AGNC vs. ABR
Compare and contrast key facts about AGNC Investment Corp. (AGNC) and Arbor Realty Trust, Inc. (ABR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNC or ABR.
Key characteristics
AGNC | ABR | |
---|---|---|
YTD Return | 2.30% | -8.87% |
1Y Return | 15.76% | 38.50% |
3Y Return (Ann) | -5.71% | 5.68% |
5Y Return (Ann) | -0.47% | 11.19% |
10Y Return (Ann) | 4.05% | 17.39% |
Sharpe Ratio | 0.55 | 0.87 |
Daily Std Dev | 28.00% | 40.63% |
Max Drawdown | -54.56% | -97.76% |
Current Drawdown | -25.23% | -16.81% |
Fundamentals
AGNC | ABR | |
---|---|---|
Market Cap | $6.80B | $2.43B |
EPS | $0.05 | $1.75 |
PE Ratio | 195.60 | 7.37 |
PEG Ratio | 17.55 | 1.20 |
Revenue (TTM) | $251.00M | $719.01M |
Gross Profit (TTM) | -$1.12B | $597.94M |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AGNC Investment Corp. | 0.55 | ||||
Arbor Realty Trust, Inc. | 0.87 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.