Federal Agricultural Mortgage Corporation

10-Year Study

AGM.US · Financial Services · US · Common Stock

Executive Summary: Federal Agricultural Mortgage Corporation has compounded at 20.2% annually over the last 10 years, with a maximum drawdown of 36.9% and an annualized volatility of 30.3%.

1Y CAGR
-10.8%
3Y CAGR
+10.2%
5Y CAGR
+13.7%
10Y CAGR
+20.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
36.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +74.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -20.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.6-6.9-5.910.5————————-6.6%
20250.45.7-9.6-6.56.35.1-11.321.7-19.2-5.68.33.1-8.0%
2024-2.6-4.010.9-5.5-6.24.414.0-4.2-4.4-2.216.5-7.16.1%
202318.06.7-5.30.10.48.211.84.7-7.7-3.711.616.074.6%
2022-1.71.6-11.7-5.62.5-6.012.9-1.0-8.416.29.2-9.7-5.8%
20212.413.517.82.1-1.4-1.7-1.40.411.816.2-3.52.672.6%
2020-8.6-1.6-24.819.8-3.81.1-7.014.5-5.51.54.810.8-6.6%
201917.115.7-10.75.6-10.57.26.36.6-0.03.7-1.91.443.2%
20182.6-5.215.2-1.79.4-3.75.4-18.3-5.7-3.2-5.4-7.6-20.4%
2017-2.83.40.6-0.96.27.46.0-0.67.42.10.05.939.6%
2016———7.8-11.3-2.810.46.6-3.03.432.36.554.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 30.3%. The dominant macroeconomic risk driver is IJR.US, accounting for 43.5% of variance. Idiosyncratic stock-specific factors contribute 32.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110781.853596961817
2016-05-019560.014654087367
2016-06-019295.225451683225
2016-07-0110258.913058460379
2016-08-0110939.6389435999
2016-09-0110613.984497136289
2016-10-0110971.341102901437
2016-11-0114512.951093797043
2016-12-0115459.119086223345
2017-01-0115024.538341839236
2017-02-0115542.799728681748
2017-03-0115630.941887838197
2017-04-0115489.769343213959
2017-05-0116453.63831245851
2017-06-0117664.26905484764
2017-07-0118718.13008041612
2017-08-0118597.995582010295
2017-09-0119968.987018074586
2017-10-0120380.788636553247
2017-11-0120383.509073564244
2017-12-0121586.885317257365
2018-01-0122141.45547007338
2018-02-0120985.378557878204
2018-03-0124169.34176306082
2018-04-0123749.95919344484
2018-05-0125971.903326550375
2018-06-0125011.69787914731
2018-07-0126356.174122477703
2018-08-0121542.814237679144
2018-09-0120325.182904048375
2018-10-0119666.256787490343
2018-11-0118601.840466319176
2018-12-0117187.17694810494
2019-01-0120119.010051107944
2019-02-0123281.173487709068
2019-03-0120783.921129090177
2019-04-0121946.055547696516
2019-05-0119636.114345408445
2019-06-0121055.56583276204
2019-07-0122391.445495137676
2019-08-0123863.564643024256
2019-09-0123859.828576195814
2019-10-0124745.167597056126
2019-11-0124265.97168569159
2019-12-0124604.756774794972
2020-01-0122483.178631148643
2020-02-0122117.769531830927
2020-03-0116629.414815862685
2020-04-0119917.66143980036
2020-05-0119170.33925663152
2020-06-0119375.315117287108
2020-07-0118013.210442125426
2020-08-0120628.49349452829
2020-09-0119496.46524551037
2020-10-0119781.276864315485
2020-11-0120733.756270607308
2020-12-0122980.184336811868
2021-01-0123521.805209455513
2021-02-0126694.161216724522
2021-03-0131450.718376733374
2021-04-0132118.966524115767
2021-05-0131681.81043269458
2021-06-0131146.21079396861
2021-07-0130705.2823632255
2021-08-0130831.256733081602
2021-09-0134480.95875454767
2021-10-0140063.62195356396
2021-11-0138675.110903148816
2021-12-0139669.339949436144
2022-01-0138987.52588949222
