AGNCP vs. EPD

Last updated Jun 5, 2026

AGNCP (AGNC Investment Corp. Series F Preferred Stock) and EPD (Enterprise Products Partners L.P.) are both stocks. AGNCP operates in REIT - Mortgage (Real Estate), while EPD operates in Oil & Gas Midstream (Energy). Over the past 5 years, AGNCP returned 7.49%/yr vs 17.48%/yr for EPD. At a 0.17 correlation, their price movements are largely independent.

Performance

AGNCP vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGNC Investment Corp. Series F Preferred Stock (AGNCP) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGNCP achieves a 4.63% return, which is significantly lower than EPD's 22.78% return.

AGNCP

• 1D: 0.02%
• 1M: 0.54%
• YTD: 4.63%
• 6M: 5.34%
• 1Y: 10.98%
• 3Y*: 14.87%
• 5Y*: 7.49%
• 10Y*: —

EPD

• 1D: 0.50%
• 1M: -0.83%
• YTD: 22.78%
• 6M: 20.71%
• 1Y: 32.26%
• 3Y*: 21.93%
• 5Y*: 17.48%
• 10Y*: 10.37%

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

AGNCP vs. EPD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AGNCP AGNC Investment Corp. Series F Preferred Stock	4.63%	8.44%	20.65%	21.41%	-17.79%	12.49%	2.16%
EPD Enterprise Products Partners L.P.	22.78%	9.45%	28.00%	17.71%	18.32%	21.40%	-19.63%

Correlation

The correlation between AGNCP and EPD 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	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (All Time) Calculated using the full available price history since Feb 6, 2020	0.17

The correlation between AGNCP and EPD shifts across timeframes, from -0.04 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap AGNCP : $28.18B EPD : $83.50B
EPS AGNCP : $1.33 EPD : $2.69
PE Ratio AGNCP : 18.86 EPD : 14.18
PEG Ratio AGNCP : 0.05 EPD : 2.28
PS Ratio AGNCP : 11.58 EPD : 1.62
Total Revenue (TTM) AGNCP : $2.33B EPD : $51.57B
Gross Profit (TTM) AGNCP : $2.30B EPD : $7.31B
EBITDA (TTM) AGNCP : $3.72B EPD : $10.11B

Return for Risk

AGNCP vs. EPD — Risk / Return Rank

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

AGNCP

AGNCP Risk / Return Rank: 91
AGNCP Sharpe Ratio Rank: 92
AGNCP Sortino Ratio Rank: 94
AGNCP Omega Ratio Rank: 94
AGNCP Calmar Ratio Rank: 83
AGNCP Martin Ratio Rank: 92

EPD

EPD Risk / Return Rank: 88
EPD Sharpe Ratio Rank: 88
EPD Sortino Ratio Rank: 87
EPD Omega Ratio Rank: 85
EPD Calmar Ratio Rank: 89
EPD Martin Ratio Rank: 91

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.

AGNCP vs. EPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. Series F Preferred Stock (AGNCP) and Enterprise Products Partners L.P. (EPD). 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.

	AGNCP	EPD	Difference
Sharpe ratio: Return per unit of total volatility	2.45	2.05	+0.40
Sortino ratio: Return per unit of downside risk	3.82	2.89	+0.94
Omega ratio: Gain probability vs. loss probability	1.53	1.36	+0.16
Calmar ratio: Return relative to maximum drawdown	3.04	4.28	-1.24
Martin ratio: Return relative to average drawdown	14.24	13.24	+1.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGNCP vs. EPD - Sharpe Ratio Comparison

The current AGNCP Sharpe Ratio is 2.45, which is comparable to the EPD Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of AGNCP and EPD, 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

	AGNCP	EPD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	2.05	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	1.02	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.54	-0.31

Drawdowns

AGNCP vs. EPD - Drawdown Comparison

The maximum AGNCP drawdown since its inception was -60.54%, roughly equal to the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for AGNCP and EPD.

Drawdown Indicators

	AGNCP	EPD	Difference
Max Drawdown Largest peak-to-trough decline	-60.54%	-58.78%	-1.76%
Max Drawdown (1Y) Largest decline over 1 year	-3.62%	-7.56%	+3.94%
Max Drawdown (3Y) Largest decline over 3 years	-10.40%	-15.40%	+5.00%
Max Drawdown (5Y) Largest decline over 5 years	-28.96%	-18.06%	-10.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-58.04%	—
Current Drawdown Current decline from peak	-0.54%	-4.07%	+3.53%
Average Drawdown Average peak-to-trough decline	-5.15%	-10.13%	+4.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.77%	2.44%	-1.67%

Volatility

AGNCP vs. EPD - Volatility Comparison

The current volatility for AGNC Investment Corp. Series F Preferred Stock (AGNCP) is 1.19%, while Enterprise Products Partners L.P. (EPD) has a volatility of 6.57%. This indicates that AGNCP experiences smaller price fluctuations and is considered to be less risky than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGNCP	EPD	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.19%	6.57%	-5.38%
Volatility (6M) Calculated over the trailing 6-month period	2.99%	13.16%	-10.17%
Volatility (1Y) Calculated over the trailing 1-year period	4.50%	15.93%	-11.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.21%	17.23%	-5.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.86%	24.15%	+7.71%

Dividends

AGNCP vs. EPD - Dividend Comparison

AGNCP's dividend yield for the trailing twelve months is around 9.08%, more than EPD's 5.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNCP AGNC Investment Corp. Series F Preferred Stock	9.08%	8.65%	6.21%	7.04%	7.94%	6.06%	5.95%	0.00%	0.00%	0.00%	0.00%	0.00%
EPD Enterprise Products Partners L.P.	5.74%	6.74%	6.63%	7.51%	7.79%	8.20%	9.09%	6.23%	6.97%	6.29%	5.88%	5.90%

Financials

Frequently Asked Questions

Can I hold both AGNCP and EPD in my portfolio?

AGNCP and EPD 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.

Which is riskier, AGNCP or EPD?

EPD has higher volatility (6.57%) compared to AGNCP (1.19%). In terms of maximum drawdown, AGNCP dropped -60.54% vs EPD's -58.78%.

Which has better risk-adjusted returns?

AGNCP currently has the higher Sharpe Ratio (2.45 vs 2.05), 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.