AGNC vs. TSCO.L
AGNC (AGNC Investment Corp.) and TSCO.L (Tesco PLC) are both stocks. AGNC operates in REIT - Mortgage (Real Estate), while TSCO.L operates in Grocery Stores (Consumer Defensive). Over the past 10 years, AGNC returned 6.63%/yr vs 15.39%/yr for TSCO.L. At a 0.17 correlation, their price movements are largely independent.
Performance
AGNC vs. TSCO.L - Performance Comparison
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Different Trading Currencies
AGNC is traded in USD, while TSCO.L is traded in GBp. To make them comparable, the TSCO.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AGNC achieves a 1.66% return, which is significantly lower than TSCO.L's 8.86% return. Over the past 10 years, AGNC has underperformed TSCO.L with an annualized return of 6.63%, while TSCO.L has yielded a comparatively higher 15.39% annualized return.
AGNC
- 1D
- 0.10%
- 1M
- -1.89%
- YTD
- 1.66%
- 6M
- 6.78%
- 1Y
- 26.20%
- 3Y*
- 16.54%
- 5Y*
- 2.89%
- 10Y*
- 6.63%
TSCO.L
- 1D
- 0.71%
- 1M
- 3.54%
- YTD
- 8.86%
- 6M
- 9.85%
- 1Y
- 22.72%
- 3Y*
- 28.84%
- 5Y*
- 18.74%
- 10Y*
- 15.39%
AGNC vs. TSCO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 1.66% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
TSCO.L Tesco PLC | 8.86% | 33.84% | 29.58% | 41.90% | -27.47% | 29.14% | -2.47% | 43.70% | -12.92% | 11.38% |
Correlation
The correlation between AGNC and TSCO.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.17 |
Fundamentals
AGNC:
$11.57B
TSCO.L:
£30.04B
AGNC:
$1.33
TSCO.L:
£0.54
AGNC:
7.75
TSCO.L:
8.80
AGNC:
0.02
TSCO.L:
0.48
AGNC:
4.76
TSCO.L:
0.21
AGNC:
1.13
TSCO.L:
2.62
AGNC:
$2.33B
TSCO.L:
£143.63B
AGNC:
$2.30B
TSCO.L:
£10.94B
AGNC:
$3.72B
TSCO.L:
£8.93B
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Return for Risk
AGNC vs. TSCO.L — Risk / Return Rank
AGNC
TSCO.L
AGNC vs. TSCO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Tesco PLC (TSCO.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGNC | TSCO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.80 | -0.39 |
| Martin ratioReturn relative to average drawdown | 4.08 | 4.52 | -0.44 |
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Drawdowns
AGNC vs. TSCO.L - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum TSCO.L drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for AGNC and TSCO.L.
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Drawdown Indicators
| AGNC | TSCO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -74.47% | +19.91% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -12.57% | -6.14% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -18.60% | -12.44% |
Max Drawdown (5Y)Largest decline over 5 years | -51.80% | -44.50% | -7.30% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -44.50% | -10.06% |
Current DrawdownCurrent decline from peak | -10.46% | -4.25% | -6.21% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -44.23% | +30.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.44% | 5.01% | +1.43% |
Volatility
AGNC vs. TSCO.L - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 5.37%, while Tesco PLC (TSCO.L) has a volatility of 7.39%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than TSCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | TSCO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 7.39% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 17.39% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 22.26% | -2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.75% | 22.36% | +3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 24.97% | +0.42% |
Dividends
AGNC vs. TSCO.L - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.97%, more than TSCO.L's 3.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.97% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
TSCO.L Tesco PLC | 3.07% | 3.23% | 3.39% | 3.75% | 5.15% | 20.72% | 4.19% | 2.64% | 1.93% | 0.48% | 0.00% | 0.00% |
Financials
AGNC vs. TSCO.L - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Tesco PLC. 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 TSCO.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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