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DDS vs. AGM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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DDS vs. AGM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DDS
Dillard's, Inc.
-4.81%46.81%13.47%32.05%38.66%306.41%-12.71%22.76%0.97%-3.63%
AGM
Federal Agricultural Mortgage Corporation
-14.44%-7.96%6.08%74.61%-5.83%72.62%-6.60%43.16%-20.38%39.64%

Fundamentals

EPS

DDS:

$36.38

AGM:

$24.96

PE Ratio

DDS:

15.86

AGM:

5.96

PS Ratio

DDS:

1.40

AGM:

0.67

Total Revenue (TTM)

DDS:

$6.47B

AGM:

$1.61B

Gross Profit (TTM)

DDS:

-$644.80M

AGM:

$0.00

EBITDA (TTM)

DDS:

$878.26M

AGM:

$0.00

Returns By Period

In the year-to-date period, DDS achieves a -4.81% return, which is significantly higher than AGM's -14.44% return. Over the past 10 years, DDS has outperformed AGM with an annualized return of 24.86%, while AGM has yielded a comparatively lower 18.55% annualized return.


DDS

1D
0.83%
1M
-4.99%
YTD
-4.81%
6M
-4.24%
1Y
66.79%
3Y*
30.02%
5Y*
51.68%
10Y*
24.86%

AGM

1D
0.20%
1M
-5.77%
YTD
-14.44%
6M
-7.85%
1Y
-17.57%
3Y*
6.96%
5Y*
11.41%
10Y*
18.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DDS vs. AGM — Risk / Return Rank

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

DDS
DDS Risk / Return Rank: 8383
Overall Rank
DDS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DDS Sortino Ratio Rank: 7979
Sortino Ratio Rank
DDS Omega Ratio Rank: 7878
Omega Ratio Rank
DDS Calmar Ratio Rank: 8686
Calmar Ratio Rank
DDS Martin Ratio Rank: 8686
Martin Ratio Rank

AGM
AGM Risk / Return Rank: 1919
Overall Rank
AGM Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
AGM Sortino Ratio Rank: 1818
Sortino Ratio Rank
AGM Omega Ratio Rank: 1717
Omega Ratio Rank
AGM Calmar Ratio Rank: 2222
Calmar Ratio Rank
AGM Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DDS vs. AGM - Risk-Adjusted Trends 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.


DDSAGMDifference

Sharpe ratio

Return per unit of total volatility

1.51

-0.54

+2.05

Sortino ratio

Return per unit of downside risk

2.12

-0.53

+2.65

Omega ratio

Gain probability vs. loss probability

1.28

0.93

+0.35

Calmar ratio

Return relative to maximum drawdown

3.23

-0.56

+3.80

Martin ratio

Return relative to average drawdown

8.63

-1.14

+9.77

DDS vs. AGM - Sharpe Ratio Comparison

The current DDS Sharpe Ratio is 1.51, which is higher than the AGM Sharpe Ratio of -0.54. 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.


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Sharpe Ratios by Period


DDSAGMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

-0.54

+2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.38

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.54

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.31

-0.08

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.


Dividends

DDS vs. AGM - Dividend Comparison

DDS's dividend yield for the trailing twelve months is around 5.40%, more than AGM's 4.10% yield.


TTM20252024202320222021202020192018201720162015
DDS
Dillard's, Inc.
5.40%5.13%6.02%5.18%4.89%6.41%0.95%0.68%0.66%0.57%0.45%0.40%
AGM
Federal Agricultural Mortgage Corporation
4.10%3.42%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%

Drawdowns

DDS vs. AGM - Drawdown Comparison

The maximum DDS drawdown since its inception was -93.62%, 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.


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Drawdown Indicators


DDSAGMDifference

Max Drawdown

Largest peak-to-trough decline

-93.62%

-94.63%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-21.13%

-31.94%

+10.81%

Max Drawdown (5Y)

Largest decline over 5 years

-49.71%

-32.54%

-17.17%

Max Drawdown (10Y)

Largest decline over 10 years

-76.57%

-53.30%

-23.27%

Current Drawdown

Current decline from peak

-17.58%

-27.86%

+10.28%

Average Drawdown

Average peak-to-trough decline

-35.72%

-27.93%

-7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.92%

15.67%

-7.75%

Volatility

DDS vs. AGM - Volatility Comparison

Dillard's, Inc. (DDS) has a higher volatility of 10.84% compared to Federal Agricultural Mortgage Corporation (AGM) at 8.45%. 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.


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Volatility by Period


DDSAGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

8.45%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

30.19%

24.80%

+5.39%

Volatility (1Y)

Calculated over the trailing 1-year period

44.33%

32.94%

+11.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.94%

30.03%

+22.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.60%

34.64%

+24.96%

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


0.00500.00M1.00B1.50B2.00B20222023202420252026
1.90B
401.81M
(DDS) Total Revenue
(AGM) Total Revenue
Values in USD except per share items