AGNC vs. CALM
AGNC (AGNC Investment Corp.) and CALM (Cal-Maine Foods, Inc.) are both stocks. AGNC operates in REIT - Mortgage (Real Estate), while CALM operates in Farm Products (Consumer Defensive). Over the past 10 years, AGNC returned 6.33%/yr vs 9.71%/yr for CALM. At a 0.17 correlation, their price movements are largely independent.
Performance
AGNC vs. CALM - Performance Comparison
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Returns By Period
In the year-to-date period, AGNC achieves a 2.35% return, which is significantly higher than CALM's -1.01% return. Over the past 10 years, AGNC has underperformed CALM with an annualized return of 6.33%, while CALM has yielded a comparatively higher 9.71% annualized return.
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%
CALM
- 1D
- -0.73%
- 1M
- -0.68%
- YTD
- -1.01%
- 6M
- -8.09%
- 1Y
- -20.64%
- 3Y*
- 24.07%
- 5Y*
- 22.74%
- 10Y*
- 9.71%
AGNC vs. CALM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
CALM Cal-Maine Foods, Inc. | -1.01% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
Correlation
The correlation between AGNC and CALM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.17 |
Fundamentals
AGNC:
$11.65B
CALM:
$3.69B
AGNC:
$1.33
CALM:
$14.48
AGNC:
7.80
CALM:
5.37
AGNC:
0.02
CALM:
0.00
AGNC:
4.79
CALM:
1.08
AGNC:
1.14
CALM:
1.36
AGNC:
$2.33B
CALM:
$3.46B
AGNC:
$2.30B
CALM:
$1.17B
AGNC:
$3.72B
CALM:
$1.05B
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Return for Risk
AGNC vs. CALM — Risk / Return Rank
AGNC
CALM
AGNC vs. CALM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Cal-Maine Foods, Inc. (CALM). 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 | CALM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.91 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | -0.56 | +2.12 |
| Martin ratioReturn relative to average drawdown | 4.44 | -0.85 | +5.29 |
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Drawdowns
AGNC vs. CALM - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for AGNC and CALM.
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Drawdown Indicators
| AGNC | CALM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -74.08% | +19.52% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -37.00% | +18.29% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -37.00% | +5.96% |
Max Drawdown (5Y)Largest decline over 5 years | -50.65% | -37.00% | -13.65% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -39.12% | -15.44% |
Current DrawdownCurrent decline from peak | -9.85% | -31.50% | +21.65% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -30.31% | +16.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 24.26% | -17.72% |
Volatility
AGNC vs. CALM - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 5.55%, while Cal-Maine Foods, Inc. (CALM) has a volatility of 6.08%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | CALM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 6.08% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 20.30% | -4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 32.73% | -13.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 32.63% | -6.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.41% | 31.13% | -5.72% |
Dividends
AGNC vs. CALM - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.87%, more than CALM's 6.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CALM Cal-Maine Foods, Inc. | 6.18% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
Financials
AGNC vs. CALM - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Cal-Maine Foods, 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 CALM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CALM has higher volatility (6.08%) compared to AGNC (5.55%). In terms of maximum drawdown, AGNC dropped -54.56% vs CALM's -74.08%.
AGNC currently has the higher Sharpe Ratio (1.49 vs -0.63), 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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