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

Key characteristics


GHCAGM
YTD Return16.47%-2.05%
1Y Return36.87%24.29%
3Y Return (Ann)11.36%20.17%
5Y Return (Ann)5.81%22.22%
10Y Return (Ann)7.95%22.62%
Sharpe Ratio1.490.82
Sortino Ratio2.141.23
Omega Ratio1.261.16
Calmar Ratio1.901.23
Martin Ratio7.603.10
Ulcer Index5.08%8.10%
Daily Std Dev25.93%30.61%
Max Drawdown-67.54%-94.63%
Current Drawdown-1.96%-14.28%

Fundamentals


GHCAGM
Market Cap$3.54B$1.93B
EPS$30.29$16.39
PE Ratio26.6011.17
PEG Ratio0.001.46
Total Revenue (TTM)$3.50B$508.99M
Gross Profit (TTM)$960.66M$508.99M
EBITDA (TTM)$327.72M$439.62M

Correlation

-0.50.00.51.00.3

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.


-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
6.28%
-2.42%
GHC
AGM

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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.


GHC
Sharpe ratio
The chart of Sharpe ratio for GHC, currently valued at 1.49, compared to the broader market-4.00-2.000.002.001.49
Sortino ratio
The chart of Sortino ratio for GHC, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.14
Omega ratio
The chart of Omega ratio for GHC, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for GHC, currently valued at 1.90, compared to the broader market0.002.004.006.001.90
Martin ratio
The chart of Martin ratio for GHC, currently valued at 7.60, compared to the broader market-10.000.0010.0020.007.60
AGM
Sharpe ratio
The chart of Sharpe ratio for AGM, currently valued at 0.82, compared to the broader market-4.00-2.000.002.000.82
Sortino ratio
The chart of Sortino ratio for AGM, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.23
Omega ratio
The chart of Omega ratio for AGM, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for AGM, currently valued at 1.23, compared to the broader market0.002.004.006.001.23
Martin ratio
The chart of Martin ratio for AGM, currently valued at 3.10, compared to the broader market-10.000.0010.0020.003.10

GHC vs. AGM - Sharpe Ratio Comparison

The current GHC Sharpe Ratio is 1.49, which is higher than the AGM Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of GHC and AGM, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.49
0.82
GHC
AGM

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.


TTM20232022202120202019201820172016201520142013
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.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.96%
-14.28%
GHC
AGM

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.


4.00%6.00%8.00%10.00%12.00%14.00%MayJuneJulyAugustSeptemberOctober
6.62%
6.50%
GHC
AGM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items