ARR vs. AGNCL

Last updated Jun 3, 2026

ARR (ARMOUR Residential REIT, Inc.) and AGNCL (AGNC Investment Corp) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 3 years, ARR returned 4.05%/yr vs 13.36%/yr for AGNCL. At a 0.27 correlation, their price movements are largely independent.

Performance

ARR vs. AGNCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARMOUR Residential REIT, Inc. (ARR) and AGNC Investment Corp (AGNCL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ARR achieves a 4.40% return, which is significantly higher than AGNCL's 3.25% return.

ARR

• 1D: 0.76%
• 1M: -1.29%
• YTD: 4.40%
• 6M: 8.29%
• 1Y: 27.77%
• 3Y*: 4.05%
• 5Y*: -7.96%
• 10Y*: -3.81%

AGNCL

• 1D: -0.48%
• 1M: -0.06%
• YTD: 3.25%
• 6M: 5.16%
• 1Y: 10.52%
• 3Y*: 13.36%
• 5Y*: —
• 10Y*: —

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

ARR vs. AGNCL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ARR ARMOUR Residential REIT, Inc.	4.40%	11.69%	13.17%	-15.43%	-15.65%
AGNCL AGNC Investment Corp	3.25%	3.69%	29.17%	7.78%	-5.92%

Correlation

The correlation between ARR and AGNCL is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (All Time) Calculated using the full available price history since Sep 9, 2022	0.27

The correlation between ARR and AGNCL shifts across timeframes, from 0.13 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap ARR : $2.06B AGNCL : $28.12B
EPS ARR : $2.29 AGNCL : $1.33
PE Ratio ARR : 7.54 AGNCL : 18.82
PEG Ratio ARR : 0.03 AGNCL : 0.05
PS Ratio ARR : 1.93 AGNCL : 11.55
PB Ratio ARR : 0.88 AGNCL : 2.75
Total Revenue (TTM) ARR : $937.04M AGNCL : $2.33B
Gross Profit (TTM) ARR : $907.29M AGNCL : $2.30B
EBITDA (TTM) ARR : $800.90M AGNCL : $3.72B

Return for Risk

ARR vs. AGNCL — Risk / Return Rank

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

ARR

ARR Risk / Return Rank: 70
ARR Sharpe Ratio Rank: 75
ARR Sortino Ratio Rank: 67
ARR Omega Ratio Rank: 68
ARR Calmar Ratio Rank: 69
ARR Martin Ratio Rank: 73

AGNCL

AGNCL Risk / Return Rank: 80
AGNCL Sharpe Ratio Rank: 81
AGNCL Sortino Ratio Rank: 79
AGNCL Omega Ratio Rank: 77
AGNCL Calmar Ratio Rank: 77
AGNCL Martin Ratio Rank: 85

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.

ARR vs. AGNCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and AGNC Investment Corp (AGNCL). 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.

	ARR	AGNCL	Difference
Sharpe ratio Return per unit of total volatility	1.19	1.52	-0.32
Sortino ratio Return per unit of downside risk	1.60	2.30	-0.70
Omega ratio Gain probability vs. loss probability	1.22	1.28	-0.07
Calmar ratio Return relative to maximum drawdown	1.58	2.39	-0.81
Martin ratio Return relative to average drawdown	4.46	9.11	-4.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ARR vs. AGNCL - Sharpe Ratio Comparison

The current ARR Sharpe Ratio is 1.19, which is comparable to the AGNCL Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of ARR and AGNCL, 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

	ARR	AGNCL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	1.52	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.68	-0.79

Drawdowns

ARR vs. AGNCL - Drawdown Comparison

The maximum ARR drawdown since its inception was -80.12%, which is greater than AGNCL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for ARR and AGNCL.

Drawdown Indicators

	ARR	AGNCL	Difference
Max Drawdown Largest peak-to-trough decline	-80.12%	-19.72%	-60.40%
Max Drawdown (1Y) Largest decline over 1 year	-16.79%	-4.25%	-12.54%
Max Drawdown (3Y) Largest decline over 3 years	-45.79%	-11.62%	-34.17%
Max Drawdown (5Y) Largest decline over 5 years	-66.68%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-78.34%	—	—
Current Drawdown Current decline from peak	-61.06%	-0.48%	-60.58%
Average Drawdown Average peak-to-trough decline	-33.11%	-3.09%	-30.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.94%	1.12%	+4.82%

Volatility

ARR vs. AGNCL - Volatility Comparison

ARMOUR Residential REIT, Inc. (ARR) has a higher volatility of 5.61% compared to AGNC Investment Corp (AGNCL) at 1.91%. This indicates that ARR's price experiences larger fluctuations and is considered to be riskier than AGNCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARR	AGNCL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	1.91%	+3.70%
Volatility (6M) Calculated over the trailing 6-month period	18.03%	4.73%	+13.30%
Volatility (1Y) Calculated over the trailing 1-year period	23.42%	6.98%	+16.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.03%	14.00%	+15.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.22%	14.00%	+20.22%

Dividends

ARR vs. AGNCL - Dividend Comparison

ARR's dividend yield for the trailing twelve months is around 16.69%, more than AGNCL's 7.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNCL AGNC Investment Corp	7.73%	7.83%	7.51%	8.96%	2.97%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ARR ARMOUR Residential REIT, Inc.	16.69%	16.28%	15.27%	25.88%	21.31%	12.23%	11.12%	12.09%	11.12%	8.86%	13.92%	17.88%

Financials

Frequently Asked Questions

Can I hold both ARR and AGNCL in my portfolio?

ARR and AGNCL have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ARR or AGNCL?

ARR has higher volatility (5.61%) compared to AGNCL (1.91%). In terms of maximum drawdown, ARR dropped -80.12% vs AGNCL's -19.72%.

Which has better risk-adjusted returns?

AGNCL currently has the higher Sharpe Ratio (1.52 vs 1.19), 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.