AGNC vs. O
Compare and contrast key facts about AGNC Investment Corp. (AGNC) and Realty Income Corporation (O).
Performance
AGNC vs. O - Performance Comparison
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AGNC vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | -3.40% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
O Realty Income Corporation | 11.21% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Fundamentals
AGNC:
$1.58
O:
$1.75
AGNC:
6.34
O:
35.44
AGNC:
0.02
O:
7.26
AGNC:
5.51
O:
6.53
AGNC:
$1.92B
O:
$5.75B
AGNC:
$1.92B
O:
-$3.85B
AGNC:
$4.52B
O:
$4.22B
Returns By Period
In the year-to-date period, AGNC achieves a -3.40% return, which is significantly lower than O's 11.21% return. Over the past 10 years, AGNC has outperformed O with an annualized return of 6.23%, while O has yielded a comparatively lower 5.07% annualized return.
AGNC
- 1D
- -0.10%
- 1M
- -9.03%
- YTD
- -3.40%
- 6M
- 7.97%
- 1Y
- 21.99%
- 3Y*
- 15.79%
- 5Y*
- 2.93%
- 10Y*
- 6.23%
O
- 1D
- 1.14%
- 1M
- -8.00%
- YTD
- 11.21%
- 6M
- 5.16%
- 1Y
- 14.40%
- 3Y*
- 4.90%
- 5Y*
- 4.79%
- 10Y*
- 5.07%
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Return for Risk
AGNC vs. O — Risk / Return Rank
AGNC
O
AGNC vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Realty Income Corporation (O). 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.
| AGNC | O | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.86 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.24 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.19 | -0.08 |
Martin ratioReturn relative to average drawdown | 3.75 | 3.57 | +0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGNC | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.86 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.25 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.20 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.49 | -0.07 |
Correlation
The correlation between AGNC and O is 0.39, 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.
Dividends
AGNC vs. O - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 14.37%, more than O's 5.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 14.37% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
O Realty Income Corporation | 5.22% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Drawdowns
AGNC vs. O - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for AGNC and O.
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Drawdown Indicators
| AGNC | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -48.45% | -6.11% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -11.10% | -7.61% |
Max Drawdown (5Y)Largest decline over 5 years | -54.56% | -34.48% | -20.08% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -48.28% | -6.28% |
Current DrawdownCurrent decline from peak | -14.91% | -8.00% | -6.91% |
Average DrawdownAverage peak-to-trough decline | -13.60% | -9.22% | -4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 3.70% | +1.85% |
Volatility
AGNC vs. O - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 9.58% compared to Realty Income Corporation (O) at 4.53%. This indicates that AGNC's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.58% | 4.53% | +5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.07% | 11.31% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.88% | 16.84% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.71% | 18.89% | +6.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.31% | 25.69% | -0.38% |
Financials
AGNC vs. O - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Realty Income Corporation. 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