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

Correlation

The correlation between TPL and AGM is 0.16, 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.


-0.50.00.51.00.2

Performance

TPL vs. AGM - Performance Comparison

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

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
49.80%
15.93%
TPL
AGM

Key characteristics

Sharpe Ratio

TPL:

2.42

AGM:

0.38

Sortino Ratio

TPL:

3.27

AGM:

0.73

Omega Ratio

TPL:

1.46

AGM:

1.09

Calmar Ratio

TPL:

2.38

AGM:

0.63

Martin Ratio

TPL:

13.65

AGM:

1.33

Ulcer Index

TPL:

8.21%

AGM:

8.89%

Daily Std Dev

TPL:

46.39%

AGM:

31.38%

Max Drawdown

TPL:

-73.05%

AGM:

-94.63%

Current Drawdown

TPL:

-35.63%

AGM:

-7.20%

Fundamentals

Market Cap

TPL:

$27.65B

AGM:

$2.20B

EPS

TPL:

$19.50

AGM:

$15.54

PE Ratio

TPL:

61.73

AGM:

13.46

PEG Ratio

TPL:

0.00

AGM:

1.70

Total Revenue (TTM)

TPL:

$686.70M

AGM:

$599.28M

Gross Profit (TTM)

TPL:

$628.80M

AGM:

$456.49M

EBITDA (TTM)

TPL:

$548.03M

AGM:

$645.04M

Returns By Period

In the year-to-date period, TPL achieves a 117.61% return, which is significantly higher than AGM's 7.47% return. Over the past 10 years, TPL has outperformed AGM with an annualized return of 40.74%, while AGM has yielded a comparatively lower 25.03% annualized return.


TPL

YTD

117.61%

1M

-21.58%

6M

45.66%

1Y

112.05%

5Y*

37.00%

10Y*

40.74%

AGM

YTD

7.47%

1M

-0.45%

6M

15.93%

1Y

9.07%

5Y*

22.50%

10Y*

25.03%

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Risk-Adjusted Performance

TPL vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Pacific Land Corporation (TPL) 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 TPL, currently valued at 2.42, compared to the broader market-4.00-2.000.002.002.420.38
The chart of Sortino ratio for TPL, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.003.270.73
The chart of Omega ratio for TPL, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.09
The chart of Calmar ratio for TPL, currently valued at 2.38, compared to the broader market0.002.004.006.002.380.63
The chart of Martin ratio for TPL, currently valued at 13.65, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.651.33
TPL
AGM

The current TPL Sharpe Ratio is 2.42, which is higher than the AGM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of TPL 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.42
0.38
TPL
AGM

Dividends

TPL vs. AGM - Dividend Comparison

TPL's dividend yield for the trailing twelve months is around 1.57%, less than AGM's 2.81% yield.


TTM20232022202120202019201820172016201520142013
TPL
Texas Pacific Land Corporation
1.57%0.83%1.37%0.88%3.58%0.77%0.75%0.30%0.10%0.22%0.23%0.81%
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

TPL vs. AGM - Drawdown Comparison

The maximum TPL drawdown since its inception was -73.05%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for TPL and AGM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-35.63%
-7.20%
TPL
AGM

Volatility

TPL vs. AGM - Volatility Comparison

Texas Pacific Land Corporation (TPL) has a higher volatility of 24.78% compared to Federal Agricultural Mortgage Corporation (AGM) at 7.36%. This indicates that TPL'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
24.78%
7.36%
TPL
AGM

Financials

TPL vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Texas Pacific Land 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


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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