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

Correlation

The correlation between ENVA and AGM is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ENVA vs. AGM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ENVA:

1.46

AGM:

0.39

Sortino Ratio

ENVA:

1.99

AGM:

0.83

Omega Ratio

ENVA:

1.26

AGM:

1.10

Calmar Ratio

ENVA:

2.14

AGM:

0.55

Martin Ratio

ENVA:

5.59

AGM:

1.17

Ulcer Index

ENVA:

10.07%

AGM:

10.51%

Daily Std Dev

ENVA:

40.14%

AGM:

29.69%

Max Drawdown

ENVA:

-81.56%

AGM:

-94.63%

Current Drawdown

ENVA:

-15.22%

AGM:

-8.28%

Fundamentals

Market Cap

ENVA:

$2.52B

AGM:

$2.01B

EPS

ENVA:

$8.61

AGM:

$16.44

PE Ratio

ENVA:

11.52

AGM:

11.79

PEG Ratio

ENVA:

0.00

AGM:

1.61

PS Ratio

ENVA:

1.93

AGM:

5.62

PB Ratio

ENVA:

2.10

AGM:

1.90

Total Revenue (TTM)

ENVA:

$2.79B

AGM:

$496.95M

Gross Profit (TTM)

ENVA:

$1.30B

AGM:

$405.52M

EBITDA (TTM)

ENVA:

$140.19M

AGM:

$469.32M

Returns By Period

In the year-to-date period, ENVA achieves a 3.00% return, which is significantly higher than AGM's 0.13% return. Over the past 10 years, ENVA has underperformed AGM with an annualized return of 17.38%, while AGM has yielded a comparatively higher 23.52% annualized return.


ENVA

YTD

3.00%

1M

8.86%

6M

-4.01%

1Y

57.99%

5Y*

56.07%

10Y*

17.38%

AGM

YTD

0.13%

1M

14.11%

6M

-5.61%

1Y

11.50%

5Y*

32.04%

10Y*

23.52%

*Annualized

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Risk-Adjusted Performance

ENVA vs. AGM — Risk-Adjusted Performance Rank

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

ENVA
The Risk-Adjusted Performance Rank of ENVA is 8989
Overall Rank
The Sharpe Ratio Rank of ENVA is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ENVA is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ENVA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ENVA is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ENVA is 8888
Martin Ratio Rank

AGM
The Risk-Adjusted Performance Rank of AGM is 6565
Overall Rank
The Sharpe Ratio Rank of AGM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 5858
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 7474
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 6565
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.

ENVA vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enova International, Inc. (ENVA) 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.


The current ENVA Sharpe Ratio is 1.46, which is higher than the AGM Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ENVA 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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Dividends

ENVA vs. AGM - Dividend Comparison

ENVA has not paid dividends to shareholders, while AGM's dividend yield for the trailing twelve months is around 2.91%.


TTM20242023202220212020201920182017201620152014
ENVA
Enova International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGM
Federal Agricultural Mortgage Corporation
2.91%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%

Drawdowns

ENVA vs. AGM - Drawdown Comparison

The maximum ENVA drawdown since its inception was -81.56%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for ENVA and AGM. For additional features, visit the drawdowns tool.


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Volatility

ENVA vs. AGM - Volatility Comparison

Enova International, Inc. (ENVA) has a higher volatility of 12.53% compared to Federal Agricultural Mortgage Corporation (AGM) at 6.99%. This indicates that ENVA'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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Financials

ENVA vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Enova International, 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


0.00200.00M400.00M600.00M800.00M20212022202320242025
745.54M
96.79M
(ENVA) Total Revenue
(AGM) Total Revenue
Values in USD except per share items