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

Performance

FMCB vs. AGM - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
3.50%
18.52%
FMCB
AGM

Returns By Period

In the year-to-date period, FMCB achieves a -1.15% return, which is significantly lower than AGM's 9.73% return. Over the past 10 years, FMCB has underperformed AGM with an annualized return of 14.38%, while AGM has yielded a comparatively higher 24.74% annualized return.


FMCB

YTD

-1.15%

1M

7.14%

6M

3.50%

1Y

8.76%

5Y (annualized)

8.51%

10Y (annualized)

14.38%

AGM

YTD

9.73%

1M

10.68%

6M

18.52%

1Y

28.06%

5Y (annualized)

24.77%

10Y (annualized)

24.74%

Fundamentals


FMCBAGM
Market Cap$724.48M$2.16B
EPS$118.51$15.55
PE Ratio8.7313.11
PEG Ratio0.001.64
Total Revenue (TTM)$165.89M$600.51M

Key characteristics


FMCBAGM
Sharpe Ratio0.440.89
Sortino Ratio0.841.38
Omega Ratio1.141.18
Calmar Ratio0.771.50
Martin Ratio1.203.17
Ulcer Index9.25%8.85%
Daily Std Dev25.43%31.52%
Max Drawdown-41.99%-94.63%
Current Drawdown-5.69%-3.98%

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Correlation

-0.50.00.51.00.0

The correlation between FMCB and AGM is 0.00, 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.

Risk-Adjusted Performance

FMCB vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmers & Merchants Bancorp (FMCB) 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 FMCB, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.360.89
The chart of Sortino ratio for FMCB, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.721.38
The chart of Omega ratio for FMCB, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.18
The chart of Calmar ratio for FMCB, currently valued at 0.61, compared to the broader market0.002.004.006.000.611.50
The chart of Martin ratio for FMCB, currently valued at 0.93, compared to the broader market0.0010.0020.0030.000.933.17
FMCB
AGM

The current FMCB Sharpe Ratio is 0.44, which is lower than the AGM Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FMCB 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.36
0.89
FMCB
AGM

Dividends

FMCB vs. AGM - Dividend Comparison

FMCB's dividend yield for the trailing twelve months is around 1.70%, less than AGM's 2.58% yield.


TTM20232022202120202019201820172016201520142013
FMCB
Farmers & Merchants Bancorp
1.70%1.62%1.54%1.59%1.94%1.85%1.99%2.00%2.05%2.39%2.74%3.00%
AGM
Federal Agricultural Mortgage Corporation
2.58%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%1.40%

Drawdowns

FMCB vs. AGM - Drawdown Comparison

The maximum FMCB drawdown since its inception was -41.99%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for FMCB and AGM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.69%
-3.98%
FMCB
AGM

Volatility

FMCB vs. AGM - Volatility Comparison

Farmers & Merchants Bancorp (FMCB) and Federal Agricultural Mortgage Corporation (AGM) have volatilities of 12.66% and 12.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
12.66%
12.62%
FMCB
AGM

Financials

FMCB vs. AGM - Financials Comparison

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