ACHC vs. AGNC
ACHC (Acadia Healthcare Company, Inc.) and AGNC (AGNC Investment Corp.) are both stocks. ACHC operates in Medical Care Facilities (Healthcare), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 10 years, ACHC returned -5.25%/yr vs 6.26%/yr for AGNC. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
ACHC vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, ACHC achieves a 115.57% return, which is significantly higher than AGNC's 7.24% return. Over the past 10 years, ACHC has underperformed AGNC with an annualized return of -5.25%, while AGNC has yielded a comparatively higher 6.26% annualized return.
ACHC
- 1D
- 3.27%
- 1M
- -4.14%
- 6M
- 131.57%
- YTD
- 115.57%
- 1Y
- 45.05%
- 3Y*
- -26.38%
- 5Y*
- -13.32%
- 10Y*
- -5.25%
- ALL TIME*
- 0.78%
AGNC
- 1D
- -0.19%
- 1M
- -2.20%
- 6M
- 1.89%
- YTD
- 7.24%
- 1Y
- 28.68%
- 3Y*
- 18.62%
- 5Y*
- 6.17%
- 10Y*
- 6.26%
- ALL TIME*
- 11.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $108.19M | $99.70M | $84.00M | |
| $252.81M | $216.96M | $178.44M |
ACHC vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACHC Acadia Healthcare Company, Inc. | 115.57% | -64.21% | -49.01% | -5.54% | 35.62% | 20.77% | 51.29% | 29.21% | -21.21% | -1.42% |
AGNC AGNC Investment Corp. | 7.24% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between ACHC and AGNC is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.19 |
The correlation between ACHC and AGNC shifts across timeframes, from 0.19 (all time) to 0.30 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ACHC:
$2.85B
AGNC:
$12.21B
ACHC:
-$12.40
AGNC:
$2.00
ACHC:
0.82
AGNC:
3.82
ACHC:
1.41
AGNC:
1.17
ACHC:
$3.37B
AGNC:
$3.09B
ACHC:
$1.05B
AGNC:
$2.34B
ACHC:
-$750.65M
AGNC:
$3.91B
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACHC | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.54 | -0.75 |
| Martin ratioReturn relative to average drawdown | 1.72 | 4.24 | -2.52 |
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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 | -57.11% | -18.71% | -38.40% |
Max Drawdown (3Y)Largest decline over 3 years | -86.63% | -30.48% | -56.15% |
Max Drawdown (5Y)Largest decline over 5 years | -86.89% | -50.28% | -36.61% |
Max Drawdown (10Y)Largest decline over 10 years | -86.89% | -54.56% | -32.33% |
Current DrawdownCurrent decline from peak | -65.65% | -5.88% | -59.77% |
Average DrawdownAverage peak-to-trough decline | -56.50% | -13.50% | -43.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.22% | 6.78% | +19.44% |
Volatility
ACHC vs. AGNC - Volatility Comparison
Acadia Healthcare Company, Inc. (ACHC) has a higher volatility of 22.90% compared to AGNC Investment Corp. (AGNC) at 7.16%. 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 | 22.90% | 7.16% | +15.74% |
Volatility (6M)Calculated over the trailing 6-month period | 46.45% | 16.33% | +30.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.70% | 20.62% | +48.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.18% | 25.82% | +21.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.88% | 25.50% | +23.38% |
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 13.53%.
| Position | 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. | 13.53% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
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
Frequently Asked Questions
ACHC and AGNC have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACHC has higher volatility (22.90%) compared to AGNC (7.16%). In terms of maximum drawdown, ACHC dropped -98.77% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.40 vs 0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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