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

Correlation

The correlation between BOKF and AGM is 0.36, 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

BOKF vs. AGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BOK Financial Corporation (BOKF) 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%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.08%
13.26%
BOKF
AGM

Key characteristics

Sharpe Ratio

BOKF:

1.17

AGM:

0.25

Sortino Ratio

BOKF:

1.82

AGM:

0.56

Omega Ratio

BOKF:

1.22

AGM:

1.07

Calmar Ratio

BOKF:

1.15

AGM:

0.42

Martin Ratio

BOKF:

6.93

AGM:

0.88

Ulcer Index

BOKF:

4.63%

AGM:

8.91%

Daily Std Dev

BOKF:

27.47%

AGM:

31.37%

Max Drawdown

BOKF:

-85.43%

AGM:

-94.63%

Current Drawdown

BOKF:

-9.01%

AGM:

-8.26%

Fundamentals

Market Cap

BOKF:

$7.33B

AGM:

$2.20B

EPS

BOKF:

$7.30

AGM:

$15.54

PE Ratio

BOKF:

15.66

AGM:

13.46

PEG Ratio

BOKF:

2.09

AGM:

1.70

Total Revenue (TTM)

BOKF:

$2.88B

AGM:

$599.28M

Gross Profit (TTM)

BOKF:

$2.17B

AGM:

$456.49M

EBITDA (TTM)

BOKF:

$1.52B

AGM:

$645.04M

Returns By Period

In the year-to-date period, BOKF achieves a 30.10% return, which is significantly higher than AGM's 6.24% return. Over the past 10 years, BOKF has underperformed AGM with an annualized return of 8.69%, while AGM has yielded a comparatively higher 25.15% annualized return.


BOKF

YTD

30.10%

1M

-7.35%

6M

22.23%

1Y

30.31%

5Y*

7.28%

10Y*

8.69%

AGM

YTD

6.24%

1M

-3.18%

6M

12.27%

1Y

7.90%

5Y*

22.86%

10Y*

25.15%

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

BOKF vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BOK Financial Corporation (BOKF) 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 BOKF, currently valued at 1.17, compared to the broader market-4.00-2.000.002.001.170.25
The chart of Sortino ratio for BOKF, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.820.56
The chart of Omega ratio for BOKF, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.07
The chart of Calmar ratio for BOKF, currently valued at 1.15, compared to the broader market0.002.004.006.001.150.42
The chart of Martin ratio for BOKF, currently valued at 6.93, compared to the broader market-5.000.005.0010.0015.0020.0025.006.930.88
BOKF
AGM

The current BOKF Sharpe Ratio is 1.17, which is higher than the AGM Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of BOKF 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.17
0.25
BOKF
AGM

Dividends

BOKF vs. AGM - Dividend Comparison

BOKF's dividend yield for the trailing twelve months is around 2.04%, less than AGM's 2.84% yield.


TTM20232022202120202019201820172016201520142013
BOKF
BOK Financial Corporation
2.04%2.53%2.05%1.98%2.99%2.30%2.59%1.92%2.08%2.83%2.70%2.32%
AGM
Federal Agricultural Mortgage Corporation
2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%1.40%

Drawdowns

BOKF vs. AGM - Drawdown Comparison

The maximum BOKF drawdown since its inception was -85.43%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for BOKF and AGM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.01%
-8.26%
BOKF
AGM

Volatility

BOKF vs. AGM - Volatility Comparison

BOK Financial Corporation (BOKF) and Federal Agricultural Mortgage Corporation (AGM) have volatilities of 7.04% and 7.36%, 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%JulyAugustSeptemberOctoberNovemberDecember
7.04%
7.36%
BOKF
AGM

Financials

BOKF vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between BOK Financial Corporation 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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