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AGNC vs. STWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGNC and STWD 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.


-0.50.00.51.00.5

Performance

AGNC vs. STWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGNC Investment Corp. (AGNC) and Starwood Property Trust, Inc. (STWD). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%AugustSeptemberOctoberNovemberDecember2025
244.48%
350.38%
AGNC
STWD

Key characteristics

Sharpe Ratio

AGNC:

0.82

STWD:

0.25

Sortino Ratio

AGNC:

1.16

STWD:

0.46

Omega Ratio

AGNC:

1.15

STWD:

1.06

Calmar Ratio

AGNC:

0.49

STWD:

0.40

Martin Ratio

AGNC:

3.08

STWD:

1.00

Ulcer Index

AGNC:

4.84%

STWD:

5.12%

Daily Std Dev

AGNC:

18.30%

STWD:

20.30%

Max Drawdown

AGNC:

-54.56%

STWD:

-66.33%

Current Drawdown

AGNC:

-16.96%

STWD:

-3.67%

Fundamentals

Market Cap

AGNC:

$8.51B

STWD:

$6.68B

EPS

AGNC:

$1.50

STWD:

$1.19

PE Ratio

AGNC:

6.41

STWD:

16.28

PEG Ratio

AGNC:

17.55

STWD:

2.73

Total Revenue (TTM)

AGNC:

$2.99B

STWD:

$1.58B

Gross Profit (TTM)

AGNC:

$2.94B

STWD:

$1.45B

EBITDA (TTM)

AGNC:

$3.01B

STWD:

$965.42M

Returns By Period

In the year-to-date period, AGNC achieves a 4.34% return, which is significantly higher than STWD's 2.22% return. Over the past 10 years, AGNC has underperformed STWD with an annualized return of 4.08%, while STWD has yielded a comparatively higher 7.68% annualized return.


AGNC

YTD

4.34%

1M

5.03%

6M

1.16%

1Y

13.86%

5Y*

-0.38%

10Y*

4.08%

STWD

YTD

2.22%

1M

3.63%

6M

0.32%

1Y

4.53%

5Y*

4.51%

10Y*

7.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AGNC vs. STWD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGNC
The Risk-Adjusted Performance Rank of AGNC is 6767
Overall Rank
The Sharpe Ratio Rank of AGNC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 7373
Martin Ratio Rank

STWD
The Risk-Adjusted Performance Rank of STWD is 5353
Overall Rank
The Sharpe Ratio Rank of STWD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of STWD is 4545
Sortino Ratio Rank
The Omega Ratio Rank of STWD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of STWD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of STWD is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGNC vs. STWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Starwood Property Trust, Inc. (STWD). 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.


Sharpe ratio
The chart of Sharpe ratio for AGNC, currently valued at 0.82, compared to the broader market-2.000.002.004.000.820.25
The chart of Sortino ratio for AGNC, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.160.46
The chart of Omega ratio for AGNC, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.06
The chart of Calmar ratio for AGNC, currently valued at 0.49, compared to the broader market0.002.004.006.000.490.40
The chart of Martin ratio for AGNC, currently valued at 3.08, compared to the broader market-10.000.0010.0020.003.081.00
AGNC
STWD

The current AGNC Sharpe Ratio is 0.82, which is higher than the STWD Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of AGNC and STWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.82
0.25
AGNC
STWD

Dividends

AGNC vs. STWD - Dividend Comparison

AGNC's dividend yield for the trailing twelve months is around 14.98%, more than STWD's 9.91% yield.


TTM20242023202220212020201920182017201620152014
AGNC
AGNC Investment Corp.
14.98%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%11.96%
STWD
Starwood Property Trust, Inc.
9.91%10.13%9.13%10.47%7.90%9.95%7.72%9.74%8.99%8.75%9.34%8.26%

Drawdowns

AGNC vs. STWD - Drawdown Comparison

The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum STWD drawdown of -66.33%. Use the drawdown chart below to compare losses from any high point for AGNC and STWD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-16.96%
-3.67%
AGNC
STWD

Volatility

AGNC vs. STWD - Volatility Comparison

The current volatility for AGNC Investment Corp. (AGNC) is 5.65%, while Starwood Property Trust, Inc. (STWD) has a volatility of 6.42%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than STWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
5.65%
6.42%
AGNC
STWD

Financials

AGNC vs. STWD - Financials Comparison

This section allows you to compare key financial metrics between AGNC Investment Corp. and Starwood Property 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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