ABR vs. AGNC
Compare and contrast key facts about Arbor Realty Trust, Inc. (ABR) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABR or AGNC.
Key characteristics
| ABR | AGNC | |
|---|---|---|
| YTD Return | 1.71% | -5.84% |
| 1Y Return | -13.88% | -13.46% |
| 5Y Return (Ann) | 16.53% | -3.00% |
| 10Y Return (Ann) | 16.35% | 1.69% |
| Sharpe Ratio | -0.38 | -0.37 |
| Daily Std Dev | 39.38% | 35.76% |
| Max Drawdown | -97.76% | -54.56% |
Fundamentals
| ABR | AGNC | |
|---|---|---|
| Market Cap | $2.26B | $5.47B |
| EPS | $1.73 | -$1.43 |
| PEG Ratio | 1.20 | 17.55 |
| Revenue (TTM) | $677.60M | -$615.00M |
| Gross Profit (TTM) | $597.94M | -$1.12B |
Correlation
The correlation between ABR and AGNC is 0.38, 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.
ABR vs. AGNC - Performance Comparison
In the year-to-date period, ABR achieves a 1.71% return, which is significantly lower than AGNC's -5.84% return. Over the past 10 years, ABR has outperformed AGNC with an annualized return of 16.35%, while AGNC has yielded a comparatively lower 1.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
ABR vs. AGNC - Dividend Comparison
ABR's dividend yield for the trailing twelve months is around 18.72%, less than AGNC's 22.20% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 18.72% | 12.42% | 8.82% | 10.97% | 11.19% | 15.16% | 13.87% | 15.10% | 16.05% | 16.55% | 17.41% | 11.80% |
AGNC AGNC Investment Corp. | 22.20% | 14.75% | 11.54% | 13.17% | 16.59% | 20.30% | 19.80% | 26.08% | 33.25% | 31.51% | 57.59% | 59.65% |
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | -0.38 | ||||
AGNC AGNC Investment Corp. | -0.37 |
ABR vs. AGNC - Drawdown Comparison
The maximum ABR drawdown for the period was -42.54%, roughly equal to the maximum AGNC drawdown of -41.26%. The drawdown chart below compares losses from any high point along the way for ABR and AGNC
ABR vs. AGNC - Volatility Comparison
Arbor Realty Trust, Inc. (ABR) has a higher volatility of 12.50% compared to AGNC Investment Corp. (AGNC) at 8.00%. 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.