AGNC vs. STWD
Compare and contrast key facts about AGNC Investment Corp. (AGNC) and Starwood Property Trust, Inc. (STWD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNC or STWD.
Key characteristics
| AGNC | STWD | |
|---|---|---|
| YTD Return | -4.36% | -7.37% |
| 1Y Return | 5.42% | 19.90% |
| 3Y Return (Ann) | -8.84% | -0.73% |
| 5Y Return (Ann) | -1.89% | 6.30% |
| 10Y Return (Ann) | 3.05% | 7.46% |
| Sharpe Ratio | 0.17 | 0.69 |
| Daily Std Dev | 28.24% | 27.04% |
| Max Drawdown | -54.56% | -66.34% |
| Current Drawdown | -30.10% | -10.09% |
Fundamentals
| AGNC | STWD | |
|---|---|---|
| Market Cap | $6.89B | $6.58B |
| EPS | $0.05 | $1.07 |
| PE Ratio | 198.00 | 19.00 |
| PEG Ratio | 17.55 | 2.73 |
| Revenue (TTM) | $251.00M | $370.07M |
| Gross Profit (TTM) | -$1.12B | $573.68M |
Correlation
The correlation between AGNC and STWD is 0.52, 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. STWD - Performance Comparison
In the year-to-date period, AGNC achieves a -4.36% return, which is significantly higher than STWD's -7.37% return. Over the past 10 years, AGNC has underperformed STWD with an annualized return of 3.05%, while STWD has yielded a comparatively higher 7.46% 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. 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.
Dividends
AGNC vs. STWD - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 15.93%, more than STWD's 10.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 15.93% | 14.68% | 13.91% | 9.56% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
STWD Starwood Property Trust, Inc. | 10.10% | 9.13% | 10.47% | 7.90% | 9.95% | 7.72% | 9.74% | 8.99% | 8.75% | 9.34% | 8.26% | 6.57% |
Drawdowns
AGNC vs. STWD - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum STWD drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for AGNC and STWD. For additional features, visit the drawdowns tool.
Volatility
AGNC vs. STWD - Volatility Comparison
AGNC Investment Corp. (AGNC) and Starwood Property Trust, Inc. (STWD) have volatilities of 6.85% and 6.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.