AGNC vs. VLO
AGNC (AGNC Investment Corp.) and VLO (Valero Energy Corporation) are both stocks. AGNC operates in REIT - Mortgage (Real Estate), while VLO operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, AGNC returned 6.33%/yr vs 20.94%/yr for VLO. At a 0.26 correlation, their price movements are largely independent.
Performance
AGNC vs. VLO - Performance Comparison
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Returns By Period
In the year-to-date period, AGNC achieves a 2.35% return, which is significantly lower than VLO's 46.74% return. Over the past 10 years, AGNC has underperformed VLO with an annualized return of 6.33%, while VLO has yielded a comparatively higher 20.94% annualized return.
AGNC
- 1D
- 0.78%
- 1M
- 2.43%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 28.97%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
VLO
- 1D
- -1.45%
- 1M
- -6.44%
- YTD
- 46.74%
- 6M
- 46.81%
- 1Y
- 73.82%
- 3Y*
- 31.15%
- 5Y*
- 29.68%
- 10Y*
- 20.94%
AGNC vs. VLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
VLO Valero Energy Corporation | 46.74% | 36.97% | -2.96% | 5.86% | 74.95% | 40.25% | -35.69% | 30.27% | -15.73% | 38.66% |
Correlation
The correlation between AGNC and VLO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.26 |
The correlation between AGNC and VLO shifts across timeframes, from -0.01 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AGNC:
$11.65B
VLO:
$70.42B
AGNC:
$1.33
VLO:
$13.77
AGNC:
7.80
VLO:
17.16
AGNC:
0.02
VLO:
0.06
AGNC:
4.79
VLO:
0.57
AGNC:
1.14
VLO:
2.61
AGNC:
$2.33B
VLO:
$126.17B
AGNC:
$2.30B
VLO:
$12.45B
AGNC:
$3.72B
VLO:
$9.02B
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Return for Risk
AGNC vs. VLO — Risk / Return Rank
AGNC
VLO
AGNC vs. VLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Valero Energy Corporation (VLO). 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 | VLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 5.23 | -3.68 |
| Martin ratioReturn relative to average drawdown | 4.44 | 12.85 | -8.41 |
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Drawdowns
AGNC vs. VLO - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum VLO drawdown of -87.50%. Use the drawdown chart below to compare losses from any high point for AGNC and VLO.
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Drawdown Indicators
| AGNC | VLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -87.50% | +32.94% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -14.19% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -41.22% | +10.18% |
Max Drawdown (5Y)Largest decline over 5 years | -50.65% | -41.22% | -9.43% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -71.88% | +17.32% |
Current DrawdownCurrent decline from peak | -9.85% | -9.62% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -34.24% | +20.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 5.76% | +0.78% |
Volatility
AGNC vs. VLO - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 5.55%, while Valero Energy Corporation (VLO) has a volatility of 10.17%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than VLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | VLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 10.17% | -4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 27.59% | -11.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 35.09% | -15.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 36.94% | -11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.41% | 40.39% | -14.98% |
Dividends
AGNC vs. VLO - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.87%, more than VLO's 1.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
VLO Valero Energy Corporation | 1.97% | 2.78% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 2.34% | 3.51% | 2.40% |
Financials
AGNC vs. VLO - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Valero Energy Corporation. 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 VLO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLO has higher volatility (10.17%) compared to AGNC (5.55%). In terms of maximum drawdown, AGNC dropped -54.56% vs VLO's -87.50%.
VLO currently has the higher Sharpe Ratio (2.12 vs 1.49), 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.
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