ACHC vs. AGNC
Compare and contrast key facts about Acadia Healthcare Company, Inc. (ACHC) and AGNC Investment Corp. (AGNC).
Performance
ACHC vs. AGNC - Performance Comparison
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ACHC vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACHC Acadia Healthcare Company, Inc. | 64.83% | -64.21% | -49.01% | -5.54% | 35.62% | 20.77% | 51.29% | 29.21% | -21.21% | -1.42% |
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
ACHC:
$2.12B
AGNC:
$10.98B
ACHC:
-$12.19
AGNC:
$1.58
ACHC:
0.64
AGNC:
5.52
ACHC:
1.09
AGNC:
1.05
ACHC:
$3.31B
AGNC:
$1.92B
ACHC:
$1.91B
AGNC:
$1.92B
ACHC:
-$737.83M
AGNC:
$4.52B
Returns By Period
In the year-to-date period, ACHC achieves a 64.83% return, which is significantly higher than AGNC's -3.30% return. Over the past 10 years, ACHC has underperformed AGNC with an annualized return of -8.19%, while AGNC has yielded a comparatively higher 6.24% annualized return.
ACHC
- 1D
- 2.45%
- 1M
- -0.21%
- YTD
- 64.83%
- 6M
- -5.53%
- 1Y
- -22.86%
- 3Y*
- -31.34%
- 5Y*
- -16.26%
- 10Y*
- -8.19%
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
ACHC vs. AGNC — Risk / Return Rank
ACHC
AGNC
ACHC vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acadia Healthcare Company, Inc. (ACHC) 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.
| ACHC | AGNC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.34 | 0.92 | -1.26 |
Sortino ratioReturn per unit of downside risk | -0.10 | 1.29 | -1.39 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.24 | -1.61 |
Martin ratioReturn relative to average drawdown | -0.65 | 4.12 | -4.77 |
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
| ACHC | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | 0.92 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.12 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.17 | 0.25 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.42 | -0.42 |
Correlation
The correlation between ACHC and AGNC is 0.19, 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.
Dividends
ACHC vs. AGNC - Dividend Comparison
ACHC has not paid dividends to shareholders, while AGNC's dividend yield for the trailing twelve months is around 14.36%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACHC Acadia Healthcare Company, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
ACHC vs. AGNC - Drawdown Comparison
The maximum ACHC drawdown since its inception was -98.77%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ACHC and AGNC.
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Drawdown Indicators
| ACHC | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.77% | -54.56% | -44.21% |
Max Drawdown (1Y)Largest decline over 1 year | -60.98% | -18.71% | -42.27% |
Max Drawdown (5Y)Largest decline over 5 years | -86.89% | -54.56% | -32.33% |
Max Drawdown (10Y)Largest decline over 10 years | -86.89% | -54.56% | -32.33% |
Current DrawdownCurrent decline from peak | -73.74% | -14.82% | -58.92% |
Average DrawdownAverage peak-to-trough decline | -56.38% | -13.60% | -42.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.35% | 5.66% | +28.69% |
Volatility
ACHC vs. AGNC - Volatility Comparison
Acadia Healthcare Company, Inc. (ACHC) has a higher volatility of 14.87% compared to AGNC Investment Corp. (AGNC) at 9.62%. This indicates that ACHC'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
| ACHC | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.87% | 9.62% | +5.25% |
Volatility (6M)Calculated over the trailing 6-month period | 50.07% | 15.08% | +34.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.53% | 22.95% | +43.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.98% | 25.72% | +19.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.28% | 25.31% | +22.97% |
Financials
ACHC vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Acadia Healthcare Company, 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