ARI vs. AGNC
Compare and contrast key facts about Apollo Commercial Real Estate Finance, Inc. (ARI) and AGNC Investment Corp. (AGNC).
Performance
ARI vs. AGNC - Performance Comparison
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ARI vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARI Apollo Commercial Real Estate Finance, Inc. | 11.42% | 23.83% | -16.51% | 24.46% | -7.12% | 29.66% | -29.03% | 21.15% | -0.03% | 22.51% |
AGNC AGNC Investment Corp. | -3.40% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Fundamentals
ARI:
$1.46B
AGNC:
$10.97B
ARI:
$0.91
AGNC:
$1.58
ARI:
11.57
AGNC:
6.34
ARI:
0.00
AGNC:
0.02
ARI:
2.00
AGNC:
5.51
ARI:
0.79
AGNC:
1.05
ARI:
$731.82M
AGNC:
$1.92B
ARI:
$511.74M
AGNC:
$1.92B
ARI:
$194.22M
AGNC:
$4.52B
Returns By Period
In the year-to-date period, ARI achieves a 11.42% return, which is significantly higher than AGNC's -3.40% return. Over the past 10 years, ARI has outperformed AGNC with an annualized return of 7.39%, while AGNC has yielded a comparatively lower 6.23% annualized return.
ARI
- 1D
- -0.28%
- 1M
- 1.09%
- YTD
- 11.42%
- 6M
- 9.33%
- 1Y
- 21.50%
- 3Y*
- 16.85%
- 5Y*
- 5.77%
- 10Y*
- 7.39%
AGNC
- 1D
- -0.10%
- 1M
- -9.03%
- YTD
- -3.40%
- 6M
- 7.97%
- 1Y
- 21.99%
- 3Y*
- 15.79%
- 5Y*
- 2.93%
- 10Y*
- 6.23%
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Return for Risk
ARI vs. AGNC — Risk / Return Rank
ARI
AGNC
ARI vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apollo Commercial Real Estate Finance, Inc. (ARI) and AGNC Investment Corp. (AGNC). 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.
| ARI | AGNC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.97 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.34 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.11 | +0.18 |
Martin ratioReturn relative to average drawdown | 4.08 | 3.75 | +0.33 |
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
| ARI | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.97 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.11 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.25 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.42 | -0.21 |
Correlation
The correlation between ARI and AGNC is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ARI vs. AGNC - Dividend Comparison
ARI's dividend yield for the trailing twelve months is around 9.50%, less than AGNC's 14.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARI Apollo Commercial Real Estate Finance, Inc. | 9.50% | 10.33% | 13.86% | 11.93% | 13.01% | 10.64% | 12.98% | 10.06% | 11.04% | 9.97% | 11.07% | 10.33% |
AGNC AGNC Investment Corp. | 14.37% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
Drawdowns
ARI vs. AGNC - Drawdown Comparison
The maximum ARI drawdown since its inception was -77.39%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ARI and AGNC.
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Drawdown Indicators
| ARI | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.39% | -54.56% | -22.83% |
Max Drawdown (1Y)Largest decline over 1 year | -15.82% | -18.71% | +2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -41.62% | -54.56% | +12.94% |
Max Drawdown (10Y)Largest decline over 10 years | -77.39% | -54.56% | -22.83% |
Current DrawdownCurrent decline from peak | -1.50% | -14.91% | +13.41% |
Average DrawdownAverage peak-to-trough decline | -8.97% | -13.60% | +4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.30% | 5.55% | -0.25% |
Volatility
ARI vs. AGNC - Volatility Comparison
The current volatility for Apollo Commercial Real Estate Finance, Inc. (ARI) is 6.87%, while AGNC Investment Corp. (AGNC) has a volatility of 9.58%. This indicates that ARI experiences smaller price fluctuations and is considered to be less risky than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARI | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 9.58% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.87% | 15.07% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.20% | 22.88% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.93% | 25.71% | +5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.95% | 25.31% | +18.64% |
Financials
ARI vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Apollo Commercial Real Estate Finance, Inc. and AGNC Investment 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