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FNMAS vs. AGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FNMAS vs. AGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal National Mortgage Association (FNMAS) and Argan, Inc. (AGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNMAS achieves a -23.57% return, which is significantly lower than AGX's 98.28% return. Over the past 10 years, FNMAS has underperformed AGX with an annualized return of 9.52%, while AGX has yielded a comparatively higher 34.05% annualized return.


FNMAS

1D
-0.51%
1M
-8.49%
YTD
-23.57%
6M
-23.67%
1Y
-13.46%
3Y*
92.97%
5Y*
12.19%
10Y*
9.52%

AGX

1D
-10.76%
1M
-8.86%
YTD
98.28%
6M
94.57%
1Y
156.50%
3Y*
156.79%
5Y*
69.15%
10Y*
34.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNMAS vs. AGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNMAS
Federal National Mortgage Association
-23.57%27.66%270.50%37.61%-25.00%-63.64%-28.20%71.94%-21.02%10.00%
AGX
Argan, Inc.
98.28%130.61%198.31%30.24%-2.01%-11.64%19.15%8.62%-14.32%-34.26%

Correlation

The correlation between FNMAS and AGX is 0.07, 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

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.08

Fundamentals

Market Cap

FNMAS:

$68.59B

AGX:

$8.80B

EPS

FNMAS:

$2.77

AGX:

$11.38

PE Ratio

FNMAS:

4.20

AGX:

54.46

PEG Ratio

FNMAS:

0.00

AGX:

0.99

PS Ratio

FNMAS:

0.43

AGX:

8.43

Total Revenue (TTM)

FNMAS:

$160.91B

AGX:

$1.04B

Gross Profit (TTM)

FNMAS:

$85.61B

AGX:

$217.93M

EBITDA (TTM)

FNMAS:

$143.41B

AGX:

$163.99M

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Return for Risk

FNMAS vs. AGX — Risk / Return Rank

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

FNMAS
FNMAS Risk / Return Rank: 2828
Overall Rank
FNMAS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FNMAS Sortino Ratio Rank: 2626
Sortino Ratio Rank
FNMAS Omega Ratio Rank: 2626
Omega Ratio Rank
FNMAS Calmar Ratio Rank: 3131
Calmar Ratio Rank
FNMAS Martin Ratio Rank: 2929
Martin Ratio Rank

AGX
AGX Risk / Return Rank: 9191
Overall Rank
AGX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AGX Sortino Ratio Rank: 8888
Sortino Ratio Rank
AGX Omega Ratio Rank: 8686
Omega Ratio Rank
AGX Calmar Ratio Rank: 9494
Calmar Ratio Rank
AGX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNMAS vs. AGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal National Mortgage Association (FNMAS) and Argan, Inc. (AGX). 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.


FNMASAGXDifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-3.12

Omega ratioGain probability vs. loss probability

0.97

1.36

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.35

6.31

-6.66

Martin ratioReturn relative to average drawdown

-0.71

18.30

-19.01

FNMAS vs. AGX - Sharpe Ratio Comparison

The current FNMAS Sharpe Ratio is -0.34, which is lower than the AGX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FNMAS and AGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FNMASAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

2.10

-2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

1.37

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.75

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.05

+0.14

Drawdowns

FNMAS vs. AGX - Drawdown Comparison

The maximum FNMAS drawdown since its inception was -89.36%, smaller than the maximum AGX drawdown of -94.37%. Use the drawdown chart below to compare losses from any high point for FNMAS and AGX.


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Drawdown Indicators


FNMASAGXDifference

Max Drawdown

Largest peak-to-trough decline

-89.36%

-94.37%

+5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-38.53%

-24.96%

-13.57%

Max Drawdown (3Y)

Largest decline over 3 years

-38.53%

-43.75%

+5.22%

Max Drawdown (5Y)

Largest decline over 5 years

-78.17%

-43.75%

-34.42%

Max Drawdown (10Y)

Largest decline over 10 years

-89.36%

-54.61%

-34.75%

Current Drawdown

Current decline from peak

-33.75%

-16.32%

-17.43%

Average Drawdown

Average peak-to-trough decline

-42.66%

-48.35%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.09%

9.50%

+9.59%

Volatility

FNMAS vs. AGX - Volatility Comparison

The current volatility for Federal National Mortgage Association (FNMAS) is 8.05%, while Argan, Inc. (AGX) has a volatility of 17.80%. This indicates that FNMAS experiences smaller price fluctuations and is considered to be less risky than AGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNMASAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

17.80%

-9.75%

Volatility (6M)

Calculated over the trailing 6-month period

32.08%

55.76%

-23.68%

Volatility (1Y)

Calculated over the trailing 1-year period

39.67%

75.04%

-35.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.73%

50.86%

+15.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.20%

45.84%

+15.36%

Dividends

FNMAS vs. AGX - Dividend Comparison

FNMAS has not paid dividends to shareholders, while AGX's dividend yield for the trailing twelve months is around 0.30%.


PositionTTM20252024202320222021202020192018201720162015
AGX
Argan, Inc.
0.30%0.52%0.93%2.24%2.71%1.94%7.31%2.49%1.98%4.44%1.42%2.16%
FNMAS
Federal National Mortgage Association
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FNMAS vs. AGX - Financials Comparison

This section allows you to compare key financial metrics between Federal National Mortgage Association and Argan, Inc.. 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
40.22B
290.95M
(FNMAS) Total Revenue
(AGX) Total Revenue
Values in USD except per share items

FNMAS vs. AGX - Profitability Comparison

The chart below illustrates the profitability comparison between Federal National Mortgage Association and Argan, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
21.0%
Portfolio components
FNMAS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported a gross profit of 0.00 and revenue of 40.22B. Therefore, the gross margin over that period was 0.0%.

AGX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Argan, Inc. reported a gross profit of 61.11M and revenue of 290.95M. Therefore, the gross margin over that period was 21.0%.

FNMAS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported an operating income of 0.00 and revenue of 40.22B, resulting in an operating margin of 0.0%.

AGX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Argan, Inc. reported an operating income of 45.40M and revenue of 290.95M, resulting in an operating margin of 15.6%.

FNMAS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported a net income of 5.61B and revenue of 40.22B, resulting in a net margin of 13.9%.

AGX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Argan, Inc. reported a net income of 46.06M and revenue of 290.95M, resulting in a net margin of 15.8%.


Frequently Asked Questions


FNMAS and AGX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGX has higher volatility (17.80%) compared to FNMAS (8.05%). In terms of maximum drawdown, FNMAS dropped -89.36% vs AGX's -94.37%.

AGX currently has the higher Sharpe Ratio (2.10 vs -0.34), 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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