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AGNC vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AGNCABR
YTD Return2.30%-8.87%
1Y Return15.76%38.50%
3Y Return (Ann)-5.71%5.68%
5Y Return (Ann)-0.47%11.19%
10Y Return (Ann)4.05%17.39%
Sharpe Ratio0.550.87
Daily Std Dev28.00%40.63%
Max Drawdown-54.56%-97.76%
Current Drawdown-25.23%-16.81%

Fundamentals


AGNCABR
Market Cap$6.80B$2.43B
EPS$0.05$1.75
PE Ratio195.607.37
PEG Ratio17.551.20
Revenue (TTM)$251.00M$719.01M
Gross Profit (TTM)-$1.12B$597.94M

Correlation

0.39
-1.001.00

The correlation between AGNC and ABR is 0.39, 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.

Performance

AGNC vs. ABR - Performance Comparison

In the year-to-date period, AGNC achieves a 2.30% return, which is significantly higher than ABR's -8.87% return. Over the past 10 years, AGNC has underperformed ABR with an annualized return of 4.05%, while ABR has yielded a comparatively higher 17.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
375.70%
171.97%
AGNC
ABR

Compare stocks, funds, or ETFs


AGNC Investment Corp.

Arbor Realty Trust, Inc.

Risk-Adjusted Performance

AGNC vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Arbor Realty Trust, Inc. (ABR). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AGNC
AGNC Investment Corp.
0.55
ABR
Arbor Realty Trust, Inc.
0.87

AGNC vs. ABR - Sharpe Ratio Comparison

The current AGNC Sharpe Ratio is 0.55, which is lower than the ABR Sharpe Ratio of 0.87. The chart below compares the 12-month rolling Sharpe Ratio of AGNC and ABR.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.55
0.87
AGNC
ABR

Dividends

AGNC vs. ABR - Dividend Comparison

AGNC's dividend yield for the trailing twelve months is around 15.93%, more than ABR's 12.77% yield.


TTM20232022202120202019201820172016201520142013
AGNC
AGNC Investment Corp.
15.93%14.68%13.91%9.56%10.00%11.31%12.31%10.70%12.69%14.30%11.96%19.44%
ABR
Arbor Realty Trust, Inc.
12.77%11.07%11.68%7.53%8.67%7.94%9.89%8.21%8.19%7.99%7.57%7.40%

Drawdowns

AGNC vs. ABR - Drawdown Comparison

The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum ABR drawdown of -97.76%. The drawdown chart below compares losses from any high point along the way for AGNC and ABR


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-25.23%
-16.81%
AGNC
ABR

Volatility

AGNC vs. ABR - Volatility Comparison

The current volatility for AGNC Investment Corp. (AGNC) is 5.05%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 8.04%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
5.05%
8.04%
AGNC
ABR