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

Key characteristics


BOKFAGM
YTD Return7.03%2.78%
1Y Return9.94%58.24%
3Y Return (Ann)1.77%28.54%
5Y Return (Ann)4.93%26.46%
10Y Return (Ann)5.55%23.31%
Sharpe Ratio0.331.95
Daily Std Dev30.02%29.10%
Max Drawdown-85.43%-94.63%
Current Drawdown-17.25%-1.01%

Fundamentals


BOKFAGM
Market Cap$5.69B$2.01B
EPS$8.02$15.81
PE Ratio10.9711.99
PEG Ratio2.091.64
Revenue (TTM)$2.02B$346.59M
Gross Profit (TTM)$1.82B$305.24M

Correlation

0.34
-1.001.00

The correlation between BOKF and AGM is 0.34, 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

BOKF vs. AGM - Performance Comparison

In the year-to-date period, BOKF achieves a 7.03% return, which is significantly higher than AGM's 2.78% return. Over the past 10 years, BOKF has underperformed AGM with an annualized return of 5.55%, while AGM has yielded a comparatively higher 23.31% 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%OctoberNovemberDecember2024FebruaryMarch
1,386.59%
18,167.95%
BOKF
AGM

Compare stocks, funds, or ETFs


BOK Financial Corporation

Federal Agricultural Mortgage Corporation

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BOKF
BOK Financial Corporation
0.33
AGM
Federal Agricultural Mortgage Corporation
1.95

BOKF vs. AGM - Sharpe Ratio Comparison

The current BOKF Sharpe Ratio is 0.33, which is lower than the AGM Sharpe Ratio of 1.95. The chart below compares the 12-month rolling Sharpe Ratio of BOKF and AGM.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.33
1.95
BOKF
AGM

Dividends

BOKF vs. AGM - Dividend Comparison

BOKF's dividend yield for the trailing twelve months is around 2.39%, which matches AGM's 2.41% yield.


TTM20232022202120202019201820172016201520142013
BOKF
BOK Financial Corporation
2.39%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
2.41%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%. The drawdown chart below compares losses from any high point along the way for BOKF and AGM


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-17.25%
-1.01%
BOKF
AGM

Volatility

BOKF vs. AGM - Volatility Comparison

The current volatility for BOK Financial Corporation (BOKF) is 7.17%, while Federal Agricultural Mortgage Corporation (AGM) has a volatility of 14.29%. This indicates that BOKF experiences smaller price fluctuations and is considered to be less risky 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%OctoberNovemberDecember2024FebruaryMarch
7.17%
14.29%
BOKF
AGM