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 | -4.15% | 12.87% |
| 1Y Return | 5.66% | 74.91% |
| 3Y Return (Ann) | -8.53% | 21.81% |
| 5Y Return (Ann) | -1.85% | 33.25% |
| 10Y Return (Ann) | 2.96% | 18.68% |
| Sharpe Ratio | 0.20 | 2.72 |
| Daily Std Dev | 28.23% | 28.57% |
| Max Drawdown | -54.56% | -93.66% |
| Current Drawdown | -29.95% | -8.17% |
Fundamentals
| AGNC | KKR | |
|---|---|---|
| Market Cap | $6.89B | $89.46B |
| EPS | $0.05 | $4.09 |
| PE Ratio | 198.00 | 24.59 |
| PEG Ratio | 17.55 | 1.34 |
| Revenue (TTM) | $251.00M | $18.66B |
| Gross Profit (TTM) | -$1.12B | $2.34B |
Correlation
The correlation between AGNC and KKR is 0.28, 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 -4.15% return, which is significantly lower than KKR's 12.87% return. Over the past 10 years, AGNC has underperformed KKR with an annualized return of 2.96%, while KKR has yielded a comparatively higher 18.68% 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 15.89%, more than KKR's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 15.89% | 14.68% | 13.91% | 9.56% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
KKR KKR & Co. Inc. | 0.71% | 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%, smaller than the maximum KKR drawdown of -93.66%. 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 6.86%, while KKR & Co. Inc. (KKR) has a volatility of 7.90%. 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.