ARR vs. AGNC
Compare and contrast key facts about ARMOUR Residential REIT, Inc. (ARR) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARR or AGNC.
Performance
ARR vs. AGNC - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with ARR having a 11.42% return and AGNC slightly higher at 11.46%. Over the past 10 years, ARR has underperformed AGNC with an annualized return of -7.40%, while AGNC has yielded a comparatively higher 3.36% annualized return.
ARR
11.42%
-6.48%
4.95%
27.65%
-14.43%
-7.40%
AGNC
11.46%
-7.62%
6.01%
28.94%
0.66%
3.36%
Fundamentals
| ARR | AGNC | |
|---|---|---|
| Market Cap | $1.05B | $8.56B |
| EPS | $2.90 | $1.49 |
| PE Ratio | 6.48 | 6.49 |
| PEG Ratio | -1.31 | 17.55 |
| Total Revenue (TTM) | $368.56M | $3.43B |
| Gross Profit (TTM) | $335.88M | $3.83B |
| EBITDA (TTM) | $152.77M | $5.01B |
Key characteristics
| ARR | AGNC | |
|---|---|---|
| Sharpe Ratio | 1.22 | 1.43 |
| Sortino Ratio | 1.73 | 2.01 |
| Omega Ratio | 1.23 | 1.26 |
| Calmar Ratio | 0.41 | 0.79 |
| Martin Ratio | 6.50 | 7.59 |
| Ulcer Index | 4.75% | 3.85% |
| Daily Std Dev | 25.16% | 20.46% |
| Max Drawdown | -80.10% | -54.56% |
| Current Drawdown | -67.09% | -18.54% |
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Correlation
The correlation between ARR and AGNC is 0.57, 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.
Risk-Adjusted Performance
ARR vs. AGNC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) 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.
Dividends
ARR vs. AGNC - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 16.17%, more than AGNC's 14.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 16.17% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% | 16.34% | 20.20% |
AGNC AGNC Investment Corp. | 14.89% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
Drawdowns
ARR vs. AGNC - Drawdown Comparison
The maximum ARR drawdown since its inception was -80.10%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ARR and AGNC. For additional features, visit the drawdowns tool.
Volatility
ARR vs. AGNC - Volatility Comparison
The current volatility for ARMOUR Residential REIT, Inc. (ARR) is 4.68%, while AGNC Investment Corp. (AGNC) has a volatility of 6.92%. This indicates that ARR 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.
Financials
ARR vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between ARMOUR Residential REIT, 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