AGNC vs. KKR
Compare and contrast key facts about AGNC Investment Corp. (AGNC) and KKR & Co. Inc. (KKR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNC or KKR.
Key characteristics
| AGNC | KKR | |
|---|---|---|
| YTD Return | 9.74% | 84.77% |
| 1Y Return | 27.38% | 130.32% |
| 3Y Return (Ann) | -3.41% | 25.80% |
| 5Y Return (Ann) | 0.30% | 40.19% |
| 10Y Return (Ann) | 3.33% | 24.42% |
| Sharpe Ratio | 1.50 | 4.39 |
| Sortino Ratio | 2.10 | 5.26 |
| Omega Ratio | 1.27 | 1.70 |
| Calmar Ratio | 0.83 | 7.41 |
| Martin Ratio | 8.25 | 40.88 |
| Ulcer Index | 3.74% | 3.42% |
| Daily Std Dev | 20.56% | 31.85% |
| Max Drawdown | -54.56% | -53.10% |
| Current Drawdown | -19.80% | -2.42% |
Fundamentals
| AGNC | KKR | |
|---|---|---|
| Market Cap | $8.39B | $141.34B |
| EPS | $1.49 | $3.23 |
| PE Ratio | 6.36 | 47.42 |
| PEG Ratio | 17.55 | 1.04 |
| Total Revenue (TTM) | $2.51B | $24.19B |
| Gross Profit (TTM) | $2.88B | $6.65B |
| EBITDA (TTM) | $4.87B | $8.43B |
Correlation
The correlation between AGNC and KKR is 0.32, 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. KKR - Performance Comparison
In the year-to-date period, AGNC achieves a 9.74% return, which is significantly lower than KKR's 84.77% return. Over the past 10 years, AGNC has underperformed KKR with an annualized return of 3.33%, while KKR has yielded a comparatively higher 24.42% 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. KKR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and KKR & Co. Inc. (KKR). 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. KKR - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 15.13%, more than KKR's 0.56% 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% |
KKR KKR & Co. Inc. | 0.56% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
Drawdowns
AGNC vs. KKR - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, roughly equal to the maximum KKR drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for AGNC and KKR. For additional features, visit the drawdowns tool.
Volatility
AGNC vs. KKR - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 6.96%, while KKR & Co. Inc. (KKR) has a volatility of 11.15%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than KKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AGNC vs. KKR - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and KKR & Co. 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