AGNC vs. DEC.L
AGNC (AGNC Investment Corp.) and DEC.L (Diversified Energy Company plc) are both stocks. AGNC operates in REIT - Mortgage (Real Estate), while DEC.L operates in Oil & Gas E&P (Energy). Over the past 5 years, AGNC returned 2.89%/yr vs -10.43%/yr for DEC.L. At a 0.12 correlation, their price movements are largely independent.
Performance
AGNC vs. DEC.L - Performance Comparison
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Different Trading Currencies
AGNC is traded in USD, while DEC.L is traded in GBp. To make them comparable, the DEC.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AGNC achieves a 1.66% return, which is significantly higher than DEC.L's -0.70% return.
AGNC
- 1D
- 0.10%
- 1M
- -1.89%
- YTD
- 1.66%
- 6M
- 6.78%
- 1Y
- 26.20%
- 3Y*
- 16.54%
- 5Y*
- 2.89%
- 10Y*
- 6.63%
DEC.L
- 1D
- -3.72%
- 1M
- -10.17%
- YTD
- -0.70%
- 6M
- -0.94%
- 1Y
- 6.19%
- 3Y*
- -9.70%
- 5Y*
- -10.43%
- 10Y*
- —
AGNC vs. DEC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 1.66% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 18.00% |
DEC.L Diversified Energy Company plc | -0.70% | -6.99% | 31.76% | -49.28% | -0.01% | -8.10% | 9.84% | -4.94% | 39.68% | 27.27% |
Correlation
The correlation between AGNC and DEC.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2017 | 0.12 |
The correlation between AGNC and DEC.L shifts across timeframes, from -0.07 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AGNC:
$11.57B
DEC.L:
£765.64M
AGNC:
$1.33
DEC.L:
$3.52
AGNC:
7.75
DEC.L:
3.91
AGNC:
0.02
DEC.L:
0.02
AGNC:
4.76
DEC.L:
0.41
AGNC:
1.13
DEC.L:
1.04
AGNC:
$2.33B
DEC.L:
$2.40B
AGNC:
$2.30B
DEC.L:
$520.54M
AGNC:
$3.72B
DEC.L:
$874.38M
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Return for Risk
AGNC vs. DEC.L — Risk / Return Rank
AGNC
DEC.L
AGNC vs. DEC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Diversified Energy Company plc (DEC.L). 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 | DEC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.06 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.25 | +1.16 |
| Martin ratioReturn relative to average drawdown | 4.08 | 0.46 | +3.62 |
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Drawdowns
AGNC vs. DEC.L - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum DEC.L drawdown of -70.26%. Use the drawdown chart below to compare losses from any high point for AGNC and DEC.L.
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Drawdown Indicators
| AGNC | DEC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -70.26% | +15.70% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -24.65% | +5.94% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -56.12% | +25.08% |
Max Drawdown (5Y)Largest decline over 5 years | -51.80% | -69.09% | +17.29% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | — | — |
Current DrawdownCurrent decline from peak | -10.46% | -52.10% | +41.64% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -28.08% | +14.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.44% | 13.38% | -6.94% |
Volatility
AGNC vs. DEC.L - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 5.37%, while Diversified Energy Company plc (DEC.L) has a volatility of 10.73%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than DEC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | DEC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 10.73% | -5.36% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 31.26% | -15.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 39.32% | -19.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.75% | 40.10% | -14.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 38.80% | -13.41% |
Dividends
AGNC vs. DEC.L - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.97%, more than DEC.L's 8.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.97% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
DEC.L Diversified Energy Company plc | 8.37% | 8.15% | 7.96% | 0.93% | 0.44% | 0.41% | 0.39% | 0.42% | 0.25% | 0.17% | 0.00% | 0.00% |
Financials
AGNC vs. DEC.L - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Diversified Energy Company plc. 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 DEC.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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