AGNC vs. XOM
AGNC (AGNC Investment Corp.) and XOM (Exxon Mobil Corporation) are both stocks. AGNC operates in REIT - Mortgage (Real Estate), while XOM operates in Oil & Gas Integrated (Energy). Over the past 10 years, AGNC returned 6.25%/yr vs 10.04%/yr for XOM. At a 0.26 correlation, their price movements are largely independent.
Performance
AGNC vs. XOM - Performance Comparison
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Returns By Period
In the year-to-date period, AGNC achieves a -0.32% return, which is significantly lower than XOM's 27.80% return. Over the past 10 years, AGNC has underperformed XOM with an annualized return of 6.25%, while XOM has yielded a comparatively higher 10.04% 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%
XOM
- 1D
- 1.22%
- 1M
- 5.68%
- YTD
- 27.80%
- 6M
- 32.61%
- 1Y
- 50.17%
- 3Y*
- 16.03%
- 5Y*
- 23.83%
- 10Y*
- 10.04%
AGNC vs. XOM - 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% |
XOM Exxon Mobil Corporation | 27.80% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between AGNC and XOM is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.26 |
The correlation between AGNC and XOM shifts across timeframes, from -0.04 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AGNC:
$11.35B
XOM:
$634.77B
AGNC:
$1.33
XOM:
$5.93
AGNC:
7.60
XOM:
25.60
AGNC:
0.02
XOM:
1.19
AGNC:
4.66
XOM:
1.99
AGNC:
1.11
XOM:
2.50
AGNC:
$2.33B
XOM:
$326.01B
AGNC:
$2.30B
XOM:
$83.11B
AGNC:
$3.72B
XOM:
$60.44B
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Return for Risk
AGNC vs. XOM — Risk / Return Rank
AGNC
XOM
AGNC vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Exxon Mobil Corporation (XOM). 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 | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 3.21 | -1.74 |
| Martin ratioReturn relative to average drawdown | 4.39 | 8.97 | -4.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGNC | XOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.07 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.90 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.36 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.48 | -0.05 |
Drawdowns
AGNC vs. XOM - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for AGNC and XOM.
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Drawdown Indicators
| AGNC | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -62.40% | +7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -15.69% | -3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -18.92% | -12.12% |
Max Drawdown (5Y)Largest decline over 5 years | -54.36% | -20.51% | -33.85% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -61.34% | +6.78% |
Current DrawdownCurrent decline from peak | -12.19% | -10.90% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -10.20% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 5.61% | +0.69% |
Volatility
AGNC vs. XOM - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 4.92%, while Exxon Mobil Corporation (XOM) has a volatility of 9.20%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 9.20% | -4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.96% | 20.29% | -4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.38% | 24.44% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.82% | 26.73% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 28.19% | -2.80% |
Dividends
AGNC vs. XOM - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 14.24%, more than XOM's 2.69% 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% |
XOM Exxon Mobil Corporation | 2.69% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Financials
AGNC vs. XOM - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Exxon Mobil 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 XOM have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.20%) compared to AGNC (4.92%). In terms of maximum drawdown, AGNC dropped -54.56% vs XOM's -62.40%.
XOM currently has the higher Sharpe Ratio (2.07 vs 1.43), 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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