ADAM vs. AGNC
ADAM (Adamas Trust, Inc) and AGNC (AGNC Investment Corp.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, ADAM returned 4.54%/yr vs 6.33%/yr for AGNC. At a 0.47 correlation, their price movements are largely independent.
Performance
ADAM vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, ADAM achieves a 72.44% return, which is significantly higher than AGNC's 2.35% return. Over the past 10 years, ADAM has underperformed AGNC with an annualized return of 4.54%, while AGNC has yielded a comparatively higher 6.33% annualized return.
ADAM
- 1D
- 1.11%
- 1M
- 37.10%
- YTD
- 72.44%
- 6M
- 73.87%
- 1Y
- 105.72%
- 3Y*
- 19.86%
- 5Y*
- 4.23%
- 10Y*
- 4.54%
AGNC
- 1D
- 0.78%
- 1M
- 2.43%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 28.97%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
ADAM vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADAM Adamas Trust, Inc | 72.44% | 36.49% | -19.27% | -5.45% | -20.80% | 10.70% | -36.23% | 20.32% | 8.95% | 6.02% |
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between ADAM and AGNC is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.47 |
Over the past year, ADAM and AGNC have become more correlated (0.68) than their long-term average of 0.47, meaning their price movements have been converging.
Fundamentals
ADAM:
$840.51M
AGNC:
$11.65B
ADAM:
$1.70
AGNC:
$1.33
ADAM:
5.37
AGNC:
7.80
ADAM:
1.17
AGNC:
4.79
ADAM:
0.92
AGNC:
1.14
ADAM:
$713.66M
AGNC:
$2.33B
ADAM:
$546.72M
AGNC:
$2.30B
ADAM:
$477.31M
AGNC:
$3.72B
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Return for Risk
ADAM vs. AGNC — Risk / Return Rank
ADAM
AGNC
ADAM vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adamas Trust, Inc (ADAM) 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.
| ADAM | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.26 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 6.23 | 1.56 | +4.67 |
| Martin ratioReturn relative to average drawdown | 19.77 | 4.44 | +15.33 |
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Drawdowns
ADAM vs. AGNC - Drawdown Comparison
The maximum ADAM drawdown since its inception was -97.94%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ADAM and AGNC.
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Drawdown Indicators
| ADAM | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.94% | -54.56% | -43.38% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -18.71% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -42.20% | -31.04% | -11.16% |
Max Drawdown (5Y)Largest decline over 5 years | -57.26% | -50.65% | -6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -84.01% | -54.56% | -29.45% |
Current DrawdownCurrent decline from peak | -59.82% | -9.85% | -49.97% |
Average DrawdownAverage peak-to-trough decline | -73.65% | -13.56% | -60.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 6.54% | -1.17% |
Volatility
ADAM vs. AGNC - Volatility Comparison
Adamas Trust, Inc (ADAM) has a higher volatility of 29.43% compared to AGNC Investment Corp. (AGNC) at 5.55%. This indicates that ADAM'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
| ADAM | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.43% | 5.55% | +23.88% |
Volatility (6M)Calculated over the trailing 6-month period | 37.88% | 16.28% | +21.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.89% | 19.58% | +26.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.69% | 25.74% | +11.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.40% | 25.41% | +23.99% |
Dividends
ADAM vs. AGNC - Dividend Comparison
ADAM's dividend yield for the trailing twelve months is around 35.33%, more than AGNC's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADAM Adamas Trust, Inc | 35.33% | 11.78% | 13.20% | 14.07% | 15.62% | 10.75% | 6.10% | 12.84% | 13.58% | 12.97% | 14.55% | 19.14% |
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
Financials
ADAM vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Adamas 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
Frequently Asked Questions
ADAM and AGNC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADAM has higher volatility (29.43%) compared to AGNC (5.55%). In terms of maximum drawdown, ADAM dropped -97.94% vs AGNC's -54.56%.
ADAM currently has the higher Sharpe Ratio (2.32 vs 1.49), 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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