TWI vs. AGM

Last updated Jun 4, 2026

TWI (Titan International, Inc.) and AGM (Federal Agricultural Mortgage Corporation) are both stocks. TWI operates in Farm & Heavy Construction Machinery (Industrials), while AGM operates in Credit Services (Financial Services). Over the past 10 years, TWI returned 1.95%/yr vs 21.01%/yr for AGM. At a 0.27 correlation, their price movements are largely independent.

Performance

TWI vs. AGM - Performance Comparison

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

Returns By Period

In the year-to-date period, TWI achieves a -1.92% return, which is significantly lower than AGM's 0.57% return. Over the past 10 years, TWI has underperformed AGM with an annualized return of 1.95%, while AGM has yielded a comparatively higher 21.01% annualized return.

TWI

• 1D: -0.39%
• 1M: 1.99%
• YTD: -1.92%
• 6M: -7.25%
• 1Y: 1.05%
• 3Y*: -10.21%
• 5Y*: -4.28%
• 10Y*: 1.95%

AGM

• 1D: -3.51%
• 1M: 2.45%
• YTD: 0.57%
• 6M: 0.63%
• 1Y: -3.78%
• 3Y*: 10.81%
• 5Y*: 15.40%
• 10Y*: 21.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TWI vs. AGM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TWI Titan International, Inc.	-1.92%	15.32%	-54.37%	-2.87%	39.78%	125.51%	34.64%	-21.92%	-63.73%	15.11%
AGM Federal Agricultural Mortgage Corporation	0.57%	-7.96%	6.08%	74.61%	-5.83%	72.62%	-6.60%	43.16%	-20.38%	39.64%

Correlation

The correlation between TWI and AGM is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995	0.27

The correlation between TWI and AGM shifts across timeframes, from 0.27 (all time) to 0.43 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS TWI : -$1.36 AGM : $24.06
PS Ratio TWI : 0.27 AGM : 1.13
Total Revenue (TTM) TWI : $1.84B AGM : $1.35B
Gross Profit (TTM) TWI : $249.73M AGM : $295.93M
EBITDA (TTM) TWI : $86.58M AGM : $192.59M

Return for Risk

TWI vs. AGM — Risk / Return Rank

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

TWI

TWI Risk / Return Rank: 40
TWI Sharpe Ratio Rank: 42
TWI Sortino Ratio Rank: 40
TWI Omega Ratio Rank: 38
TWI Calmar Ratio Rank: 41
TWI Martin Ratio Rank: 41

AGM

AGM Risk / Return Rank: 34
AGM Sharpe Ratio Rank: 36
AGM Sortino Ratio Rank: 31
AGM Omega Ratio Rank: 31
AGM Calmar Ratio Rank: 36
AGM Martin Ratio Rank: 37

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.

TWI vs. AGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Titan International, Inc. (TWI) 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.

	TWI	AGM	Difference
Sharpe ratio: Return per unit of total volatility	0.02	-0.12	+0.14
Sortino ratio: Return per unit of downside risk	0.43	0.05	+0.38
Omega ratio: Gain probability vs. loss probability	1.05	1.01	+0.04
Calmar ratio: Return relative to maximum drawdown	0.03	-0.12	+0.14
Martin ratio: Return relative to average drawdown	0.04	-0.23	+0.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TWI vs. AGM - Sharpe Ratio Comparison

The current TWI Sharpe Ratio is 0.02, which is higher than the AGM Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of TWI 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.

Sharpe Ratios by Period

	TWI	AGM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	-0.12	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.52	-0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	0.61	-0.58
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.32	-0.30

Drawdowns

TWI vs. AGM - Drawdown Comparison

The maximum TWI drawdown since its inception was -97.00%, roughly equal to the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for TWI and AGM.

Drawdown Indicators

	TWI	AGM	Difference
Max Drawdown Largest peak-to-trough decline	-97.00%	-94.63%	-2.37%
Max Drawdown (1Y) Largest decline over 1 year	-41.84%	-31.94%	-9.90%
Max Drawdown (3Y) Largest decline over 3 years	-58.53%	-32.54%	-25.99%
Max Drawdown (5Y) Largest decline over 5 years	-68.01%	-32.54%	-35.47%
Max Drawdown (10Y) Largest decline over 10 years	-92.14%	-53.30%	-38.84%
Current Drawdown Current decline from peak	-78.64%	-15.22%	-63.42%
Average Drawdown Average peak-to-trough decline	-55.30%	-27.87%	-27.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.54%	16.82%	+7.72%

Volatility

TWI vs. AGM - Volatility Comparison

Titan International, Inc. (TWI) has a higher volatility of 11.57% compared to Federal Agricultural Mortgage Corporation (AGM) at 9.34%. This indicates that TWI'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.

Volatility by Period

	TWI	AGM	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.57%	9.34%	+2.23%
Volatility (6M) Calculated over the trailing 6-month period	35.66%	24.67%	+10.99%
Volatility (1Y) Calculated over the trailing 1-year period	50.60%	31.97%	+18.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.90%	29.87%	+27.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.76%	34.50%	+29.26%

Dividends

TWI vs. AGM - Dividend Comparison

TWI has not paid dividends to shareholders, while AGM's dividend yield for the trailing twelve months is around 3.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGM Federal Agricultural Mortgage Corporation	3.49%	3.42%	2.84%	2.30%	3.37%	2.84%	4.31%	3.35%	3.84%	1.84%	1.82%	2.03%
TWI Titan International, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.10%	0.55%	0.43%	0.16%	0.18%	0.51%

Financials

TWI vs. AGM - Profitability Comparison

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

TWI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Titan International, Inc. reported a gross profit of 71.45M and revenue of 505.07M. Therefore, the gross margin over that period was 14.2%.

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%.

TWI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Titan International, Inc. reported an operating income of 11.36M and revenue of 505.07M, resulting in an operating margin of 2.3%.

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%.

TWI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Titan International, Inc. reported a net income of -24.21M and revenue of 505.07M, resulting in a net margin of -4.8%.

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

Can I hold both TWI and AGM in my portfolio?

TWI and AGM have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TWI or AGM?

TWI has higher volatility (11.57%) compared to AGM (9.34%). In terms of maximum drawdown, TWI dropped -97.00% vs AGM's -94.63%.

Which has better risk-adjusted returns?

TWI currently has the higher Sharpe Ratio (0.02 vs -0.12), 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.