BLDR
AGM

The current BLDR Sharpe Ratio is -0.12, which is lower than the AGM Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BLDR and AGM, 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
-0.12
0.43
BLDR
AGM

Dividends

BLDR vs. AGM - Dividend Comparison

BLDR has not paid dividends to shareholders, while AGM's dividend yield for the trailing twelve months is around 2.81%.


TTM20232022202120202019201820172016201520142013
BLDR
Builders FirstSource, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

BLDR vs. AGM - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, roughly equal to the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for BLDR and AGM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.99%
-7.25%
BLDR
AGM

Volatility

BLDR vs. AGM - Volatility Comparison

Builders FirstSource, Inc. (BLDR) has a higher volatility of 10.78% compared to Federal Agricultural Mortgage Corporation (AGM) at 7.57%. This indicates that BLDR's price experiences larger fluctuations and is considered to be riskier than AGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
10.78%
7.57%
BLDR
AGM

Financials

BLDR vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Builders FirstSource, Inc. and Federal Agricultural Mortgage 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


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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