ATS.L vs. AGNC

Last updated Jun 6, 2026

ATS.L (Artemis Alpha Trust) and AGNC (AGNC Investment Corp.) are both stocks. ATS.L operates in Collective Investments (Financial Services), while AGNC operates in REIT - Mortgage (Real Estate). At a 0.05 correlation, their price movements are largely independent.

Performance

ATS.L vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Artemis Alpha Trust (ATS.L) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ATS.L is traded in GBp, while AGNC is traded in USD. To make them comparable, the AGNC values have been converted to GBp using the latest available exchange rates.

Returns By Period

ATS.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AGNC

• 1D: -0.55%
• 1M: -2.85%
• YTD: 1.28%
• 6M: 2.29%
• 1Y: 31.70%
• 3Y*: 15.13%
• 5Y*: 2.77%
• 10Y*: 7.11%

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

ATS.L vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ATS.L Artemis Alpha Trust	0.00%	0.00%	14.05%	9.92%	-21.96%	3.08%	16.46%	35.25%	-11.79%	24.32%
AGNC AGNC Investment Corp.	1.28%	25.31%	10.80%	4.63%	-12.34%	6.19%	-4.67%	9.00%	3.32%	13.03%

Correlation

The correlation between ATS.L and AGNC is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.03
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since May 16, 2008	0.05

Fundamentals

Total Revenue (TTM) ATS.L : £22.97M AGNC : $2.33B
Gross Profit (TTM) ATS.L : £21.42M AGNC : $2.30B
EBITDA (TTM) ATS.L : £25.14M AGNC : $3.72B

Return for Risk

ATS.L vs. AGNC — Risk / Return Rank

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

AGNC

AGNC Risk / Return Rank: 76
AGNC Sharpe Ratio Rank: 82
AGNC Sortino Ratio Rank: 77
AGNC Omega Ratio Rank: 75
AGNC Calmar Ratio Rank: 70
AGNC Martin Ratio Rank: 74

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.

ATS.L vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artemis Alpha Trust (ATS.L) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ATS.L	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.75	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.11	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.52	—

Drawdowns

Drawdown Indicators

	ATS.L	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	—	-48.65%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-16.36%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-28.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.65%	—
Current Drawdown Current decline from peak	—	-9.64%	—
Average Drawdown Average peak-to-trough decline	—	-12.26%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.49%	—

Volatility

Volatility by Period

	ATS.L	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.31%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.76%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.16%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	24.60%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	25.03%	—

Dividends

ATS.L vs. AGNC - Dividend Comparison

ATS.L has not paid dividends to shareholders, while AGNC's dividend yield for the trailing twelve months is around 14.16%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNC AGNC Investment Corp.	14.16%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%
ATS.L Artemis Alpha Trust	0.00%	0.00%	2.85%	1.16%	1.89%	1.33%	1.86%	1.59%	1.80%	2.68%	1.01%	1.60%

Financials

Frequently Asked Questions

Can I hold both ATS.L and AGNC in my portfolio?

ATS.L and AGNC have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.