GHC vs. AGM
Compare and contrast key facts about Graham Holdings Company (GHC) and Federal Agricultural Mortgage Corporation (AGM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GHC or AGM.
Key characteristics
| GHC | AGM | |
|---|---|---|
| YTD Return | 16.47% | -2.05% |
| 1Y Return | 36.87% | 24.29% |
| 3Y Return (Ann) | 11.36% | 20.17% |
| 5Y Return (Ann) | 5.81% | 22.22% |
| 10Y Return (Ann) | 7.95% | 22.62% |
| Sharpe Ratio | 1.49 | 0.82 |
| Sortino Ratio | 2.14 | 1.23 |
| Omega Ratio | 1.26 | 1.16 |
| Calmar Ratio | 1.90 | 1.23 |
| Martin Ratio | 7.60 | 3.10 |
| Ulcer Index | 5.08% | 8.10% |
| Daily Std Dev | 25.93% | 30.61% |
| Max Drawdown | -67.54% | -94.63% |
| Current Drawdown | -1.96% | -14.28% |
Fundamentals
| GHC | AGM | |
|---|---|---|
| Market Cap | $3.54B | $1.93B |
| EPS | $30.29 | $16.39 |
| PE Ratio | 26.60 | 11.17 |
| PEG Ratio | 0.00 | 1.46 |
| Total Revenue (TTM) | $3.50B | $508.99M |
| Gross Profit (TTM) | $960.66M | $508.99M |
| EBITDA (TTM) | $327.72M | $439.62M |
Correlation
The correlation between GHC 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.
Performance
GHC vs. AGM - Performance Comparison
In the year-to-date period, GHC achieves a 16.47% return, which is significantly higher than AGM's -2.05% return. Over the past 10 years, GHC has underperformed AGM with an annualized return of 7.95%, while AGM has yielded a comparatively higher 22.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GHC vs. AGM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Graham Holdings Company (GHC) 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.
Dividends
GHC vs. AGM - Dividend Comparison
GHC's dividend yield for the trailing twelve months is around 0.85%, less than AGM's 2.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GHC Graham Holdings Company | 0.85% | 0.95% | 1.05% | 0.96% | 1.09% | 0.87% | 0.83% | 0.91% | 0.95% | 1.77% | 1.18% | 0.00% |
AGM Federal Agricultural Mortgage Corporation | 2.89% | 2.30% | 3.37% | 2.84% | 4.31% | 3.35% | 3.84% | 1.84% | 1.82% | 2.03% | 1.85% | 1.40% |
Drawdowns
GHC vs. AGM - Drawdown Comparison
The maximum GHC drawdown since its inception was -67.54%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for GHC and AGM. For additional features, visit the drawdowns tool.
Volatility
GHC vs. AGM - Volatility Comparison
Graham Holdings Company (GHC) and Federal Agricultural Mortgage Corporation (AGM) have volatilities of 6.62% and 6.50%, 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.
Financials
GHC vs. AGM - Financials Comparison
This section allows you to compare key financial metrics between Graham Holdings Company 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.
Total Revenue: Total amount of money received from sales and other business activities