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

Key characteristics


BLXAGM
YTD Return27.23%2.31%
1Y Return84.72%57.31%
3Y Return (Ann)35.51%26.55%
5Y Return (Ann)14.68%23.58%
10Y Return (Ann)8.50%22.27%
Sharpe Ratio3.181.97
Daily Std Dev26.09%29.06%
Max Drawdown-95.52%-94.63%
Current Drawdown0.00%-1.46%

Fundamentals


BLXAGM
Market Cap$1.11B$2.04B
EPS$4.93$15.81
PE Ratio6.1612.28
PEG Ratio1.581.64
Revenue (TTM)$255.37M$346.59M
Gross Profit (TTM)$143.70M$305.24M

Correlation

-0.50.00.51.00.3

The correlation between BLX and AGM is 0.29, 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.

Performance

BLX vs. AGM - Performance Comparison

In the year-to-date period, BLX achieves a 27.23% return, which is significantly higher than AGM's 2.31% return. Over the past 10 years, BLX has underperformed AGM with an annualized return of 8.50%, while AGM has yielded a comparatively higher 22.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%20,000.00%December2024FebruaryMarchAprilMay
235.64%
18,083.69%
BLX
AGM

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Banco Latinoamericano de Comercio Exterior, S.A

Federal Agricultural Mortgage Corporation

Risk-Adjusted Performance

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.


BLX
Sharpe ratio
The chart of Sharpe ratio for BLX, currently valued at 3.18, compared to the broader market-2.00-1.000.001.002.003.004.003.18
Sortino ratio
The chart of Sortino ratio for BLX, currently valued at 4.22, compared to the broader market-4.00-2.000.002.004.006.004.22
Omega ratio
The chart of Omega ratio for BLX, currently valued at 1.53, compared to the broader market0.501.001.501.53
Calmar ratio
The chart of Calmar ratio for BLX, currently valued at 4.76, compared to the broader market0.002.004.006.004.76
Martin ratio
The chart of Martin ratio for BLX, currently valued at 15.89, compared to the broader market-10.000.0010.0020.0030.0015.89
AGM
Sharpe ratio
The chart of Sharpe ratio for AGM, currently valued at 1.97, compared to the broader market-2.00-1.000.001.002.003.004.001.97
Sortino ratio
The chart of Sortino ratio for AGM, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.006.002.60
Omega ratio
The chart of Omega ratio for AGM, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for AGM, currently valued at 2.81, compared to the broader market0.002.004.006.002.81
Martin ratio
The chart of Martin ratio for AGM, currently valued at 7.73, compared to the broader market-10.000.0010.0020.0030.007.73

BLX vs. AGM - Sharpe Ratio Comparison

The current BLX Sharpe Ratio is 3.18, which is higher than the AGM Sharpe Ratio of 1.97. The chart below compares the 12-month rolling Sharpe Ratio of BLX and AGM.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2024FebruaryMarchAprilMay
3.18
1.97
BLX
AGM

Dividends

BLX vs. AGM - Dividend Comparison

BLX's dividend yield for the trailing twelve months is around 4.94%, more than AGM's 2.42% yield.


TTM20232022202120202019201820172016201520142013
BLX
Banco Latinoamericano de Comercio Exterior, S.A
4.94%4.04%6.17%6.02%7.17%7.20%8.90%5.72%5.23%4.45%5.93%4.28%
AGM
Federal Agricultural Mortgage Corporation
2.42%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%1.40%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay0
-1.46%
BLX
AGM

Volatility

BLX vs. AGM - Volatility Comparison

Banco Latinoamericano de Comercio Exterior, S.A (BLX) and Federal Agricultural Mortgage Corporation (AGM) have volatilities of 6.87% and 7.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
6.87%
7.03%
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