AGNC vs. IVR
AGNC (AGNC Investment Corp.) and IVR (Invesco Mortgage Capital Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, AGNC returned 6.33%/yr vs -11.60%/yr for IVR. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
AGNC vs. IVR - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with AGNC having a 2.35% return and IVR slightly lower at 2.32%. Over the past 10 years, AGNC has outperformed IVR with an annualized return of 6.33%, while IVR has yielded a comparatively lower -11.60% 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%
IVR
- 1D
- -0.62%
- 1M
- 2.83%
- YTD
- 2.32%
- 6M
- 1.70%
- 1Y
- 28.67%
- 3Y*
- 7.35%
- 5Y*
- -13.59%
- 10Y*
- -11.60%
AGNC vs. IVR - 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% |
IVR Invesco Mortgage Capital Inc. | 2.32% | 24.87% | 9.03% | -14.30% | -44.56% | -9.34% | -72.54% | 28.97% | -6.81% | 34.61% |
Correlation
The correlation between AGNC and IVR is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2009 | 0.62 |
The correlation between AGNC and IVR shifts across timeframes, from 0.62 (all time) to 0.76 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
AGNC:
$1.33
IVR:
$1.64
AGNC:
7.80
IVR:
4.87
AGNC:
0.02
IVR:
0.32
AGNC:
4.79
IVR:
1.84
AGNC:
$2.33B
IVR:
$215.91M
AGNC:
$2.30B
IVR:
$138.51M
AGNC:
$3.72B
IVR:
$246.65M
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Return for Risk
AGNC vs. IVR — Risk / Return Rank
AGNC
IVR
AGNC vs. IVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Invesco Mortgage Capital Inc. (IVR). 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 | IVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.74 | -0.19 |
| Martin ratioReturn relative to average drawdown | 4.44 | 4.65 | -0.21 |
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Drawdowns
AGNC vs. IVR - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum IVR drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for AGNC and IVR.
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Drawdown Indicators
| AGNC | IVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -92.55% | +37.99% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -16.54% | -2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -45.38% | +14.34% |
Max Drawdown (5Y)Largest decline over 5 years | -50.65% | -76.67% | +26.02% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -92.55% | +37.99% |
Current DrawdownCurrent decline from peak | -9.85% | -84.98% | +75.13% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -35.94% | +22.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 6.19% | +0.35% |
Volatility
AGNC vs. IVR - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 5.55% compared to Invesco Mortgage Capital Inc. (IVR) at 4.84%. This indicates that AGNC's price experiences larger fluctuations and is considered to be riskier than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | IVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 4.84% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 17.50% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 22.56% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 35.33% | -9.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.41% | 56.15% | -30.74% |
Dividends
AGNC vs. IVR - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.87%, less than IVR's 20.50% 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% |
IVR Invesco Mortgage Capital Inc. | 20.50% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
Financials
AGNC vs. IVR - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Invesco Mortgage Capital 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 IVR have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNC has higher volatility (5.55%) compared to IVR (4.84%). In terms of maximum drawdown, AGNC dropped -54.56% vs IVR's -92.55%.
AGNC currently has the higher Sharpe Ratio (1.49 vs 1.28), 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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