ENVA vs. AGM

Last updated Jun 3, 2026

ENVA (Enova International, Inc.) and AGM (Federal Agricultural Mortgage Corporation) are both stocks. Both operate in the Credit Services industry within the Financial Services sector. Over the past 10 years, ENVA returned 36.32%/yr vs 21.44%/yr for AGM. At a 0.47 correlation, their price movements are largely independent.

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.

Returns By Period

The year-to-date returns for both investments are quite close, with ENVA having a 4.05% return and AGM slightly higher at 4.22%. Over the past 10 years, ENVA has outperformed AGM with an annualized return of 36.32%, while AGM has yielded a comparatively lower 21.44% annualized return.

ENVA

• 1D: -0.46%
• 1M: -4.31%
• YTD: 4.05%
• 6M: 24.97%
• 1Y: 76.05%
• 3Y*: 49.65%
• 5Y*: 34.70%
• 10Y*: 36.32%

AGM

• 1D: 1.51%
• 1M: 3.61%
• YTD: 4.22%
• 6M: 5.88%
• 1Y: 0.54%
• 3Y*: 12.13%
• 5Y*: 15.87%
• 10Y*: 21.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ENVA vs. AGM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENVA Enova International, Inc.	4.05%	63.95%	73.19%	44.28%	-6.32%	65.36%	2.95%	23.64%	28.03%	21.12%
AGM Federal Agricultural Mortgage Corporation	4.22%	-7.96%	6.08%	74.61%	-5.83%	72.62%	-6.60%	43.16%	-20.38%	39.64%

Correlation

The correlation between ENVA and AGM is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Nov 14, 2014	0.47

The correlation between ENVA and AGM shifts across timeframes, from 0.45 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS ENVA : $12.29 AGM : $24.06
PE Ratio ENVA : 13.30 AGM : 7.53
PEG Ratio ENVA : 0.72 AGM : 0.56
PS Ratio ENVA : 1.32 AGM : 1.17
Total Revenue (TTM) ENVA : $3.28B AGM : $1.35B
Gross Profit (TTM) ENVA : $1.23B AGM : $295.93M
EBITDA (TTM) ENVA : $456.13M AGM : $192.59M

Return for Risk

ENVA vs. AGM — Risk / Return Rank

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

ENVA

ENVA Risk / Return Rank: 84
ENVA Sharpe Ratio Rank: 87
ENVA Sortino Ratio Rank: 84
ENVA Omega Ratio Rank: 82
ENVA Calmar Ratio Rank: 82
ENVA Martin Ratio Rank: 83

AGM

AGM Risk / Return Rank: 38
AGM Sharpe Ratio Rank: 41
AGM Sortino Ratio Rank: 35
AGM Omega Ratio Rank: 35
AGM Calmar Ratio Rank: 40
AGM Martin Ratio Rank: 39

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.

ENVA vs. AGM - Risk-Adjusted Trends 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.

	ENVA	AGM	Difference
Sharpe ratio Return per unit of total volatility	2.03	0.02	+2.02
Sortino ratio Return per unit of downside risk	2.66	0.23	+2.43
Omega ratio Gain probability vs. loss probability	1.33	1.03	+0.30
Calmar ratio Return relative to maximum drawdown	3.09	0.02	+3.07
Martin ratio Return relative to average drawdown	8.01	0.03	+7.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENVA vs. AGM - Sharpe Ratio Comparison

The current ENVA Sharpe Ratio is 2.03, which is higher than the AGM Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of ENVA and AGM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ENVA	AGM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	0.02	+2.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.53	+0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.62	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.32	0.00

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.

Drawdown Indicators

	ENVA	AGM	Difference
Max Drawdown Largest peak-to-trough decline	-81.56%	-94.63%	+13.07%
Max Drawdown (1Y) Largest decline over 1 year	-24.75%	-31.94%	+7.19%
Max Drawdown (3Y) Largest decline over 3 years	-37.01%	-32.54%	-4.47%
Max Drawdown (5Y) Largest decline over 5 years	-42.84%	-32.54%	-10.30%
Max Drawdown (10Y) Largest decline over 10 years	-77.57%	-53.30%	-24.27%
Current Drawdown Current decline from peak	-6.48%	-12.14%	+5.66%
Average Drawdown Average peak-to-trough decline	-29.64%	-27.87%	-1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.55%	16.79%	-7.24%

Volatility

ENVA vs. AGM - Volatility Comparison

Enova International, Inc. (ENVA) has a higher volatility of 9.90% compared to Federal Agricultural Mortgage Corporation (AGM) at 8.93%. 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.

Volatility by Period

	ENVA	AGM	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.90%	8.93%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	27.65%	24.41%	+3.24%
Volatility (1Y) Calculated over the trailing 1-year period	37.59%	31.77%	+5.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.23%	29.83%	+10.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.30%	34.49%	+14.81%

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 3.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGM Federal Agricultural Mortgage Corporation	3.37%	3.42%	2.84%	2.30%	3.37%	2.84%	4.31%	3.35%	3.84%	1.84%	1.82%	2.03%
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%

Financials

ENVA vs. AGM - Profitability Comparison

The chart below illustrates the profitability comparison between Enova International, Inc. and Federal Agricultural Mortgage Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ENVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a gross profit of 0.00 and revenue of 875.14M. Therefore, the gross margin over that period was 0.0%.

AGM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal Agricultural Mortgage Corporation reported a gross profit of 0.00 and revenue of 415.96M. Therefore, the gross margin over that period was 0.0%.

ENVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported an operating income of 207.11M and revenue of 875.14M, resulting in an operating margin of 23.7%.

AGM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal Agricultural Mortgage Corporation reported an operating income of 0.00 and revenue of 415.96M, resulting in an operating margin of 0.0%.

ENVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a net income of 91.10M and revenue of 875.14M, resulting in a net margin of 10.4%.

AGM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal Agricultural Mortgage Corporation reported a net income of 51.83M and revenue of 415.96M, resulting in a net margin of 12.5%.

Frequently Asked Questions

Can I hold both ENVA and AGM in my portfolio?

ENVA and AGM have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ENVA or AGM?

ENVA has higher volatility (9.90%) compared to AGM (8.93%). In terms of maximum drawdown, ENVA dropped -81.56% vs AGM's -94.63%.

Which has better risk-adjusted returns?

ENVA currently has the higher Sharpe Ratio (2.03 vs 0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.