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ABR vs. AGNC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABR and AGNC is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ABR vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arbor Realty Trust, Inc. (ABR) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
162.64%
404.62%
ABR
AGNC

Key characteristics

Sharpe Ratio

ABR:

-0.08

AGNC:

0.44

Sortino Ratio

ABR:

0.15

AGNC:

0.70

Omega Ratio

ABR:

1.02

AGNC:

1.10

Calmar Ratio

ABR:

-0.10

AGNC:

0.33

Martin Ratio

ABR:

-0.26

AGNC:

1.50

Ulcer Index

ABR:

11.72%

AGNC:

6.30%

Daily Std Dev

ABR:

37.81%

AGNC:

21.29%

Max Drawdown

ABR:

-97.75%

AGNC:

-54.56%

Current Drawdown

ABR:

-23.10%

AGNC:

-20.70%

Fundamentals

Market Cap

ABR:

$2.17B

AGNC:

$8.40B

EPS

ABR:

$1.18

AGNC:

$0.36

PE Ratio

ABR:

9.57

AGNC:

24.58

PEG Ratio

ABR:

1.20

AGNC:

17.55

PS Ratio

ABR:

3.46

AGNC:

14.38

PB Ratio

ABR:

0.91

AGNC:

0.98

Total Revenue (TTM)

ABR:

$465.28M

AGNC:

$1.50B

Gross Profit (TTM)

ABR:

$465.28M

AGNC:

$1.47B

EBITDA (TTM)

ABR:

$279.37M

AGNC:

$1.86B

Returns By Period

In the year-to-date period, ABR achieves a -15.53% return, which is significantly lower than AGNC's -0.36% return. Over the past 10 years, ABR has outperformed AGNC with an annualized return of 15.94%, while AGNC has yielded a comparatively lower 3.70% annualized return.


ABR

YTD

-15.53%

1M

-6.23%

6M

-20.36%

1Y

-0.13%

5Y*

25.84%

10Y*

15.94%

AGNC

YTD

-0.36%

1M

-8.17%

6M

-4.01%

1Y

9.92%

5Y*

6.18%

10Y*

3.70%

*Annualized

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Risk-Adjusted Performance

ABR vs. AGNC — Risk-Adjusted Performance Rank

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

ABR
The Risk-Adjusted Performance Rank of ABR is 4545
Overall Rank
The Sharpe Ratio Rank of ABR is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 4747
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 4747
Martin Ratio Rank

AGNC
The Risk-Adjusted Performance Rank of AGNC is 6565
Overall Rank
The Sharpe Ratio Rank of AGNC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 5959
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABR vs. AGNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and AGNC Investment Corp. (AGNC). 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.


The chart of Sharpe ratio for ABR, currently valued at -0.08, compared to the broader market-2.00-1.000.001.002.003.00
ABR: -0.08
AGNC: 0.44
The chart of Sortino ratio for ABR, currently valued at 0.15, compared to the broader market-6.00-4.00-2.000.002.004.00
ABR: 0.15
AGNC: 0.70
The chart of Omega ratio for ABR, currently valued at 1.02, compared to the broader market0.501.001.502.00
ABR: 1.02
AGNC: 1.10
The chart of Calmar ratio for ABR, currently valued at -0.10, compared to the broader market0.001.002.003.004.005.00
ABR: -0.10
AGNC: 0.33
The chart of Martin ratio for ABR, currently valued at -0.26, compared to the broader market-5.000.005.0010.0015.0020.00
ABR: -0.26
AGNC: 1.50

The current ABR Sharpe Ratio is -0.08, which is lower than the AGNC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ABR and AGNC, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.08
0.44
ABR
AGNC

Dividends

ABR vs. AGNC - Dividend Comparison

ABR's dividend yield for the trailing twelve months is around 15.23%, less than AGNC's 16.27% yield.


TTM20242023202220212020201920182017201620152014
ABR
Arbor Realty Trust, Inc.
15.23%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%
AGNC
AGNC Investment Corp.
16.27%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%11.96%

Drawdowns

ABR vs. AGNC - Drawdown Comparison

The maximum ABR drawdown since its inception was -97.75%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ABR and AGNC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.10%
-20.70%
ABR
AGNC

Volatility

ABR vs. AGNC - Volatility Comparison

Arbor Realty Trust, Inc. (ABR) has a higher volatility of 15.31% compared to AGNC Investment Corp. (AGNC) at 13.73%. This indicates that ABR's price experiences larger fluctuations and is considered to be riskier than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.31%
13.73%
ABR
AGNC

Financials

ABR vs. AGNC - Financials Comparison

This section allows you to compare key financial metrics between Arbor Realty Trust, Inc. and AGNC Investment Corp.. 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