AGNCL vs. TRMD

Last updated Jun 3, 2026

AGNCL (AGNC Investment Corp) and TRMD (TORM plc) are both stocks. AGNCL operates in REIT - Mortgage (Real Estate), while TRMD operates in Oil & Gas Midstream (Energy). Over the past 3 years, AGNCL returned 13.36%/yr vs 18.87%/yr for TRMD. At a 0.04 correlation, their price movements are largely independent.

Performance

AGNCL vs. TRMD - Performance Comparison

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

Returns By Period

In the year-to-date period, AGNCL achieves a 3.25% return, which is significantly lower than TRMD's 50.94% return.

AGNCL

• 1D: -0.48%
• 1M: -0.06%
• YTD: 3.25%
• 6M: 5.16%
• 1Y: 10.52%
• 3Y*: 13.36%
• 5Y*: —
• 10Y*: —

TRMD

• 1D: 0.43%
• 1M: -11.56%
• YTD: 50.94%
• 6M: 39.74%
• 1Y: 84.84%
• 3Y*: 18.87%
• 5Y*: 42.60%
• 10Y*: —

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

AGNCL vs. TRMD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AGNCL AGNC Investment Corp	3.25%	3.69%	29.17%	7.78%	-5.92%
TRMD TORM plc	50.94%	11.21%	-23.37%	31.64%	48.78%

Correlation

The correlation between AGNCL and TRMD is 0.08, 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	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (All Time) Calculated using the full available price history since Sep 9, 2022	0.04

Fundamentals

Market Cap AGNCL : $28.12B TRMD : $2.91B
EPS AGNCL : $1.33 TRMD : $3.40
PE Ratio AGNCL : 18.82 TRMD : 8.27
PEG Ratio AGNCL : 0.05 TRMD : 0.08
PS Ratio AGNCL : 11.55 TRMD : 2.02
PB Ratio AGNCL : 2.75 TRMD : 1.28
Total Revenue (TTM) AGNCL : $2.33B TRMD : $1.41B
Gross Profit (TTM) AGNCL : $2.30B TRMD : $575.03M
EBITDA (TTM) AGNCL : $3.72B TRMD : $639.99M

Return for Risk

AGNCL vs. TRMD — Risk / Return Rank

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

AGNCL

AGNCL Risk / Return Rank: 80
AGNCL Sharpe Ratio Rank: 81
AGNCL Sortino Ratio Rank: 79
AGNCL Omega Ratio Rank: 77
AGNCL Calmar Ratio Rank: 77
AGNCL Martin Ratio Rank: 85

TRMD

TRMD Risk / Return Rank: 87
TRMD Sharpe Ratio Rank: 89
TRMD Sortino Ratio Rank: 86
TRMD Omega Ratio Rank: 82
TRMD Calmar Ratio Rank: 90
TRMD Martin Ratio Rank: 90

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. TRMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp (AGNCL) and TORM plc (TRMD). 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	TRMD	Difference
Sharpe ratio Return per unit of total volatility	1.52	2.24	-0.72
Sortino ratio Return per unit of downside risk	2.30	2.84	-0.54
Omega ratio Gain probability vs. loss probability	1.28	1.34	-0.05
Calmar ratio Return relative to maximum drawdown	2.39	4.67	-2.29
Martin ratio Return relative to average drawdown	9.11	12.32	-3.21
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. TRMD - Sharpe Ratio Comparison

The current AGNCL Sharpe Ratio is 1.52, which is lower than the TRMD Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of AGNCL and TRMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AGNCL	TRMD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	2.24	-0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.93	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.48	+0.20

Drawdowns

AGNCL vs. TRMD - Drawdown Comparison

The maximum AGNCL drawdown since its inception was -19.72%, smaller than the maximum TRMD drawdown of -60.59%. Use the drawdown chart below to compare losses from any high point for AGNCL and TRMD.

Drawdown Indicators

	AGNCL	TRMD	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-60.59%	+40.87%
Max Drawdown (1Y) Largest decline over 1 year	-4.25%	-20.06%	+15.81%
Max Drawdown (3Y) Largest decline over 3 years	-11.62%	-60.59%	+48.97%
Max Drawdown (5Y) Largest decline over 5 years	—	-60.59%	—
Current Drawdown Current decline from peak	-0.48%	-17.42%	+16.94%
Average Drawdown Average peak-to-trough decline	-3.09%	-22.58%	+19.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.12%	7.61%	-6.49%

Volatility

AGNCL vs. TRMD - Volatility Comparison

The current volatility for AGNC Investment Corp (AGNCL) is 1.91%, while TORM plc (TRMD) has a volatility of 14.67%. This indicates that AGNCL experiences smaller price fluctuations and is considered to be less risky than TRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGNCL	TRMD	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.91%	14.67%	-12.76%
Volatility (6M) Calculated over the trailing 6-month period	4.73%	27.95%	-23.22%
Volatility (1Y) Calculated over the trailing 1-year period	6.98%	38.34%	-31.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.00%	46.00%	-32.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.00%	59.92%	-45.92%

Dividends

AGNCL vs. TRMD - Dividend Comparison

AGNCL's dividend yield for the trailing twelve months is around 7.73%, less than TRMD's 8.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
AGNCL AGNC Investment Corp	7.73%	7.83%	7.51%	8.96%	2.97%	0.00%	0.00%
TRMD TORM plc	8.60%	10.32%	30.13%	23.05%	6.99%	0.00%	14.89%

Financials

Frequently Asked Questions

Can I hold both AGNCL and TRMD in my portfolio?

AGNCL and TRMD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGNCL or TRMD?

TRMD has higher volatility (14.67%) compared to AGNCL (1.91%). In terms of maximum drawdown, AGNCL dropped -19.72% vs TRMD's -60.59%.

Which has better risk-adjusted returns?

TRMD currently has the higher Sharpe Ratio (2.24 vs 1.52), 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.