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

Correlation

The correlation between FPI and AGM is 0.26, 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.


-0.50.00.51.00.3

Performance

FPI vs. AGM - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
37.40%
687.76%
FPI
AGM

Key characteristics

Sharpe Ratio

FPI:

0.03

AGM:

0.38

Sortino Ratio

FPI:

0.24

AGM:

0.73

Omega Ratio

FPI:

1.03

AGM:

1.09

Calmar Ratio

FPI:

0.02

AGM:

0.63

Martin Ratio

FPI:

0.06

AGM:

1.33

Ulcer Index

FPI:

13.84%

AGM:

8.89%

Daily Std Dev

FPI:

25.91%

AGM:

31.38%

Max Drawdown

FPI:

-59.74%

AGM:

-94.63%

Current Drawdown

FPI:

-19.07%

AGM:

-7.20%

Fundamentals

Market Cap

FPI:

$623.13M

AGM:

$2.20B

EPS

FPI:

$0.29

AGM:

$15.54

PE Ratio

FPI:

43.52

AGM:

13.46

PEG Ratio

FPI:

0.00

AGM:

1.70

Total Revenue (TTM)

FPI:

$58.34M

AGM:

$599.28M

Gross Profit (TTM)

FPI:

$39.85M

AGM:

$456.49M

EBITDA (TTM)

FPI:

$34.00M

AGM:

$645.04M

Returns By Period

In the year-to-date period, FPI achieves a 0.36% return, which is significantly lower than AGM's 7.47% return. Over the past 10 years, FPI has underperformed AGM with an annualized return of 4.81%, while AGM has yielded a comparatively higher 25.03% annualized return.


FPI

YTD

0.36%

1M

-0.73%

6M

7.56%

1Y

1.51%

5Y*

16.11%

10Y*

4.81%

AGM

YTD

7.47%

1M

-0.45%

6M

15.93%

1Y

9.07%

5Y*

22.50%

10Y*

25.03%

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Risk-Adjusted Performance

FPI vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmland Partners Inc. (FPI) 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 FPI, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.030.38
The chart of Sortino ratio for FPI, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.240.73
The chart of Omega ratio for FPI, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.09
The chart of Calmar ratio for FPI, currently valued at 0.02, compared to the broader market0.002.004.006.000.020.63
The chart of Martin ratio for FPI, currently valued at 0.06, compared to the broader market-5.000.005.0010.0015.0020.0025.000.061.33
FPI
AGM

The current FPI Sharpe Ratio is 0.03, which is lower than the AGM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FPI 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.03
0.38
FPI
AGM

Dividends

FPI vs. AGM - Dividend Comparison

FPI's dividend yield for the trailing twelve months is around 3.65%, more than AGM's 2.81% yield.


TTM20232022202120202019201820172016201520142013
FPI
Farmland Partners Inc.
3.65%3.61%1.85%1.67%2.30%2.95%7.84%5.90%4.59%4.56%3.13%0.00%
AGM
Federal Agricultural Mortgage Corporation
2.81%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%1.40%

Drawdowns

FPI vs. AGM - Drawdown Comparison

The maximum FPI drawdown since its inception was -59.74%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for FPI and AGM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.07%
-7.20%
FPI
AGM

Volatility

FPI vs. AGM - Volatility Comparison

Farmland Partners Inc. (FPI) has a higher volatility of 8.38% compared to Federal Agricultural Mortgage Corporation (AGM) at 7.36%. This indicates that FPI'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%JulyAugustSeptemberOctoberNovemberDecember
8.38%
7.36%
FPI
AGM

Financials

FPI vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Farmland Partners 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
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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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