ADAMH vs. AGNC

Last updated Jun 4, 2026

ADAMH (Adamas Trust, Inc.) and AGNC (AGNC Investment Corp.) are both stocks. ADAMH operates in Asset Management (Financial Services), while AGNC operates in REIT - Mortgage (Real Estate). At a 0.12 correlation, their price movements are largely independent.

Performance

ADAMH vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adamas Trust, Inc. (ADAMH) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADAMH achieves a 1.96% return, which is significantly higher than AGNC's 0.27% return.

ADAMH

• 1D: 0.28%
• 1M: 0.48%
• YTD: 1.96%
• 6M: 5.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AGNC

• 1D: -0.29%
• 1M: -3.41%
• YTD: 0.27%
• 6M: 3.92%
• 1Y: 30.16%
• 3Y*: 18.69%
• 5Y*: 1.55%
• 10Y*: 6.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ADAMH vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025
ADAMH Adamas Trust, Inc.	1.96%	6.34%
AGNC AGNC Investment Corp.	0.27%	12.91%

Correlation

The correlation between ADAMH and AGNC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 4, 2025	0.12

Fundamentals

Market Cap ADAMH : $2.37B AGNC : $11.42B
EPS ADAMH : $1.70 AGNC : $1.33
PE Ratio ADAMH : 15.15 AGNC : 7.64
PS Ratio ADAMH : 3.30 AGNC : 4.69
PB Ratio ADAMH : 2.59 AGNC : 1.12
Total Revenue (TTM) ADAMH : $713.66M AGNC : $2.33B
Gross Profit (TTM) ADAMH : $546.72M AGNC : $2.30B
EBITDA (TTM) ADAMH : $477.31M AGNC : $3.72B

Return for Risk

ADAMH vs. AGNC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGNC

AGNC Risk / Return Rank: 76
AGNC Sharpe Ratio Rank: 82
AGNC Sortino Ratio Rank: 77
AGNC Omega Ratio Rank: 75
AGNC Calmar Ratio Rank: 70
AGNC Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADAMH vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adamas Trust, Inc. (ADAMH) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ADAMH	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.57	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.06	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.37	0.43	+1.94

Drawdowns

ADAMH vs. AGNC - Drawdown Comparison

The maximum ADAMH drawdown since its inception was -1.81%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ADAMH and AGNC.

Drawdown Indicators

	ADAMH	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-1.81%	-54.56%	+52.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.71%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-31.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-54.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-54.56%	—
Current Drawdown Current decline from peak	-0.03%	-11.67%	+11.64%
Average Drawdown Average peak-to-trough decline	-0.47%	-13.57%	+13.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.17%	—

Volatility

Volatility by Period

	ADAMH	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.78%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.86%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.85%	19.35%	-14.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.85%	25.81%	-20.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.85%	25.38%	-20.53%

Dividends

ADAMH vs. AGNC - Dividend Comparison

ADAMH's dividend yield for the trailing twelve months is around 7.01%, less than AGNC's 14.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADAMH Adamas Trust, Inc.	7.01%	4.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AGNC AGNC Investment Corp.	14.16%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%

Financials

Frequently Asked Questions

Can I hold both ADAMH and AGNC in my portfolio?

ADAMH and AGNC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.