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

Correlation

The correlation between TWI and AGM is 0.26, 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

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.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%JulyAugustSeptemberOctoberNovemberDecember
-47.82%
22,821.31%
TWI
AGM

Key characteristics

Sharpe Ratio

TWI:

-0.95

AGM:

0.38

Sortino Ratio

TWI:

-1.61

AGM:

0.73

Omega Ratio

TWI:

0.81

AGM:

1.09

Calmar Ratio

TWI:

-0.64

AGM:

0.63

Martin Ratio

TWI:

-1.31

AGM:

1.33

Ulcer Index

TWI:

40.25%

AGM:

8.89%

Daily Std Dev

TWI:

55.49%

AGM:

31.38%

Max Drawdown

TWI:

-97.04%

AGM:

-94.63%

Current Drawdown

TWI:

-80.67%

AGM:

-7.20%

Fundamentals

Market Cap

TWI:

$483.02M

AGM:

$2.20B

EPS

TWI:

-$0.14

AGM:

$15.54

PEG Ratio

TWI:

-1.21

AGM:

1.70

Total Revenue (TTM)

TWI:

$1.85B

AGM:

$599.28M

Gross Profit (TTM)

TWI:

$274.94M

AGM:

$456.49M

EBITDA (TTM)

TWI:

$104.88M

AGM:

$645.04M

Returns By Period

In the year-to-date period, TWI achieves a -53.29% return, which is significantly lower than AGM's 7.47% return. Over the past 10 years, TWI has underperformed AGM with an annualized return of -4.25%, while AGM has yielded a comparatively higher 25.03% annualized return.


TWI

YTD

-53.29%

1M

-1.97%

6M

-3.61%

1Y

-53.67%

5Y*

13.69%

10Y*

-4.25%

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

TWI vs. AGM - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TWI, currently valued at -0.95, compared to the broader market-4.00-2.000.002.00-0.950.38
The chart of Sortino ratio for TWI, currently valued at -1.61, compared to the broader market-4.00-2.000.002.004.00-1.610.73
The chart of Omega ratio for TWI, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.09
The chart of Calmar ratio for TWI, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.640.63
The chart of Martin ratio for TWI, currently valued at -1.31, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.311.33
TWI
AGM

The current TWI Sharpe Ratio is -0.95, which is lower than the AGM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of TWI 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 Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.95
0.38
TWI
AGM

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 2.81%.


TTM20232022202120202019201820172016201520142013
TWI
Titan International, Inc.
0.00%0.00%0.00%0.00%0.10%0.55%0.43%0.16%0.18%0.51%0.19%0.11%
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

TWI vs. AGM - Drawdown Comparison

The maximum TWI drawdown since its inception was -97.04%, 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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-80.67%
-7.20%
TWI
AGM

Volatility

TWI vs. AGM - Volatility Comparison

Titan International, Inc. (TWI) has a higher volatility of 33.12% compared to Federal Agricultural Mortgage Corporation (AGM) at 7.36%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
33.12%
7.36%
TWI
AGM

Financials

TWI vs. AGM - Financials Comparison

This section allows you to compare key financial metrics between Titan International, 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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