PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ENVA vs. AGM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENVA and AGM is 0.46, 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.


-0.50.00.51.00.5

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.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
33.54%
6.90%
ENVA
AGM

Key characteristics

Sharpe Ratio

ENVA:

2.85

AGM:

0.38

Sortino Ratio

ENVA:

3.61

AGM:

0.74

Omega Ratio

ENVA:

1.45

AGM:

1.10

Calmar Ratio

ENVA:

6.65

AGM:

0.63

Martin Ratio

ENVA:

18.26

AGM:

1.26

Ulcer Index

ENVA:

5.05%

AGM:

9.31%

Daily Std Dev

ENVA:

32.25%

AGM:

30.78%

Max Drawdown

ENVA:

-81.56%

AGM:

-94.63%

Current Drawdown

ENVA:

-5.78%

AGM:

-7.23%

Fundamentals

Market Cap

ENVA:

$2.83B

AGM:

$2.10B

EPS

ENVA:

$7.43

AGM:

$15.55

PE Ratio

ENVA:

14.77

AGM:

12.83

PEG Ratio

ENVA:

0.00

AGM:

1.62

Total Revenue (TTM)

ENVA:

$1.93B

AGM:

$514.28M

Gross Profit (TTM)

ENVA:

$902.96M

AGM:

$514.28M

EBITDA (TTM)

ENVA:

$382.67M

AGM:

$584.62M

Returns By Period

In the year-to-date period, ENVA achieves a 14.48% return, which is significantly higher than AGM's 1.27% return. Over the past 10 years, ENVA has underperformed AGM with an annualized return of 16.84%, while AGM has yielded a comparatively higher 23.72% annualized return.


ENVA

YTD

14.48%

1M

1.99%

6M

34.54%

1Y

84.44%

5Y*

38.34%

10Y*

16.84%

AGM

YTD

1.27%

1M

1.96%

6M

8.61%

1Y

11.04%

5Y*

27.00%

10Y*

23.72%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 9696
Overall Rank
The Sharpe Ratio Rank of ENVA is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ENVA is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ENVA is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ENVA is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ENVA is 9797
Martin Ratio Rank

AGM
The Risk-Adjusted Performance Rank of AGM is 5757
Overall Rank
The Sharpe Ratio Rank of AGM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 5050
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 7070
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 5959
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.


Sharpe ratio
The chart of Sharpe ratio for ENVA, currently valued at 2.85, compared to the broader market-2.000.002.004.002.850.38
The chart of Sortino ratio for ENVA, currently valued at 3.61, compared to the broader market-6.00-4.00-2.000.002.004.006.003.610.74
The chart of Omega ratio for ENVA, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.10
The chart of Calmar ratio for ENVA, currently valued at 6.65, compared to the broader market0.002.004.006.006.650.63
The chart of Martin ratio for ENVA, currently valued at 18.26, compared to the broader market0.0010.0020.0030.0018.261.26
ENVA
AGM

The current ENVA Sharpe Ratio is 2.85, which is higher than the AGM Sharpe Ratio of 0.38. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
2.85
0.38
ENVA
AGM

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 2.81%.


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
2.81%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.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.78%
-7.23%
ENVA
AGM

Volatility

ENVA vs. AGM - Volatility Comparison

Enova International, Inc. (ENVA) has a higher volatility of 6.78% compared to Federal Agricultural Mortgage Corporation (AGM) at 3.53%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
6.78%
3.53%
ENVA
AGM

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab