AGNC vs. ORC
Compare and contrast key facts about AGNC Investment Corp. (AGNC) and Orchid Island Capital, Inc. (ORC).
Performance
AGNC vs. ORC - Performance Comparison
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AGNC vs. ORC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | -3.30% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
ORC Orchid Island Capital, Inc. | 2.45% | 12.66% | 9.87% | -3.10% | -41.63% | 0.07% | 4.75% | 6.68% | -20.38% | 1.07% |
Fundamentals
AGNC:
$10.98B
ORC:
$1.17B
AGNC:
$1.58
ORC:
$1.19
AGNC:
6.34
ORC:
5.93
AGNC:
0.02
ORC:
0.02
AGNC:
5.52
ORC:
9.65
AGNC:
1.05
ORC:
0.85
AGNC:
$1.92B
ORC:
$101.20M
AGNC:
$1.92B
ORC:
$97.60M
AGNC:
$4.52B
ORC:
$356.52M
Returns By Period
In the year-to-date period, AGNC achieves a -3.30% return, which is significantly lower than ORC's 2.45% return. Over the past 10 years, AGNC has outperformed ORC with an annualized return of 6.24%, while ORC has yielded a comparatively lower -2.75% annualized return.
AGNC
- 1D
- 3.19%
- 1M
- -9.42%
- YTD
- -3.30%
- 6M
- 9.62%
- 1Y
- 20.96%
- 3Y*
- 15.83%
- 5Y*
- 2.95%
- 10Y*
- 6.24%
ORC
- 1D
- 3.53%
- 1M
- -3.84%
- YTD
- 2.45%
- 6M
- 10.59%
- 1Y
- 14.18%
- 3Y*
- 4.85%
- 5Y*
- -9.64%
- 10Y*
- -2.75%
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Return for Risk
AGNC vs. ORC — Risk / Return Rank
AGNC
ORC
AGNC vs. ORC - Risk-Adjusted Trends 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.
| AGNC | ORC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.59 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.29 | 0.94 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.13 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.71 | +0.53 |
Martin ratioReturn relative to average drawdown | 4.12 | 2.35 | +1.76 |
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 | ORC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.59 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | -0.32 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | -0.07 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | -0.03 | +0.45 |
Correlation
The correlation between AGNC and ORC is 0.57, 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.
Dividends
AGNC vs. ORC - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 14.36%, less than ORC's 20.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 14.36% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
ORC Orchid Island Capital, Inc. | 20.48% | 20.00% | 18.51% | 21.35% | 29.67% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% |
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.
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Drawdown Indicators
| AGNC | ORC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -75.77% | +21.21% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -18.90% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -54.56% | -68.46% | +13.90% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -75.77% | +21.21% |
Current DrawdownCurrent decline from peak | -14.82% | -44.77% | +29.95% |
Average DrawdownAverage peak-to-trough decline | -13.60% | -28.59% | +14.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.66% | 5.90% | -0.24% |
Volatility
AGNC vs. ORC - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 9.62% compared to Orchid Island Capital, Inc. (ORC) at 8.51%. 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.
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Volatility by Period
| AGNC | ORC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.62% | 8.51% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 14.86% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.95% | 24.17% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.72% | 30.01% | -4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.31% | 37.74% | -12.43% |
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