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.
Key characteristics
ARR | AGNC | |
---|---|---|
YTD Return | 6.24% | 4.74% |
1Y Return | -4.95% | 17.69% |
3Y Return (Ann) | -18.71% | -4.48% |
5Y Return (Ann) | -16.22% | 0.00% |
10Y Return (Ann) | -7.38% | 4.18% |
Sharpe Ratio | -0.11 | 0.66 |
Daily Std Dev | 31.39% | 27.96% |
Max Drawdown | -80.11% | -54.56% |
Current Drawdown | -68.63% | -23.45% |
Fundamentals
ARR | AGNC | |
---|---|---|
Market Cap | $937.95M | $6.80B |
EPS | -$1.86 | $0.05 |
PE Ratio | 53.29 | 195.60 |
PEG Ratio | -1.31 | 17.55 |
Revenue (TTM) | -$24.37M | $251.00M |
Gross Profit (TTM) | -$192.10M | -$1.12B |
Correlation
The correlation between ARR and AGNC is 0.56, 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.
Performance
ARR vs. AGNC - Performance Comparison
In the year-to-date period, ARR achieves a 6.24% return, which is significantly higher than AGNC's 4.74% return. Over the past 10 years, ARR has underperformed AGNC with an annualized return of -7.38%, while AGNC has yielded a comparatively higher 4.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
ARMOUR Residential REIT, Inc. | -0.11 | ||||
AGNC Investment Corp. | 0.66 |
Dividends
ARR vs. AGNC - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 21.85%, more than AGNC's 15.76% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ARMOUR Residential REIT, Inc. | 21.85% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% | 16.30% | 20.20% |
AGNC Investment Corp. | 15.76% | 14.68% | 13.91% | 9.56% | 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 -80.11%, which is greater than AGNC's maximum drawdown of -54.56%. The drawdown chart below compares losses from any high point along the way for ARR and AGNC
Volatility
ARR vs. AGNC - Volatility Comparison
ARMOUR Residential REIT, Inc. (ARR) has a higher volatility of 7.93% compared to AGNC Investment Corp. (AGNC) at 4.69%. This indicates that ARR's price experiences larger fluctuations and is considered to be riskier than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.