AGNC vs. HRZN
Compare and contrast key facts about AGNC Investment Corp. (AGNC) and Horizon Technology Finance Corporation (HRZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNC or HRZN.
Key characteristics
| AGNC | HRZN | |
|---|---|---|
| YTD Return | 9.74% | -22.19% |
| 1Y Return | 27.38% | -15.70% |
| 3Y Return (Ann) | -3.41% | -10.67% |
| 5Y Return (Ann) | 0.30% | 3.58% |
| 10Y Return (Ann) | 3.33% | 6.14% |
| Sharpe Ratio | 1.50 | -0.76 |
| Sortino Ratio | 2.10 | -0.91 |
| Omega Ratio | 1.27 | 0.88 |
| Calmar Ratio | 0.83 | -0.45 |
| Martin Ratio | 8.25 | -1.27 |
| Ulcer Index | 3.74% | 11.32% |
| Daily Std Dev | 20.56% | 18.84% |
| Max Drawdown | -54.56% | -60.46% |
| Current Drawdown | -19.80% | -31.62% |
Fundamentals
| AGNC | HRZN | |
|---|---|---|
| Market Cap | $8.39B | $352.46M |
| EPS | $1.49 | -$0.15 |
| PEG Ratio | 17.55 | 2.07 |
| Total Revenue (TTM) | $2.51B | $90.34M |
| Gross Profit (TTM) | $2.88B | $76.02M |
| EBITDA (TTM) | $4.87B | $24.89M |
Correlation
The correlation between AGNC and HRZN is 0.27, 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. HRZN - Performance Comparison
In the year-to-date period, AGNC achieves a 9.74% return, which is significantly higher than HRZN's -22.19% return. Over the past 10 years, AGNC has underperformed HRZN with an annualized return of 3.33%, while HRZN has yielded a comparatively higher 6.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AGNC vs. HRZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Horizon Technology Finance Corporation (HRZN). 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.
Dividends
AGNC vs. HRZN - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 15.13%, more than HRZN's 14.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 15.13% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
HRZN Horizon Technology Finance Corporation | 14.15% | 10.02% | 10.43% | 7.54% | 9.44% | 9.28% | 10.67% | 10.70% | 12.96% | 11.76% | 9.86% | 9.71% |
Drawdowns
AGNC vs. HRZN - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum HRZN drawdown of -60.46%. Use the drawdown chart below to compare losses from any high point for AGNC and HRZN. For additional features, visit the drawdowns tool.
Volatility
AGNC vs. HRZN - Volatility Comparison
AGNC Investment Corp. (AGNC) and Horizon Technology Finance Corporation (HRZN) have volatilities of 6.96% and 6.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AGNC vs. HRZN - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Horizon Technology Finance Corporation. 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