2022-02-0139595.706787671705
2022-03-0134982.02697948065
2022-04-0133031.07464516433
2022-05-0133863.056828115536
2022-06-0131818.303825659892
2022-07-0135936.900370342155
2022-08-0135594.77821183862
2022-09-0132601.862229815262
2022-10-0137883.137280506075
2022-11-0141385.35534348238
2022-12-0137357.11358005884
2023-01-0144072.16775302785
2023-02-0147018.691215890256
2023-03-0144524.63083669761
2023-04-0144558.07407568619
2023-05-0144731.891864442434
2023-06-0148406.8395413706
2023-07-0154135.24561918961
2023-08-0156684.5852784458
2023-09-0152308.889299977156
2023-10-0150362.97884225456
2023-11-0156221.02281177115
2023-12-0165228.89757010566
2024-01-0163547.19595489153
2024-02-0161016.0650873623
2024-03-0167647.94643278164
2024-04-0163954.24587672431
2024-05-0160016.61280201385
2024-06-0162635.52310376472
2024-07-0171434.03302973257
2024-08-0168403.0309295552
2024-09-0165404.09371361416
2024-10-0163959.287753318036
2024-11-0174498.76854884636
2024-12-0169194.24282983485
2025-01-0169485.83740492073
2025-02-0173452.34338444128
2025-03-0166399.77365964069
2025-04-0162086.68400491855
2025-05-0166013.79805651981
2025-06-0169357.21514304058
2025-07-0161499.72251542488
2025-08-0174815.68132438128
2025-09-0160428.704600440346
2025-10-0157068.78352938616
2025-11-0161788.5241085128
2025-12-0163683.61680286988
2026-01-0161409.33146167268
2026-02-0157187.21322059842
2026-03-0153810.24407760862
2026-04-0159465.12581114364
Annual Return Matrix
YearAnnual Return
20170.39638521424515605
2018-0.20381395020592108
20190.4315763926261251
2020-0.06602676274562125
20210.7262411549018772
2022-0.058287492867906354
20230.7460904047181187
20240.06079123528751018
2025-0.07963994982237066
2026-0.06624138520248335
Total Factor Risk
0.3032167269393498
VTI.US Exposure
0.23638648314641456
VEA.US Exposure
0.22829690486121676
VWO.US Exposure
-0.03467478714147153
QQQ.US Exposure
-0.011301405971949533
VTV.US Exposure
-0.07459545938820207
IJR.US Exposure
0.4349816972881066
QUAL.US Exposure
-0.13935021641274078
SHV.US Exposure
0.003027168535140612
TLT.US Exposure
-0.009913217829475875
LQD.US Exposure
0.011990572298639465
HYG.US Exposure
-0.019188250713335967
GLD.US Exposure
-0.001007782968581965
USO.US Exposure
0.0002727903103383765
VNQ.US Exposure
-0.03833720666812428
BTC-USD.CC Exposure
-0.009539173853248773
CPER.US Exposure
-0.0067549015404900995
VIX.INDX Exposure
-0.0053567231599276266
UUP.US Exposure
-0.00494941343393728
TIP.US Exposure
0.1179537036100718
Idiosyncratic Exposure
0.3220592190315577
Value Score
46.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →9.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.04%
Market Cap$1.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$580
Avg Yield on Cost
5.80%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$580.365.80%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
20.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Federal Agricultural Mortgage Corporation a high-risk investment?

Federal Agricultural Mortgage Corporation (AGM.US) has an annualized volatility of 30.3% and experienced a maximum drawdown of 36.9% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of AGM.US?

Over the past 10 years, AGM.US has generated a Compound Annual Growth Rate (CAGR) of 20.2%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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