AGNC vs. KREF
Compare and contrast key facts about AGNC Investment Corp. (AGNC) and KKR Real Estate Finance Trust Inc. (KREF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNC or KREF.
Correlation
The correlation between AGNC and KREF is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AGNC vs. KREF - Performance Comparison
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Key characteristics
AGNC:
0.27
KREF:
0.15
AGNC:
0.56
KREF:
0.50
AGNC:
1.08
KREF:
1.06
AGNC:
0.26
KREF:
0.11
AGNC:
1.03
KREF:
0.45
AGNC:
6.84%
KREF:
11.45%
AGNC:
21.36%
KREF:
32.06%
AGNC:
-54.56%
KREF:
-55.29%
AGNC:
-20.18%
KREF:
-40.93%
Fundamentals
AGNC:
$8.97B
KREF:
$623.82M
AGNC:
$0.36
KREF:
$0.17
AGNC:
24.42
KREF:
54.12
AGNC:
17.55
KREF:
5.13
AGNC:
15.52
KREF:
6.40
AGNC:
1.06
KREF:
0.48
AGNC:
$1.08B
KREF:
$258.17M
AGNC:
$1.04B
KREF:
$238.25M
AGNC:
$2.60B
KREF:
$234.58M
Returns By Period
In the year-to-date period, AGNC achieves a 0.29% return, which is significantly higher than KREF's -6.78% return.
AGNC
0.29%
9.70%
-1.92%
5.48%
6.12%
3.78%
KREF
-6.78%
5.26%
-18.81%
5.48%
0.30%
N/A
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Risk-Adjusted Performance
AGNC vs. KREF — Risk-Adjusted Performance Rank
AGNC
KREF
AGNC vs. KREF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and KKR Real Estate Finance Trust Inc. (KREF). 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.
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Dividends
AGNC vs. KREF - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 16.38%, more than KREF's 10.87% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 16.38% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% |
KREF KKR Real Estate Finance Trust Inc. | 10.87% | 9.90% | 13.00% | 12.32% | 9.53% | 9.60% | 8.42% | 8.83% | 4.95% | 0.00% | 0.00% | 0.00% |
Drawdowns
AGNC vs. KREF - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, roughly equal to the maximum KREF drawdown of -55.29%. Use the drawdown chart below to compare losses from any high point for AGNC and KREF. For additional features, visit the drawdowns tool.
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Volatility
AGNC vs. KREF - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 11.81% compared to KKR Real Estate Finance Trust Inc. (KREF) at 10.80%. This indicates that AGNC's price experiences larger fluctuations and is considered to be riskier than KREF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Financials
AGNC vs. KREF - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and KKR Real Estate Finance Trust 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