BOKF vs. AGM
Compare and contrast key facts about BOK Financial Corporation (BOKF) and Federal Agricultural Mortgage Corporation (AGM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOKF or AGM.
Key characteristics
BOKF | AGM | |
---|---|---|
YTD Return | 7.03% | 2.78% |
1Y Return | 9.94% | 58.24% |
3Y Return (Ann) | 1.77% | 28.54% |
5Y Return (Ann) | 4.93% | 26.46% |
10Y Return (Ann) | 5.55% | 23.31% |
Sharpe Ratio | 0.33 | 1.95 |
Daily Std Dev | 30.02% | 29.10% |
Max Drawdown | -85.43% | -94.63% |
Current Drawdown | -17.25% | -1.01% |
Fundamentals
BOKF | AGM | |
---|---|---|
Market Cap | $5.69B | $2.01B |
EPS | $8.02 | $15.81 |
PE Ratio | 10.97 | 11.99 |
PEG Ratio | 2.09 | 1.64 |
Revenue (TTM) | $2.02B | $346.59M |
Gross Profit (TTM) | $1.82B | $305.24M |
Correlation
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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
BOK Financial Corporation | 0.33 | ||||
Federal Agricultural Mortgage Corporation | 1.95 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.