AGNC vs. SHW
AGNC (AGNC Investment Corp.) and SHW (The Sherwin-Williams Company) are both stocks. AGNC operates in REIT - Mortgage (Real Estate), while SHW operates in Specialty Chemicals (Basic Materials). Over the past 10 years, AGNC returned 6.25%/yr vs 12.93%/yr for SHW. At a 0.30 correlation, their price movements are largely independent.
Performance
AGNC vs. SHW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AGNC achieves a -0.32% return, which is significantly higher than SHW's -7.11% return. Over the past 10 years, AGNC has underperformed SHW with an annualized return of 6.25%, while SHW has yielded a comparatively higher 12.93% annualized return.
AGNC
- 1D
- -0.59%
- 1M
- -5.84%
- YTD
- -0.32%
- 6M
- 3.01%
- 1Y
- 27.55%
- 3Y*
- 17.15%
- 5Y*
- 1.42%
- 10Y*
- 6.25%
SHW
- 1D
- -1.88%
- 1M
- -5.21%
- YTD
- -7.11%
- 6M
- -7.99%
- 1Y
- -15.42%
- 3Y*
- 8.51%
- 5Y*
- 2.50%
- 10Y*
- 12.93%
AGNC vs. SHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | -0.32% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
SHW The Sherwin-Williams Company | -7.11% | -3.83% | 9.90% | 32.73% | -31.96% | 44.90% | 27.05% | 49.70% | -3.23% | 54.11% |
Correlation
The correlation between AGNC and SHW is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 16, 2008 | 0.30 |
The correlation between AGNC and SHW shifts across timeframes, from 0.30 (all time) to 0.44 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
AGNC:
$11.35B
SHW:
$74.32B
AGNC:
$1.33
SHW:
$10.42
AGNC:
7.60
SHW:
28.75
AGNC:
0.02
SHW:
2.80
AGNC:
4.66
SHW:
3.12
AGNC:
1.11
SHW:
16.77
AGNC:
$2.33B
SHW:
$23.94B
AGNC:
$2.30B
SHW:
$11.76B
AGNC:
$3.72B
SHW:
$4.29B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AGNC vs. SHW — Risk / Return Rank
AGNC
SHW
AGNC vs. SHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and The Sherwin-Williams Company (SHW). 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 | SHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.91 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | -0.72 | +2.20 |
| Martin ratioReturn relative to average drawdown | 4.39 | -1.52 | +5.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AGNC | SHW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | -0.63 | +2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.10 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.49 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.54 | -0.12 |
Drawdowns
AGNC vs. SHW - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, roughly equal to the maximum SHW drawdown of -52.02%. Use the drawdown chart below to compare losses from any high point for AGNC and SHW.
Loading charts...
Drawdown Indicators
| AGNC | SHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -52.02% | -2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -21.36% | +2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -25.69% | -5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -54.36% | -42.46% | -11.90% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -42.46% | -12.10% |
Current DrawdownCurrent decline from peak | -12.19% | -24.03% | +11.84% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -11.63% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 10.16% | -3.86% |
Volatility
AGNC vs. SHW - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 4.92%, while The Sherwin-Williams Company (SHW) has a volatility of 6.99%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than SHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AGNC | SHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 6.99% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 15.96% | 18.56% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.38% | 24.80% | -5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.82% | 26.15% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 26.53% | -1.14% |
Dividends
AGNC vs. SHW - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 14.24%, more than SHW's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 14.24% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
SHW The Sherwin-Williams Company | 1.06% | 0.98% | 0.84% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% |
Financials
AGNC vs. SHW - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and The Sherwin-Williams Company. 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
Frequently Asked Questions
AGNC and SHW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHW has higher volatility (6.99%) compared to AGNC (4.92%). In terms of maximum drawdown, AGNC dropped -54.56% vs SHW's -52.02%.
AGNC currently has the higher Sharpe Ratio (1.43 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for AGNC and SHW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer