AGNC vs. ECC
AGNC (AGNC Investment Corp.) and ECC (Eagle Point Credit Company Inc) are both stocks. AGNC operates in REIT - Mortgage (Real Estate), while ECC operates in Asset Management (Financial Services). Over the past 10 years, AGNC returned 6.33%/yr vs 4.64%/yr for ECC. At a 0.22 correlation, their price movements are largely independent.
Performance
AGNC vs. ECC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AGNC achieves a 2.35% return, which is significantly higher than ECC's -4.62% return. Over the past 10 years, AGNC has outperformed ECC with an annualized return of 6.33%, while ECC has yielded a comparatively lower 4.64% 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%
ECC
- 1D
- 1.39%
- 1M
- 20.35%
- YTD
- -4.62%
- 6M
- -3.95%
- 1Y
- -17.04%
- 3Y*
- -4.04%
- 5Y*
- -0.77%
- 10Y*
- 4.64%
AGNC vs. ECC - 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% |
ECC Eagle Point Credit Company Inc | -4.62% | -18.45% | 11.77% | 12.11% | -11.71% | 56.78% | -21.00% | 18.80% | -13.72% | 27.02% |
Correlation
The correlation between AGNC and ECC is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.22 |
The correlation between AGNC and ECC shifts across timeframes, from 0.22 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
AGNC:
$11.65B
ECC:
$482.42M
AGNC:
$1.33
ECC:
-$0.97
AGNC:
4.79
ECC:
2.80
AGNC:
1.14
ECC:
0.64
AGNC:
$2.33B
ECC:
$162.24M
AGNC:
$2.30B
ECC:
$143.87M
AGNC:
$3.72B
ECC:
-$35.59M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AGNC vs. ECC — Risk / Return Rank
AGNC
ECC
AGNC vs. ECC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Eagle Point Credit Company Inc (ECC). 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 | ECC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.96 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | -0.37 | +1.93 |
| Martin ratioReturn relative to average drawdown | 4.44 | -0.68 | +5.12 |
Loading charts...
Drawdowns
AGNC vs. ECC - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum ECC drawdown of -70.79%. Use the drawdown chart below to compare losses from any high point for AGNC and ECC.
Loading charts...
Drawdown Indicators
| AGNC | ECC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -70.79% | +16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -45.79% | +27.08% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -49.65% | +18.61% |
Max Drawdown (5Y)Largest decline over 5 years | -50.65% | -49.65% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -70.79% | +16.23% |
Current DrawdownCurrent decline from peak | -9.85% | -27.67% | +17.82% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -12.99% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 25.04% | -18.50% |
Volatility
AGNC vs. ECC - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 5.55%, while Eagle Point Credit Company Inc (ECC) has a volatility of 25.08%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than ECC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AGNC | ECC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 25.08% | -19.53% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 35.38% | -19.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 44.08% | -24.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 27.14% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.41% | 37.37% | -11.96% |
Dividends
AGNC vs. ECC - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.87%, less than ECC's 65.46% 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% |
ECC Eagle Point Credit Company Inc | 65.46% | 29.17% | 20.05% | 19.58% | 23.42% | 11.71% | 13.08% | 16.43% | 16.89% | 13.02% | 14.36% | 14.61% |
Financials
AGNC vs. ECC - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Eagle Point Credit Company 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 ECC have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECC has higher volatility (25.08%) compared to AGNC (5.55%). In terms of maximum drawdown, AGNC dropped -54.56% vs ECC's -70.79%.
AGNC currently has the higher Sharpe Ratio (1.49 vs -0.39), 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.
Find the right allocation for AGNC and ECC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer