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SRCE vs. AGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SRCE vs. AGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1st Source Corporation (SRCE) and Federal Agricultural Mortgage Corporation (AGM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SRCE achieves a 20.87% return, which is significantly higher than AGM's 4.84% return. Over the past 10 years, SRCE has underperformed AGM with an annualized return of 11.04%, while AGM has yielded a comparatively higher 21.35% annualized return.


SRCE

1D
2.63%
1M
1.44%
YTD
20.87%
6M
18.09%
1Y
27.64%
3Y*
23.24%
5Y*
11.16%
10Y*
11.04%

AGM

1D
4.25%
1M
6.33%
YTD
4.84%
6M
5.52%
1Y
0.16%
3Y*
13.04%
5Y*
16.37%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRCE vs. AGM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRCE
1st Source Corporation
20.87%9.76%8.96%6.47%9.81%26.44%-19.85%31.62%-16.90%12.47%
AGM
Federal Agricultural Mortgage Corporation
4.84%-7.96%6.08%74.61%-5.83%72.62%-6.60%43.16%-20.38%39.64%

Correlation

The correlation between SRCE and AGM is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 4, 1996

0.38

The correlation between SRCE and AGM shifts across timeframes, from 0.38 (all time) to 0.59 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SRCE:

$6.58

AGM:

$24.06

PE Ratio

SRCE:

11.34

AGM:

7.57

PEG Ratio

SRCE:

1.33

AGM:

0.56

PS Ratio

SRCE:

3.14

AGM:

1.18

Total Revenue (TTM)

SRCE:

$579.72M

AGM:

$1.35B

Gross Profit (TTM)

SRCE:

$321.15M

AGM:

$295.93M

EBITDA (TTM)

SRCE:

$163.50M

AGM:

$192.59M

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Return for Risk

SRCE vs. AGM — Risk / Return Rank

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

SRCE
SRCE Risk / Return Rank: 7575
Overall Rank
SRCE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SRCE Sortino Ratio Rank: 7373
Sortino Ratio Rank
SRCE Omega Ratio Rank: 7070
Omega Ratio Rank
SRCE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SRCE Martin Ratio Rank: 7979
Martin Ratio Rank

AGM
AGM Risk / Return Rank: 3939
Overall Rank
AGM Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AGM Sortino Ratio Rank: 3636
Sortino Ratio Rank
AGM Omega Ratio Rank: 3636
Omega Ratio Rank
AGM Calmar Ratio Rank: 4141
Calmar Ratio Rank
AGM Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SRCE vs. AGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1st Source Corporation (SRCE) 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.


SRCEAGMDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.23

1.03

+0.19

Calmar ratioReturn relative to maximum drawdown

2.34

0.01

+2.34

Martin ratioReturn relative to average drawdown

6.05

0.01

+6.04

SRCE vs. AGM - Sharpe Ratio Comparison

The current SRCE Sharpe Ratio is 1.27, which is higher than the AGM Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of SRCE and AGM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SRCEAGMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.01

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.55

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.62

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.32

-0.13

Drawdowns

SRCE vs. AGM - Drawdown Comparison

The maximum SRCE drawdown since its inception was -69.18%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for SRCE and AGM.


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Drawdown Indicators


SRCEAGMDifference

Max Drawdown

Largest peak-to-trough decline

-69.18%

-94.63%

+25.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-31.94%

+20.10%

Max Drawdown (3Y)

Largest decline over 3 years

-21.24%

-32.54%

+11.30%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

-32.54%

+1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-51.71%

-53.30%

+1.59%

Current Drawdown

Current decline from peak

0.00%

-11.62%

+11.62%

Average Drawdown

Average peak-to-trough decline

-21.75%

-27.87%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

16.83%

-12.25%

Volatility

SRCE vs. AGM - Volatility Comparison

The current volatility for 1st Source Corporation (SRCE) is 5.24%, while Federal Agricultural Mortgage Corporation (AGM) has a volatility of 10.18%. This indicates that SRCE 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.


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Volatility by Period


SRCEAGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

10.18%

-4.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

25.01%

-10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

21.84%

32.24%

-10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

29.92%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.55%

34.52%

-3.97%

Dividends

SRCE vs. AGM - Dividend Comparison

SRCE's dividend yield for the trailing twelve months is around 2.16%, less than AGM's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
AGM
Federal Agricultural Mortgage Corporation
3.35%3.42%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%
SRCE
1st Source Corporation
2.16%2.43%2.40%2.37%2.37%2.44%2.80%2.12%2.38%1.54%1.61%2.17%

Financials

SRCE vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between 1st Source Corporation 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


100.00M200.00M300.00M400.00M20222023202420252026
126.13M
415.96M
(SRCE) Total Revenue
(AGM) Total Revenue
Values in USD except per share items

SRCE vs. AGM - Profitability Comparison

The chart below illustrates the profitability comparison between 1st Source Corporation and Federal Agricultural Mortgage Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
SRCE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, 1st Source Corporation reported a gross profit of 0.00 and revenue of 126.13M. Therefore, the gross margin over that period was 0.0%.

AGM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal Agricultural Mortgage Corporation reported a gross profit of 0.00 and revenue of 415.96M. Therefore, the gross margin over that period was 0.0%.

SRCE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, 1st Source Corporation reported an operating income of 0.00 and revenue of 126.13M, resulting in an operating margin of 0.0%.

AGM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal Agricultural Mortgage Corporation reported an operating income of 0.00 and revenue of 415.96M, resulting in an operating margin of 0.0%.

SRCE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, 1st Source Corporation reported a net income of 39.96M and revenue of 126.13M, resulting in a net margin of 31.7%.

AGM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal Agricultural Mortgage Corporation reported a net income of 51.83M and revenue of 415.96M, resulting in a net margin of 12.5%.


Frequently Asked Questions


SRCE and AGM have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGM has higher volatility (10.18%) compared to SRCE (5.24%). In terms of maximum drawdown, SRCE dropped -69.18% vs AGM's -94.63%.

SRCE currently has the higher Sharpe Ratio (1.27 vs 0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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