PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BLX vs. AGM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BLX and AGM is 0.31, 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.


-0.50.00.51.00.3

Performance

BLX vs. AGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Latinoamericano de Comercio Exterior, S.A (BLX) and Federal Agricultural Mortgage Corporation (AGM). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
29.95%
11.11%
BLX
AGM

Key characteristics

Sharpe Ratio

BLX:

2.66

AGM:

0.31

Sortino Ratio

BLX:

3.56

AGM:

0.65

Omega Ratio

BLX:

1.47

AGM:

1.08

Calmar Ratio

BLX:

4.15

AGM:

0.52

Martin Ratio

BLX:

14.28

AGM:

1.05

Ulcer Index

BLX:

4.84%

AGM:

9.28%

Daily Std Dev

BLX:

25.77%

AGM:

30.90%

Max Drawdown

BLX:

-95.52%

AGM:

-94.63%

Current Drawdown

BLX:

-2.81%

AGM:

-7.16%

Fundamentals

Market Cap

BLX:

$1.25B

AGM:

$2.12B

EPS

BLX:

$5.63

AGM:

$15.55

PE Ratio

BLX:

6.25

AGM:

12.95

PEG Ratio

BLX:

1.58

AGM:

1.64

Total Revenue (TTM)

BLX:

$357.85M

AGM:

$514.28M

Gross Profit (TTM)

BLX:

$225.10M

AGM:

$514.28M

EBITDA (TTM)

BLX:

$52.43M

AGM:

$584.62M

Returns By Period

In the year-to-date period, BLX achieves a 6.92% return, which is significantly higher than AGM's 1.36% return. Over the past 10 years, BLX has underperformed AGM with an annualized return of 8.41%, while AGM has yielded a comparatively higher 23.80% annualized return.


BLX

YTD

6.92%

1M

2.59%

6M

29.95%

1Y

75.87%

5Y*

20.86%

10Y*

8.41%

AGM

YTD

1.36%

1M

6.41%

6M

11.11%

1Y

11.85%

5Y*

27.02%

10Y*

23.80%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BLX vs. AGM — Risk-Adjusted Performance Rank

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

BLX
The Risk-Adjusted Performance Rank of BLX is 9595
Overall Rank
The Sharpe Ratio Rank of BLX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BLX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of BLX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BLX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BLX is 9595
Martin Ratio Rank

AGM
The Risk-Adjusted Performance Rank of AGM is 5656
Overall Rank
The Sharpe Ratio Rank of AGM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 4949
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 6868
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 5858
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.

BLX vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Latinoamericano de Comercio Exterior, S.A (BLX) 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 BLX, currently valued at 2.66, compared to the broader market-2.000.002.004.002.660.31
The chart of Sortino ratio for BLX, currently valued at 3.56, compared to the broader market-6.00-4.00-2.000.002.004.006.003.560.65
The chart of Omega ratio for BLX, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.08
The chart of Calmar ratio for BLX, currently valued at 4.15, compared to the broader market0.002.004.006.004.150.52
The chart of Martin ratio for BLX, currently valued at 14.28, compared to the broader market0.0010.0020.0030.0014.281.05
BLX
AGM

The current BLX Sharpe Ratio is 2.66, which is higher than the AGM Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BLX 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 Ratio0.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.66
0.31
BLX
AGM

Dividends

BLX vs. AGM - Dividend Comparison

BLX's dividend yield for the trailing twelve months is around 5.26%, more than AGM's 2.81% yield.


TTM20242023202220212020201920182017201620152014
BLX
Banco Latinoamericano de Comercio Exterior, S.A
5.26%5.62%4.04%6.17%6.02%7.17%7.20%8.90%5.72%5.23%4.45%5.93%
AGM
Federal Agricultural Mortgage Corporation
2.81%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%

Drawdowns

BLX vs. AGM - Drawdown Comparison

The maximum BLX drawdown since its inception was -95.52%, roughly equal to the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for BLX and AGM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.81%
-7.16%
BLX
AGM

Volatility

BLX vs. AGM - Volatility Comparison

Banco Latinoamericano de Comercio Exterior, S.A (BLX) has a higher volatility of 6.16% compared to Federal Agricultural Mortgage Corporation (AGM) at 4.28%. This indicates that BLX'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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
6.16%
4.28%
BLX
AGM

Financials

BLX vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Banco Latinoamericano de Comercio Exterior, S.A 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab