AGNCM vs. SKT
AGNCM (AGNC Investment Corp.) and SKT (Tanger Factory Outlet Centers, Inc.) are both stocks. Both are in the Real Estate sector — AGNCM in REIT - Mortgage, SKT in REIT - Retail. Over the past 5 years, AGNCM returned 7.92%/yr vs 20.36%/yr for SKT. At a 0.15 correlation, their price movements are largely independent.
Performance
AGNCM vs. SKT - Performance Comparison
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Returns By Period
In the year-to-date period, AGNCM achieves a 4.65% return, which is significantly lower than SKT's 10.88% return.
AGNCM
- 1D
- 0.04%
- 1M
- 0.52%
- YTD
- 4.65%
- 6M
- 7.04%
- 1Y
- 11.63%
- 3Y*
- 13.73%
- 5Y*
- 7.92%
- 10Y*
- —
SKT
- 1D
- 1.99%
- 1M
- 0.44%
- YTD
- 10.88%
- 6M
- 14.70%
- 1Y
- 28.66%
- 3Y*
- 24.95%
- 5Y*
- 20.36%
- 10Y*
- 5.82%
AGNCM vs. SKT - 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% |
SKT Tanger Factory Outlet Centers, Inc. | 10.88% | 1.39% | 27.71% | 62.06% | 2.68% | 101.59% | -27.28% | -27.44% |
Correlation
The correlation between AGNCM and SKT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2019 | 0.15 |
Fundamentals
AGNCM:
$1.33
SKT:
$1.44
AGNCM:
18.86
SKT:
25.20
AGNCM:
0.05
SKT:
0.12
AGNCM:
11.58
SKT:
5.23
AGNCM:
$2.33B
SKT:
$596.62M
AGNCM:
$2.30B
SKT:
$334.96M
AGNCM:
$3.72B
SKT:
$387.37M
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Return for Risk
AGNCM vs. SKT — Risk / Return Rank
AGNCM
SKT
AGNCM vs. SKT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCM) and Tanger Factory Outlet Centers, Inc. (SKT). 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 | SKT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.24 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.79 | +0.42 |
| Martin ratioReturn relative to average drawdown | 11.94 | 7.03 | +4.91 |
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 | SKT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.37 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.66 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.37 | -0.06 |
Drawdowns
AGNCM vs. SKT - Drawdown Comparison
The maximum AGNCM drawdown since its inception was -55.99%, smaller than the maximum SKT drawdown of -87.32%. Use the drawdown chart below to compare losses from any high point for AGNCM and SKT.
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Drawdown Indicators
| AGNCM | SKT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.99% | -87.32% | +31.33% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -10.34% | +6.70% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -20.96% | +7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -28.38% | -31.16% | +2.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -87.32% | — |
Current DrawdownCurrent decline from peak | -0.04% | -2.55% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -16.33% | +12.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 4.09% | -3.11% |
Volatility
AGNCM vs. SKT - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNCM) is 1.32%, while Tanger Factory Outlet Centers, Inc. (SKT) has a volatility of 6.32%. This indicates that AGNCM experiences smaller price fluctuations and is considered to be less risky than SKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNCM | SKT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 6.32% | -5.00% |
Volatility (6M)Calculated over the trailing 6-month period | 4.42% | 14.40% | -9.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.94% | 21.04% | -15.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 31.20% | -17.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.53% | 42.31% | -15.78% |
Dividends
AGNCM vs. SKT - Dividend Comparison
AGNCM's dividend yield for the trailing twelve months is around 8.71%, more than SKT's 3.27% 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% |
SKT Tanger Factory Outlet Centers, Inc. | 3.27% | 3.45% | 3.18% | 3.50% | 8.93% | 3.71% | 7.15% | 9.61% | 6.89% | 5.10% | 3.52% | 3.99% |
Financials
AGNCM vs. SKT - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Tanger Factory Outlet Centers, Inc.. 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 SKT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SKT has higher volatility (6.32%) compared to AGNCM (1.32%). In terms of maximum drawdown, AGNCM dropped -55.99% vs SKT's -87.32%.
AGNCM currently has the higher Sharpe Ratio (1.97 vs 1.37), 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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