ABR vs. AGNC
Compare and contrast key facts about Arbor Realty Trust, Inc. (ABR) and AGNC Investment Corp. (AGNC).
Performance
ABR vs. AGNC - Performance Comparison
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ABR vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 2.99% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
AGNC AGNC Investment Corp. | -3.30% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Fundamentals
ABR:
$1.64B
AGNC:
$10.98B
ABR:
$0.51
AGNC:
$1.58
ABR:
15.12
AGNC:
6.34
ABR:
4.24
AGNC:
5.52
ABR:
0.71
AGNC:
1.05
ABR:
$382.72M
AGNC:
$1.92B
ABR:
$232.49M
AGNC:
$1.92B
ABR:
$938.50M
AGNC:
$4.52B
Returns By Period
In the year-to-date period, ABR achieves a 2.99% return, which is significantly higher than AGNC's -3.30% return. Over the past 10 years, ABR has outperformed AGNC with an annualized return of 12.30%, while AGNC has yielded a comparatively lower 6.24% annualized return.
ABR
- 1D
- 4.90%
- 1M
- 0.78%
- YTD
- 2.99%
- 6M
- -32.31%
- 1Y
- -25.79%
- 3Y*
- -0.88%
- 5Y*
- -3.65%
- 10Y*
- 12.30%
AGNC
- 1D
- 3.19%
- 1M
- -9.42%
- YTD
- -3.30%
- 6M
- 9.62%
- 1Y
- 20.96%
- 3Y*
- 15.83%
- 5Y*
- 2.95%
- 10Y*
- 6.24%
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Return for Risk
ABR vs. AGNC — Risk / Return Rank
ABR
AGNC
ABR vs. AGNC - Risk-Adjusted Trends 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.
| ABR | AGNC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.64 | 0.92 | -1.56 |
Sortino ratioReturn per unit of downside risk | -0.73 | 1.29 | -2.02 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.18 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.24 | -1.88 |
Martin ratioReturn relative to average drawdown | -1.20 | 4.12 | -5.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABR | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | 0.92 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.12 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.25 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.42 | -0.34 |
Correlation
The correlation between ABR and AGNC is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ABR vs. AGNC - Dividend Comparison
ABR's dividend yield for the trailing twelve months is around 15.56%, more than AGNC's 14.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 15.56% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
AGNC AGNC Investment Corp. | 14.36% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
Drawdowns
ABR vs. AGNC - Drawdown Comparison
The maximum ABR drawdown since its inception was -97.76%, 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.
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Drawdown Indicators
| ABR | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.76% | -54.56% | -43.20% |
Max Drawdown (1Y)Largest decline over 1 year | -40.49% | -18.71% | -21.78% |
Max Drawdown (5Y)Largest decline over 5 years | -46.72% | -54.56% | +7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -72.76% | -54.56% | -18.20% |
Current DrawdownCurrent decline from peak | -40.61% | -14.82% | -25.79% |
Average DrawdownAverage peak-to-trough decline | -41.83% | -13.60% | -28.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.57% | 5.66% | +15.91% |
Volatility
ABR vs. AGNC - Volatility Comparison
Arbor Realty Trust, Inc. (ABR) has a higher volatility of 12.40% compared to AGNC Investment Corp. (AGNC) at 9.62%. 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.
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Volatility by Period
| ABR | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.40% | 9.62% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 30.52% | 15.08% | +15.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.43% | 22.95% | +17.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.10% | 25.72% | +10.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.77% | 25.31% | +14.46% |
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.
Total Revenue: Total amount of money received from sales and other business activities