AGNC vs. ORC
Compare and contrast key facts about AGNC Investment Corp. (AGNC) and Orchid Island Capital, Inc. (ORC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNC or ORC.
Key characteristics
| AGNC | ORC | |
|---|---|---|
| YTD Return | 9.74% | 6.68% |
| 1Y Return | 27.38% | 29.96% |
| 3Y Return (Ann) | -3.41% | -18.55% |
| 5Y Return (Ann) | 0.30% | -8.24% |
| 10Y Return (Ann) | 3.33% | -5.61% |
| Sharpe Ratio | 1.50 | 1.39 |
| Sortino Ratio | 2.10 | 1.96 |
| Omega Ratio | 1.27 | 1.26 |
| Calmar Ratio | 0.83 | 0.54 |
| Martin Ratio | 8.25 | 7.90 |
| Ulcer Index | 3.74% | 4.54% |
| Daily Std Dev | 20.56% | 25.76% |
| Max Drawdown | -54.56% | -75.77% |
| Current Drawdown | -19.80% | -55.66% |
Fundamentals
| AGNC | ORC | |
|---|---|---|
| Market Cap | $8.39B | $617.12M |
| EPS | $1.49 | $1.20 |
| PE Ratio | 6.36 | 6.43 |
| PEG Ratio | 17.55 | 0.00 |
| Total Revenue (TTM) | $2.51B | $44.63M |
| Gross Profit (TTM) | $2.88B | $31.53M |
| EBITDA (TTM) | $4.87B | $220.96M |
Correlation
The correlation between AGNC and ORC is 0.55, 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. ORC - Performance Comparison
In the year-to-date period, AGNC achieves a 9.74% return, which is significantly higher than ORC's 6.68% return. Over the past 10 years, AGNC has outperformed ORC with an annualized return of 3.33%, while ORC has yielded a comparatively lower -5.61% 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. ORC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Orchid Island Capital, Inc. (ORC). 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. ORC - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 15.13%, less than ORC's 18.49% 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% |
ORC Orchid Island Capital, Inc. | 18.49% | 21.35% | 23.57% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% | 16.55% | 10.73% |
Drawdowns
AGNC vs. ORC - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum ORC drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for AGNC and ORC. For additional features, visit the drawdowns tool.
Volatility
AGNC vs. ORC - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 6.96% compared to Orchid Island Capital, Inc. (ORC) at 6.13%. This indicates that AGNC's price experiences larger fluctuations and is considered to be riskier than ORC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AGNC vs. ORC - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Orchid Island Capital, 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