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

Correlation

The correlation between DDS and AGM is 0.27, 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

DDS vs. AGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dillard's, Inc. (DDS) and Federal Agricultural Mortgage Corporation (AGM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
23.69%
-5.46%
DDS
AGM

Key characteristics

Sharpe Ratio

DDS:

0.73

AGM:

0.37

Sortino Ratio

DDS:

1.25

AGM:

0.72

Omega Ratio

DDS:

1.15

AGM:

1.09

Calmar Ratio

DDS:

0.96

AGM:

0.62

Martin Ratio

DDS:

2.08

AGM:

1.27

Ulcer Index

DDS:

13.96%

AGM:

9.14%

Daily Std Dev

DDS:

39.93%

AGM:

31.49%

Max Drawdown

DDS:

-93.92%

AGM:

-94.63%

Current Drawdown

DDS:

0.00%

AGM:

-9.02%

Fundamentals

Market Cap

DDS:

$7.43B

AGM:

$2.06B

EPS

DDS:

$38.76

AGM:

$15.55

PE Ratio

DDS:

12.05

AGM:

12.58

PEG Ratio

DDS:

-1.28

AGM:

1.59

Total Revenue (TTM)

DDS:

$6.67B

AGM:

$514.28M

Gross Profit (TTM)

DDS:

$2.58B

AGM:

$514.28M

EBITDA (TTM)

DDS:

$964.29M

AGM:

$584.62M

Returns By Period

In the year-to-date period, DDS achieves a 8.16% return, which is significantly higher than AGM's -0.68% return. Over the past 10 years, DDS has underperformed AGM with an annualized return of 17.95%, while AGM has yielded a comparatively higher 25.39% annualized return.


DDS

YTD

8.16%

1M

7.58%

6M

23.69%

1Y

30.19%

5Y*

52.52%

10Y*

17.95%

AGM

YTD

-0.68%

1M

-1.96%

6M

-5.46%

1Y

8.54%

5Y*

23.14%

10Y*

25.39%

*Annualized

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Risk-Adjusted Performance

DDS vs. AGM — Risk-Adjusted Performance Rank

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

DDS
The Risk-Adjusted Performance Rank of DDS is 6969
Overall Rank
The Sharpe Ratio Rank of DDS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DDS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DDS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of DDS is 7878
Calmar Ratio Rank
The Martin Ratio Rank of DDS is 6767
Martin Ratio Rank

AGM
The Risk-Adjusted Performance Rank of AGM is 5959
Overall Rank
The Sharpe Ratio Rank of AGM is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 5252
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 6060
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.

DDS vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dillard's, Inc. (DDS) 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 DDS, currently valued at 0.73, compared to the broader market-2.000.002.004.000.730.37
The chart of Sortino ratio for DDS, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.250.72
The chart of Omega ratio for DDS, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.09
The chart of Calmar ratio for DDS, currently valued at 0.96, compared to the broader market0.002.004.006.000.960.62
The chart of Martin ratio for DDS, currently valued at 2.08, compared to the broader market-10.000.0010.0020.0030.002.081.27
DDS
AGM

The current DDS Sharpe Ratio is 0.73, which is higher than the AGM Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of DDS 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.73
0.37
DDS
AGM

Dividends

DDS vs. AGM - Dividend Comparison

DDS's dividend yield for the trailing twelve months is around 5.57%, more than AGM's 2.86% yield.


TTM20242023202220212020201920182017201620152014
DDS
Dillard's, Inc.
5.57%6.02%5.18%4.89%6.41%0.95%0.68%0.66%0.57%0.45%0.40%0.19%
AGM
Federal Agricultural Mortgage Corporation
2.86%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%

Drawdowns

DDS vs. AGM - Drawdown Comparison

The maximum DDS drawdown since its inception was -93.92%, roughly equal to the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for DDS and AGM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-9.02%
DDS
AGM

Volatility

DDS vs. AGM - Volatility Comparison

Dillard's, Inc. (DDS) has a higher volatility of 9.66% compared to Federal Agricultural Mortgage Corporation (AGM) at 7.88%. This indicates that DDS'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.


6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
9.66%
7.88%
DDS
AGM

Financials

DDS vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Dillard's, Inc. 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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