AGNCL vs. ARR

Last updated Apr 2, 2026

Compare and contrast key facts about AGNC Investment Corp (AGNCL) and ARMOUR Residential REIT, Inc. (ARR).

Performance

AGNCL vs. ARR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGNC Investment Corp (AGNCL) and ARMOUR Residential REIT, Inc. (ARR). The values are adjusted to include any dividend payments, if applicable.

AGNCL vs. ARR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AGNCL AGNC Investment Corp	-0.17%	3.69%	29.17%	7.78%	-5.92%
ARR ARMOUR Residential REIT, Inc.	-0.67%	11.69%	13.17%	-15.43%	-15.65%

Fundamentals

EPS AGNCL : $1.58 ARR : $0.69
PE Ratio AGNCL : 15.32 ARR : 24.63
PEG Ratio AGNCL : 0.04 ARR : 0.09
PS Ratio AGNCL : 13.33 ARR : 5.13
Total Revenue (TTM) AGNCL : $1.92B ARR : $309.93M
Gross Profit (TTM) AGNCL : $1.92B ARR : $474.06M
EBITDA (TTM) AGNCL : $4.52B ARR : $234.67M

Returns By Period

In the year-to-date period, AGNCL achieves a -0.17% return, which is significantly higher than ARR's -0.67% return.

AGNCL

• 1D: 0.68%
• 1M: -1.91%
• YTD: -0.17%
• 6M: 1.68%
• 1Y: 2.63%
• 3Y*: 12.28%
• 5Y*: —
• 10Y*: —

ARR

• 1D: 1.20%
• 1M: -4.14%
• YTD: -0.67%
• 6M: 19.10%
• 1Y: 18.19%
• 3Y*: 2.75%
• 5Y*: -8.98%
• 10Y*: -4.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AGNCL vs. ARR — Risk / Return Rank

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

AGNCL

AGNCL Risk / Return Rank: 46
AGNCL Sharpe Ratio Rank: 50
AGNCL Sortino Ratio Rank: 41
AGNCL Omega Ratio Rank: 41
AGNCL Calmar Ratio Rank: 46
AGNCL Martin Ratio Rank: 53

ARR

ARR Risk / Return Rank: 61
ARR Sharpe Ratio Rank: 64
ARR Sortino Ratio Rank: 55
ARR Omega Ratio Rank: 56
ARR Calmar Ratio Rank: 63
ARR Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGNCL vs. ARR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp (AGNCL) and ARMOUR Residential REIT, Inc. (ARR). 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.

	AGNCL	ARR	Difference
Sharpe ratio Return per unit of total volatility	0.27	0.67	-0.41
Sortino ratio Return per unit of downside risk	0.46	1.02	-0.55
Omega ratio Gain probability vs. loss probability	1.07	1.14	-0.08
Calmar ratio Return relative to maximum drawdown	0.24	1.03	-0.79
Martin ratio Return relative to average drawdown	1.22	2.74	-1.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGNCL vs. ARR - Sharpe Ratio Comparison

The current AGNCL Sharpe Ratio is 0.27, which is lower than the ARR Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AGNCL and ARR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AGNCL	ARR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	0.67	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.31	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.14	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	-0.12	+0.75

Correlation

The correlation between AGNCL and ARR is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AGNCL vs. ARR - Dividend Comparison

AGNCL's dividend yield for the trailing twelve months is around 8.00%, less than ARR's 17.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNCL AGNC Investment Corp	8.00%	7.83%	7.51%	8.96%	2.97%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ARR ARMOUR Residential REIT, Inc.	17.06%	16.28%	15.27%	25.88%	21.31%	12.23%	11.12%	12.09%	11.12%	8.86%	13.92%	17.88%

Drawdowns

AGNCL vs. ARR - Drawdown Comparison

The maximum AGNCL drawdown since its inception was -19.72%, smaller than the maximum ARR drawdown of -80.12%. Use the drawdown chart below to compare losses from any high point for AGNCL and ARR.

Drawdown Indicators

	AGNCL	ARR	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-80.12%	+60.40%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-16.79%	+7.46%
Max Drawdown (5Y) Largest decline over 5 years	—	-67.13%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-78.34%	—
Current Drawdown Current decline from peak	-2.07%	-62.95%	+60.88%
Average Drawdown Average peak-to-trough decline	-3.19%	-32.85%	+29.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	6.47%	-4.57%

Volatility

AGNCL vs. ARR - Volatility Comparison

The current volatility for AGNC Investment Corp (AGNCL) is 2.40%, while ARMOUR Residential REIT, Inc. (ARR) has a volatility of 11.42%. This indicates that AGNCL experiences smaller price fluctuations and is considered to be less risky than ARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGNCL	ARR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.40%	11.42%	-9.02%
Volatility (6M) Calculated over the trailing 6-month period	4.70%	17.61%	-12.91%
Volatility (1Y) Calculated over the trailing 1-year period	9.93%	27.10%	-17.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.24%	28.90%	-14.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.24%	34.17%	-19.93%

Financials