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

Correlation

The correlation between FARM and AGM is 0.23, 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.


-0.50.00.51.00.2

Performance

FARM vs. AGM - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-19.14%
8.61%
FARM
AGM

Key characteristics

Sharpe Ratio

FARM:

-0.68

AGM:

0.38

Sortino Ratio

FARM:

-0.92

AGM:

0.74

Omega Ratio

FARM:

0.90

AGM:

1.10

Calmar Ratio

FARM:

-0.41

AGM:

0.63

Martin Ratio

FARM:

-1.08

AGM:

1.26

Ulcer Index

FARM:

35.96%

AGM:

9.31%

Daily Std Dev

FARM:

56.85%

AGM:

30.78%

Max Drawdown

FARM:

-95.57%

AGM:

-94.63%

Current Drawdown

FARM:

-94.05%

AGM:

-7.23%

Fundamentals

Market Cap

FARM:

$46.98M

AGM:

$2.10B

EPS

FARM:

-$0.49

AGM:

$15.55

PEG Ratio

FARM:

1.63

AGM:

1.62

Total Revenue (TTM)

FARM:

$344.84M

AGM:

$514.28M

Gross Profit (TTM)

FARM:

$143.18M

AGM:

$514.28M

EBITDA (TTM)

FARM:

$2.90M

AGM:

$584.62M

Returns By Period

In the year-to-date period, FARM achieves a 22.22% return, which is significantly higher than AGM's 1.27% return. Over the past 10 years, FARM has underperformed AGM with an annualized return of -21.34%, while AGM has yielded a comparatively higher 23.72% annualized return.


FARM

YTD

22.22%

1M

30.18%

6M

-19.12%

1Y

-39.39%

5Y*

-31.40%

10Y*

-21.34%

AGM

YTD

1.27%

1M

1.96%

6M

8.61%

1Y

11.04%

5Y*

27.00%

10Y*

23.72%

*Annualized

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Risk-Adjusted Performance

FARM vs. AGM — Risk-Adjusted Performance Rank

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

FARM
The Risk-Adjusted Performance Rank of FARM is 1616
Overall Rank
The Sharpe Ratio Rank of FARM is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FARM is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FARM is 1414
Omega Ratio Rank
The Calmar Ratio Rank of FARM is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FARM is 1919
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.

FARM vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmer Bros. Co. (FARM) 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 FARM, currently valued at -0.68, compared to the broader market-2.000.002.004.00-0.680.38
The chart of Sortino ratio for FARM, currently valued at -0.92, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.920.74
The chart of Omega ratio for FARM, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.10
The chart of Calmar ratio for FARM, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.410.63
The chart of Martin ratio for FARM, currently valued at -1.08, compared to the broader market0.0010.0020.0030.00-1.081.26
FARM
AGM

The current FARM Sharpe Ratio is -0.68, which is lower than the AGM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FARM 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 Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.68
0.38
FARM
AGM

Dividends

FARM vs. AGM - Dividend Comparison

FARM has not paid dividends to shareholders, while AGM's dividend yield for the trailing twelve months is around 2.81%.


TTM20242023202220212020201920182017201620152014
FARM
Farmer Bros. Co.
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

FARM vs. AGM - Drawdown Comparison

The maximum FARM drawdown since its inception was -95.57%, roughly equal to the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for FARM and AGM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-94.05%
-7.23%
FARM
AGM

Volatility

FARM vs. AGM - Volatility Comparison

Farmer Bros. Co. (FARM) has a higher volatility of 27.00% compared to Federal Agricultural Mortgage Corporation (AGM) at 3.53%. This indicates that FARM'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.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
27.00%
3.53%
FARM
AGM

Financials

FARM vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Farmer Bros. Co. 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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