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 0.53, 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
Key characteristics
AGNC:
0.44
KREF:
-0.36
AGNC:
0.69
KREF:
-0.30
AGNC:
1.09
KREF:
0.96
AGNC:
0.27
KREF:
-0.24
AGNC:
1.69
KREF:
-0.63
AGNC:
4.84%
KREF:
18.25%
AGNC:
18.43%
KREF:
32.46%
AGNC:
-54.56%
KREF:
-55.29%
AGNC:
-18.86%
KREF:
-35.32%
Fundamentals
AGNC:
$8.32B
KREF:
$717.29M
AGNC:
$1.51
KREF:
-$0.29
AGNC:
17.55
KREF:
5.13
AGNC:
$2.99B
KREF:
$351.25M
AGNC:
$2.94B
KREF:
$321.16M
AGNC:
$3.01B
KREF:
$346.21M
Returns By Period
In the year-to-date period, AGNC achieves a 1.95% return, which is significantly lower than KREF's 2.08% return.
AGNC
1.95%
-1.42%
-2.68%
9.57%
-0.84%
3.74%
KREF
2.08%
-6.21%
8.41%
-9.39%
-3.36%
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.
Dividends
AGNC vs. KREF - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 15.34%, more than KREF's 9.70% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 15.34% | 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. | 9.70% | 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.
Volatility
AGNC vs. KREF - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 5.41%, while KKR Real Estate Finance Trust Inc. (KREF) has a volatility of 8.55%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than KREF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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