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

Correlation

The correlation between FMAO and AGM is 0.16, 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

FMAO vs. AGM - Performance Comparison

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

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
1.96%
6.34%
FMAO
AGM

Key characteristics

Sharpe Ratio

FMAO:

0.48

AGM:

0.28

Sortino Ratio

FMAO:

0.99

AGM:

0.60

Omega Ratio

FMAO:

1.12

AGM:

1.08

Calmar Ratio

FMAO:

0.38

AGM:

0.46

Martin Ratio

FMAO:

2.20

AGM:

0.92

Ulcer Index

FMAO:

9.21%

AGM:

9.31%

Daily Std Dev

FMAO:

42.55%

AGM:

30.73%

Max Drawdown

FMAO:

-62.88%

AGM:

-94.63%

Current Drawdown

FMAO:

-35.22%

AGM:

-7.72%

Fundamentals

Market Cap

FMAO:

$354.95M

AGM:

$2.09B

EPS

FMAO:

$1.90

AGM:

$15.56

PE Ratio

FMAO:

13.64

AGM:

12.75

PEG Ratio

FMAO:

0.00

AGM:

1.61

Total Revenue (TTM)

FMAO:

$111.96M

AGM:

$514.28M

Gross Profit (TTM)

FMAO:

$107.67M

AGM:

$514.28M

EBITDA (TTM)

FMAO:

$26.16M

AGM:

$584.62M

Returns By Period

In the year-to-date period, FMAO achieves a -12.02% return, which is significantly lower than AGM's 0.75% return. Over the past 10 years, FMAO has underperformed AGM with an annualized return of 11.66%, while AGM has yielded a comparatively higher 23.64% annualized return.


FMAO

YTD

-12.02%

1M

-2.96%

6M

1.96%

1Y

23.57%

5Y*

1.64%

10Y*

11.66%

AGM

YTD

0.75%

1M

1.43%

6M

6.34%

1Y

10.67%

5Y*

26.99%

10Y*

23.64%

*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

FMAO vs. AGM — Risk-Adjusted Performance Rank

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

FMAO
The Risk-Adjusted Performance Rank of FMAO is 6161
Overall Rank
The Sharpe Ratio Rank of FMAO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FMAO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FMAO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FMAO is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FMAO is 6767
Martin Ratio Rank

AGM
The Risk-Adjusted Performance Rank of AGM is 5454
Overall Rank
The Sharpe Ratio Rank of AGM is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 4848
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 4747
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 5757
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.

FMAO vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmers & Merchants Bancorp, Inc. (FMAO) 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 FMAO, currently valued at 0.48, compared to the broader market-2.000.002.000.480.28
The chart of Sortino ratio for FMAO, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.006.000.990.60
The chart of Omega ratio for FMAO, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.08
The chart of Calmar ratio for FMAO, currently valued at 0.38, compared to the broader market0.002.004.006.000.380.46
The chart of Martin ratio for FMAO, currently valued at 2.20, compared to the broader market0.0010.0020.0030.002.200.92
FMAO
AGM

The current FMAO Sharpe Ratio is 0.48, which is higher than the AGM Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FMAO 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.48
0.28
FMAO
AGM

Dividends

FMAO vs. AGM - Dividend Comparison

FMAO's dividend yield for the trailing twelve months is around 3.40%, more than AGM's 2.82% yield.


TTM20242023202220212020201920182017201620152014
FMAO
Farmers & Merchants Bancorp, Inc.
3.40%2.99%3.43%2.99%2.16%2.87%2.02%1.45%1.23%3.91%4.05%3.14%
AGM
Federal Agricultural Mortgage Corporation
2.82%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%

Drawdowns

FMAO vs. AGM - Drawdown Comparison

The maximum FMAO drawdown since its inception was -62.88%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for FMAO and AGM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-35.22%
-7.72%
FMAO
AGM

Volatility

FMAO vs. AGM - Volatility Comparison

Farmers & Merchants Bancorp, Inc. (FMAO) has a higher volatility of 10.26% compared to Federal Agricultural Mortgage Corporation (AGM) at 3.45%. This indicates that FMAO'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
10.26%
3.45%
FMAO
AGM

Financials

FMAO vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Farmers & Merchants Bancorp, 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