FCFS vs. AGG
FCFS (FirstCash, Inc.) is a stock, while AGG (iShares Core U.S. Aggregate Bond ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, FCFS returned 18.83%/yr vs 1.57%/yr for AGG. At a correlation of -0.09, they often move in opposite directions.
Performance
FCFS vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, FCFS achieves a 38.75% return, which is significantly higher than AGG's 0.25% return. Over the past 10 years, FCFS has outperformed AGG with an annualized return of 18.83%, while AGG has yielded a comparatively lower 1.57% annualized return.
FCFS
- 1D
- 5.24%
- 1M
- -0.40%
- YTD
- 38.75%
- 6M
- 36.27%
- 1Y
- 75.73%
- 3Y*
- 31.59%
- 5Y*
- 23.45%
- 10Y*
- 18.83%
AGG
- 1D
- -0.21%
- 1M
- 0.24%
- YTD
- 0.25%
- 6M
- 0.09%
- 1Y
- 5.14%
- 3Y*
- 3.95%
- 5Y*
- 0.10%
- 10Y*
- 1.57%
FCFS vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCFS FirstCash, Inc. | 38.75% | 55.68% | -3.20% | 26.45% | 18.03% | 8.47% | -11.74% | 12.72% | 8.48% | 45.56% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.25% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between FCFS and AGG is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2003 | -0.09 |
The correlation between FCFS and AGG shifts across timeframes, from -0.09 (all time) to 0.05 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FCFS vs. AGG — Risk / Return Rank
FCFS
AGG
FCFS vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FirstCash, Inc. (FCFS) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| FCFS | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.24 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.97 | 1.87 | +4.10 |
| Martin ratioReturn relative to average drawdown | 25.71 | 5.73 | +19.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCFS | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 1.34 | +1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.02 | +0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.29 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.59 | -0.25 |
Drawdowns
FCFS vs. AGG - Drawdown Comparison
The maximum FCFS drawdown since its inception was -90.26%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for FCFS and AGG.
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Drawdown Indicators
| FCFS | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.26% | -18.43% | -71.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -2.76% | -9.99% |
Max Drawdown (3Y)Largest decline over 3 years | -23.38% | -6.11% | -17.27% |
Max Drawdown (5Y)Largest decline over 5 years | -35.70% | -17.82% | -17.88% |
Max Drawdown (10Y)Largest decline over 10 years | -50.16% | -18.43% | -31.73% |
Current DrawdownCurrent decline from peak | -5.31% | -2.14% | -3.17% |
Average DrawdownAverage peak-to-trough decline | -24.26% | -2.71% | -21.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.90% | +2.06% |
Volatility
FCFS vs. AGG - Volatility Comparison
FirstCash, Inc. (FCFS) has a higher volatility of 9.13% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.30%. This indicates that FCFS's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCFS | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 1.30% | +7.83% |
Volatility (6M)Calculated over the trailing 6-month period | 19.07% | 2.74% | +16.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.56% | 3.85% | +24.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.36% | 6.09% | +23.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.53% | 5.40% | +25.13% |
Dividends
FCFS vs. AGG - Dividend Comparison
FCFS's dividend yield for the trailing twelve months is around 0.76%, less than AGG's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.99% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
FCFS FirstCash, Inc. | 0.76% | 1.00% | 1.41% | 1.25% | 1.45% | 1.56% | 1.54% | 1.27% | 1.26% | 1.14% | 1.20% | 0.00% |
Frequently Asked Questions
FCFS and AGG have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCFS has higher volatility (9.13%) compared to AGG (1.30%). In terms of maximum drawdown, FCFS dropped -90.26% vs AGG's -18.43%.
FCFS currently has the higher Sharpe Ratio (2.67 vs 1.34), 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.
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