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

Correlation

The correlation between MBIN and AGM is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

MBIN vs. AGM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-9.84%
15.75%
MBIN
AGM

Key characteristics

Sharpe Ratio

MBIN:

-0.30

AGM:

0.35

Sortino Ratio

MBIN:

-0.12

AGM:

0.70

Omega Ratio

MBIN:

0.98

AGM:

1.09

Calmar Ratio

MBIN:

-0.42

AGM:

0.58

Martin Ratio

MBIN:

-0.85

AGM:

1.23

Ulcer Index

MBIN:

15.39%

AGM:

8.88%

Daily Std Dev

MBIN:

44.00%

AGM:

31.39%

Max Drawdown

MBIN:

-53.77%

AGM:

-94.63%

Current Drawdown

MBIN:

-31.35%

AGM:

-7.31%

Fundamentals

Market Cap

MBIN:

$1.71B

AGM:

$2.20B

EPS

MBIN:

$6.03

AGM:

$15.54

PE Ratio

MBIN:

6.19

AGM:

13.46

Total Revenue (TTM)

MBIN:

$1.20B

AGM:

$599.28M

Gross Profit (TTM)

MBIN:

$1.59B

AGM:

$456.49M

EBITDA (TTM)

MBIN:

$296.97M

AGM:

$645.04M

Returns By Period

In the year-to-date period, MBIN achieves a -14.85% return, which is significantly lower than AGM's 7.34% return.


MBIN

YTD

-14.85%

1M

-7.63%

6M

-9.84%

1Y

-12.27%

5Y*

23.58%

10Y*

N/A

AGM

YTD

7.34%

1M

-2.20%

6M

15.75%

1Y

11.66%

5Y*

22.49%

10Y*

25.17%

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Risk-Adjusted Performance

MBIN vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Merchants Bancorp (MBIN) 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 MBIN, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00-0.300.35
The chart of Sortino ratio for MBIN, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.00-0.120.70
The chart of Omega ratio for MBIN, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.09
The chart of Calmar ratio for MBIN, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.420.58
The chart of Martin ratio for MBIN, currently valued at -0.85, compared to the broader market0.0010.0020.00-0.851.23
MBIN
AGM

The current MBIN Sharpe Ratio is -0.30, which is lower than the AGM Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of MBIN 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
-0.30
0.35
MBIN
AGM

Dividends

MBIN vs. AGM - Dividend Comparison

MBIN's dividend yield for the trailing twelve months is around 1.00%, less than AGM's 2.81% yield.


TTM20232022202120202019201820172016201520142013
MBIN
Merchants Bancorp
1.00%0.75%1.15%0.76%1.16%1.42%1.20%0.25%0.00%0.00%0.00%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

MBIN vs. AGM - Drawdown Comparison

The maximum MBIN drawdown since its inception was -53.77%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for MBIN and AGM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.35%
-7.31%
MBIN
AGM

Volatility

MBIN vs. AGM - Volatility Comparison

Merchants Bancorp (MBIN) has a higher volatility of 8.01% compared to Federal Agricultural Mortgage Corporation (AGM) at 7.54%. This indicates that MBIN'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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.01%
7.54%
MBIN
AGM

Financials

MBIN vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Merchants Bancorp 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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