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

Correlation

The correlation between NXST and AGM is 0.31, 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

NXST vs. AGM - Performance Comparison

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

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
1,459.13%
1,091.25%
NXST
AGM

Key characteristics

Sharpe Ratio

NXST:

0.19

AGM:

0.38

Sortino Ratio

NXST:

0.48

AGM:

0.73

Omega Ratio

NXST:

1.06

AGM:

1.09

Calmar Ratio

NXST:

0.24

AGM:

0.63

Martin Ratio

NXST:

0.72

AGM:

1.33

Ulcer Index

NXST:

8.46%

AGM:

8.89%

Daily Std Dev

NXST:

32.71%

AGM:

31.38%

Max Drawdown

NXST:

-96.66%

AGM:

-94.63%

Current Drawdown

NXST:

-19.83%

AGM:

-7.20%

Fundamentals

Market Cap

NXST:

$5.01B

AGM:

$2.20B

EPS

NXST:

$17.23

AGM:

$15.54

PE Ratio

NXST:

9.37

AGM:

13.46

PEG Ratio

NXST:

0.52

AGM:

1.70

Total Revenue (TTM)

NXST:

$5.22B

AGM:

$599.28M

Gross Profit (TTM)

NXST:

$2.41B

AGM:

$456.49M

EBITDA (TTM)

NXST:

$2.02B

AGM:

$645.04M

Returns By Period

In the year-to-date period, NXST achieves a 5.38% return, which is significantly lower than AGM's 7.47% return. Over the past 10 years, NXST has underperformed AGM with an annualized return of 14.34%, while AGM has yielded a comparatively higher 25.03% annualized return.


NXST

YTD

5.38%

1M

-5.00%

6M

3.07%

1Y

3.65%

5Y*

9.22%

10Y*

14.34%

AGM

YTD

7.47%

1M

-0.45%

6M

15.93%

1Y

9.07%

5Y*

22.50%

10Y*

25.03%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NXST vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nexstar Media Group, Inc. (NXST) 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 NXST, currently valued at 0.19, compared to the broader market-4.00-2.000.002.000.190.38
The chart of Sortino ratio for NXST, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.000.480.73
The chart of Omega ratio for NXST, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.09
The chart of Calmar ratio for NXST, currently valued at 0.24, compared to the broader market0.002.004.006.000.240.63
The chart of Martin ratio for NXST, currently valued at 0.72, compared to the broader market-5.000.005.0010.0015.0020.0025.000.721.33
NXST
AGM

The current NXST Sharpe Ratio is 0.19, which is lower than the AGM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of NXST 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.19
0.38
NXST
AGM

Dividends

NXST vs. AGM - Dividend Comparison

NXST's dividend yield for the trailing twelve months is around 4.27%, more than AGM's 2.81% yield.


TTM20232022202120202019201820172016201520142013
NXST
Nexstar Media Group, Inc.
4.27%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%
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

NXST vs. AGM - Drawdown Comparison

The maximum NXST drawdown since its inception was -96.66%, roughly equal to the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for NXST and AGM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.83%
-7.20%
NXST
AGM

Volatility

NXST vs. AGM - Volatility Comparison

The current volatility for Nexstar Media Group, Inc. (NXST) is 5.79%, while Federal Agricultural Mortgage Corporation (AGM) has a volatility of 7.36%. This indicates that NXST 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%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.79%
7.36%
NXST
AGM

Financials

NXST vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Nexstar Media Group, 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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