AGNCM vs. RITM
AGNCM (AGNC Investment Corp.) and RITM (Rithm Capital Corp.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, AGNCM returned 7.92%/yr vs 6.82%/yr for RITM. At a 0.26 correlation, their price movements are largely independent.
Performance
AGNCM vs. RITM - Performance Comparison
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Returns By Period
In the year-to-date period, AGNCM achieves a 4.65% return, which is significantly higher than RITM's -13.63% return.
AGNCM
- 1D
- 0.04%
- 1M
- 0.52%
- YTD
- 4.65%
- 6M
- 7.04%
- 1Y
- 11.63%
- 3Y*
- 13.73%
- 5Y*
- 7.92%
- 10Y*
- —
RITM
- 1D
- 1.66%
- 1M
- -5.46%
- YTD
- -13.63%
- 6M
- -15.21%
- 1Y
- -10.18%
- 3Y*
- 12.31%
- 5Y*
- 6.82%
- 10Y*
- 6.47%
AGNCM vs. RITM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AGNCM AGNC Investment Corp. | 4.65% | 5.19% | 18.72% | 27.86% | -16.44% | 10.76% | 4.22% | 9.97% |
RITM Rithm Capital Corp. | -13.63% | 10.06% | 11.07% | 45.60% | -14.44% | 17.07% | -34.36% | 10.37% |
Correlation
The correlation between AGNCM and RITM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2019 | 0.26 |
The correlation between AGNCM and RITM shifts across timeframes, from 0.16 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AGNCM:
$28.19B
RITM:
$5.19B
AGNCM:
$1.33
RITM:
$1.31
AGNCM:
18.86
RITM:
6.99
AGNCM:
11.58
RITM:
0.91
AGNCM:
2.76
RITM:
0.69
AGNCM:
$2.33B
RITM:
$5.61B
AGNCM:
$2.30B
RITM:
$4.84B
AGNCM:
$3.72B
RITM:
$1.91B
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Return for Risk
AGNCM vs. RITM — Risk / Return Rank
AGNCM
RITM
AGNCM vs. RITM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCM) and Rithm Capital Corp. (RITM). 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.
| AGNCM | RITM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.43 | ||
| Sortino ratioReturn per unit of downside risk | +3.54 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.94 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | -0.37 | +3.58 |
| Martin ratioReturn relative to average drawdown | 11.94 | -0.84 | +12.78 |
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
| AGNCM | RITM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | -0.46 | +2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.25 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.21 | +0.10 |
Drawdowns
AGNCM vs. RITM - Drawdown Comparison
The maximum AGNCM drawdown since its inception was -55.99%, smaller than the maximum RITM drawdown of -81.11%. Use the drawdown chart below to compare losses from any high point for AGNCM and RITM.
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Drawdown Indicators
| AGNCM | RITM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.99% | -81.11% | +25.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -27.31% | +23.67% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -27.31% | +13.35% |
Max Drawdown (5Y)Largest decline over 5 years | -28.38% | -36.61% | +8.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -81.11% | — |
Current DrawdownCurrent decline from peak | -0.04% | -21.96% | +21.92% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -15.95% | +11.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 12.12% | -11.14% |
Volatility
AGNCM vs. RITM - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNCM) is 1.32%, while Rithm Capital Corp. (RITM) has a volatility of 7.60%. This indicates that AGNCM experiences smaller price fluctuations and is considered to be less risky than RITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNCM | RITM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 7.60% | -6.28% |
Volatility (6M)Calculated over the trailing 6-month period | 4.42% | 18.91% | -14.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.94% | 22.21% | -16.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 27.47% | -14.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.53% | 40.16% | -13.63% |
Dividends
AGNCM vs. RITM - Dividend Comparison
AGNCM's dividend yield for the trailing twelve months is around 8.71%, less than RITM's 10.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCM AGNC Investment Corp. | 8.71% | 9.09% | 8.94% | 7.31% | 8.66% | 6.67% | 6.91% | 5.72% | 0.00% | 0.00% | 0.00% | 0.00% |
RITM Rithm Capital Corp. | 10.91% | 9.17% | 9.23% | 9.36% | 12.24% | 8.40% | 5.03% | 12.41% | 14.07% | 11.07% | 11.70% | 14.39% |
Financials
AGNCM vs. RITM - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Rithm Capital Corp.. 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
AGNCM and RITM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RITM has higher volatility (7.60%) compared to AGNCM (1.32%). In terms of maximum drawdown, AGNCM dropped -55.99% vs RITM's -81.11%.
AGNCM currently has the higher Sharpe Ratio (1.97 vs -0.46), 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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