AGNC vs. ABR
AGNC (AGNC Investment Corp.) and ABR (Arbor Realty Trust, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, AGNC returned 6.54%/yr vs 6.55%/yr for ABR. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
AGNC vs. ABR - Performance Comparison
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Returns By Period
In the year-to-date period, AGNC achieves a 8.86% return, which is significantly higher than ABR's -34.12% return. Both investments have delivered pretty close results over the past 10 years, with AGNC having a 6.54% annualized return and ABR not far ahead at 6.55%.
AGNC
- 1D
- 0.18%
- 1M
- 0.18%
- 6M
- -2.51%
- YTD
- 8.86%
- 1Y
- 30.61%
- 3Y*
- 18.11%
- 5Y*
- 6.31%
- 10Y*
- 6.54%
- ALL TIME*
- 11.61%
ABR
- 1D
- -5.71%
- 1M
- -11.62%
- 6M
- -35.12%
- YTD
- -34.12%
- 1Y
- -52.72%
- 3Y*
- -25.74%
- 5Y*
- -14.37%
- 10Y*
- 6.55%
- ALL TIME*
- 2.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.30M | $20.03M | $26.21M | |
| $259.34M | $211.08M | $175.93M |
AGNC vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 8.86% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
ABR Arbor Realty Trust, Inc. | -34.12% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Correlation
The correlation between AGNC and ABR is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.40 |
The correlation between AGNC and ABR shifts across timeframes, from 0.40 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AGNC:
$12.54B
ABR:
$921.41M
AGNC:
$2.00
ABR:
$0.57
AGNC:
5.45
ABR:
8.38
AGNC:
3.92
ABR:
1.08
AGNC:
1.20
ABR:
0.43
AGNC:
$3.09B
ABR:
$940.70M
AGNC:
$2.34B
ABR:
$829.57M
AGNC:
$3.91B
ABR:
$878.83M
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Return for Risk
AGNC vs. ABR — Risk / Return Rank
AGNC
ABR
AGNC vs. ABR - Risk-Adjusted Trends 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.
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.
| AGNC | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.76 | ||
| Sortino ratioReturn per unit of downside risk | +4.05 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.75 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | -0.92 | +2.56 |
| Martin ratioReturn relative to average drawdown | 4.54 | -1.54 | +6.08 |
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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%. Use the drawdown chart below to compare losses from any high point for AGNC and ABR.
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Drawdown Indicators
| AGNC | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -97.76% | +43.20% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -57.57% | +38.86% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -62.01% | +31.53% |
Max Drawdown (5Y)Largest decline over 5 years | -50.28% | -62.01% | +11.73% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -72.76% | +18.20% |
Current DrawdownCurrent decline from peak | -4.46% | -62.01% | +57.55% |
Average DrawdownAverage peak-to-trough decline | -13.50% | -41.97% | +28.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.76% | 34.30% | -27.54% |
Volatility
AGNC vs. ABR - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 7.40%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 10.26%. 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.
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Volatility by Period
| AGNC | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 10.26% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 16.74% | 34.32% | -17.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 41.81% | -21.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.81% | 37.36% | -11.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.49% | 40.60% | -15.11% |
Dividends
AGNC vs. ABR - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.19%, less than ABR's 22.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 22.34% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
AGNC AGNC Investment Corp. | 13.19% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
Financials
AGNC vs. ABR - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Arbor Realty Trust, Inc.. 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
AGNC and ABR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABR has higher volatility (10.26%) compared to AGNC (7.40%). In terms of maximum drawdown, AGNC dropped -54.56% vs ABR's -97.76%.
AGNC currently has the higher Sharpe Ratio (1.50 vs -1.27), 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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