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ARR vs. AGNC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ARRAGNC
YTD Return6.24%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-0.110.66
Daily Std Dev31.39%27.96%
Max Drawdown-80.11%-54.56%
Current Drawdown-68.63%-23.45%

Fundamentals


ARRAGNC
Market Cap$937.95M$6.80B
EPS-$1.86$0.05
PE Ratio53.29195.60
PEG Ratio-1.3117.55
Revenue (TTM)-$24.37M$251.00M
Gross Profit (TTM)-$192.10M-$1.12B

Correlation

0.56
-1.001.00

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.


-100.00%0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
-55.34%
387.04%
ARR
AGNC

Compare stocks, funds, or ETFs


ARMOUR Residential REIT, Inc.

AGNC Investment Corp.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ARR
ARMOUR Residential REIT, Inc.
-0.11
AGNC
AGNC Investment Corp.
0.66

ARR vs. AGNC - Sharpe Ratio Comparison

The current ARR Sharpe Ratio is -0.11, which is lower than the AGNC Sharpe Ratio of 0.66. The chart below compares the 12-month rolling Sharpe Ratio of ARR and AGNC.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
-0.11
0.66
ARR
AGNC

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.


TTM20232022202120202019201820172016201520142013
ARR
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
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


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%OctoberNovemberDecember2024FebruaryMarch
-68.63%
-23.45%
ARR
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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%OctoberNovemberDecember2024FebruaryMarch
7.93%
4.69%
ARR
AGNC