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

Correlation

The correlation between GAIN and AGM is 0.34, 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

GAIN vs. AGM - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
467.17%
1,454.03%
GAIN
AGM

Key characteristics

Sharpe Ratio

GAIN:

0.40

AGM:

0.38

Sortino Ratio

GAIN:

0.66

AGM:

0.73

Omega Ratio

GAIN:

1.08

AGM:

1.09

Calmar Ratio

GAIN:

0.59

AGM:

0.63

Martin Ratio

GAIN:

1.46

AGM:

1.33

Ulcer Index

GAIN:

5.12%

AGM:

8.89%

Daily Std Dev

GAIN:

18.56%

AGM:

31.38%

Max Drawdown

GAIN:

-80.87%

AGM:

-94.63%

Current Drawdown

GAIN:

-3.66%

AGM:

-7.20%

Fundamentals

Market Cap

GAIN:

$482.09M

AGM:

$2.20B

EPS

GAIN:

$1.04

AGM:

$15.54

PE Ratio

GAIN:

12.63

AGM:

13.46

PEG Ratio

GAIN:

5.46

AGM:

1.70

Total Revenue (TTM)

GAIN:

$118.72M

AGM:

$599.28M

Gross Profit (TTM)

GAIN:

$94.40M

AGM:

$456.49M

EBITDA (TTM)

GAIN:

$45.88M

AGM:

$645.04M

Returns By Period

In the year-to-date period, GAIN achieves a 7.00% return, which is significantly lower than AGM's 7.47% return. Over the past 10 years, GAIN has underperformed AGM with an annualized return of 18.26%, while AGM has yielded a comparatively higher 25.03% annualized return.


GAIN

YTD

7.00%

1M

0.47%

6M

5.44%

1Y

7.60%

5Y*

9.43%

10Y*

18.26%

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

GAIN vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Investment Corporation (GAIN) 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 GAIN, currently valued at 0.40, compared to the broader market-4.00-2.000.002.000.400.38
The chart of Sortino ratio for GAIN, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.660.73
The chart of Omega ratio for GAIN, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.09
The chart of Calmar ratio for GAIN, currently valued at 0.59, compared to the broader market0.002.004.006.000.590.63
The chart of Martin ratio for GAIN, currently valued at 1.46, compared to the broader market-5.000.005.0010.0015.0020.0025.001.461.33
GAIN
AGM

The current GAIN Sharpe Ratio is 0.40, which is comparable to the AGM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of GAIN 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.40
0.38
GAIN
AGM

Dividends

GAIN vs. AGM - Dividend Comparison

GAIN's dividend yield for the trailing twelve months is around 12.33%, more than AGM's 2.81% yield.


TTM20232022202120202019201820172016201520142013
GAIN
Gladstone Investment Corporation
12.33%17.24%9.88%6.06%9.22%7.74%9.88%7.94%8.87%9.68%11.00%8.44%
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

GAIN vs. AGM - Drawdown Comparison

The maximum GAIN drawdown since its inception was -80.87%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for GAIN and AGM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.66%
-7.20%
GAIN
AGM

Volatility

GAIN vs. AGM - Volatility Comparison

The current volatility for Gladstone Investment Corporation (GAIN) is 5.66%, while Federal Agricultural Mortgage Corporation (AGM) has a volatility of 7.36%. This indicates that GAIN experiences smaller price fluctuations and is considered to be less risky 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
5.66%
7.36%
GAIN
AGM

Financials

GAIN vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Gladstone Investment Corporation 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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