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

Correlation

The correlation between R and AGM is 0.39, 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

R vs. AGM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

R:

0.91

AGM:

0.34

Sortino Ratio

R:

1.40

AGM:

0.73

Omega Ratio

R:

1.17

AGM:

1.09

Calmar Ratio

R:

1.15

AGM:

0.46

Martin Ratio

R:

3.18

AGM:

0.98

Ulcer Index

R:

8.63%

AGM:

10.54%

Daily Std Dev

R:

32.67%

AGM:

29.62%

Max Drawdown

R:

-74.02%

AGM:

-94.63%

Current Drawdown

R:

-7.37%

AGM:

-9.22%

Fundamentals

Market Cap

R:

$6.51B

AGM:

$2.06B

EPS

R:

$11.46

AGM:

$16.23

PE Ratio

R:

13.75

AGM:

12.11

PEG Ratio

R:

1.22

AGM:

1.62

PS Ratio

R:

0.51

AGM:

5.76

PB Ratio

R:

2.20

AGM:

1.93

Total Revenue (TTM)

R:

$12.70B

AGM:

$496.95M

Gross Profit (TTM)

R:

$2.54B

AGM:

$405.52M

EBITDA (TTM)

R:

$2.86B

AGM:

$469.32M

Returns By Period

In the year-to-date period, R achieves a 1.42% return, which is significantly higher than AGM's -0.90% return. Over the past 10 years, R has underperformed AGM with an annualized return of 8.39%, while AGM has yielded a comparatively higher 23.41% annualized return.


R

YTD

1.42%

1M

14.62%

6M

-1.55%

1Y

29.43%

5Y*

43.64%

10Y*

8.39%

AGM

YTD

-0.90%

1M

13.31%

6M

-4.73%

1Y

10.01%

5Y*

31.71%

10Y*

23.41%

*Annualized

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Risk-Adjusted Performance

R vs. AGM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

R
The Risk-Adjusted Performance Rank of R is 7979
Overall Rank
The Sharpe Ratio Rank of R is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of R is 7575
Sortino Ratio Rank
The Omega Ratio Rank of R is 7272
Omega Ratio Rank
The Calmar Ratio Rank of R is 8686
Calmar Ratio Rank
The Martin Ratio Rank of R is 7979
Martin Ratio Rank

AGM
The Risk-Adjusted Performance Rank of AGM is 6363
Overall Rank
The Sharpe Ratio Rank of AGM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

R vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryder System, Inc. (R) 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.


The current R Sharpe Ratio is 0.91, which is higher than the AGM Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of R 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.


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Dividends

R vs. AGM - Dividend Comparison

R's dividend yield for the trailing twelve months is around 1.98%, less than AGM's 2.94% yield.


TTM20242023202220212020201920182017201620152014
R
Ryder System, Inc.
1.98%1.94%2.31%2.87%2.77%3.63%4.05%4.40%2.14%2.28%2.75%1.53%
AGM
Federal Agricultural Mortgage Corporation
2.94%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%

Drawdowns

R vs. AGM - Drawdown Comparison

The maximum R drawdown since its inception was -74.02%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for R and AGM. For additional features, visit the drawdowns tool.


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Volatility

R vs. AGM - Volatility Comparison

Ryder System, Inc. (R) has a higher volatility of 11.40% compared to Federal Agricultural Mortgage Corporation (AGM) at 7.20%. This indicates that R'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.


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Financials

R vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Ryder System, 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20212022202320242025
3.13B
96.79M
(R) Total Revenue
(AGM) Total Revenue
Values in USD except per share items