AWR vs. AGNC
Compare and contrast key facts about American States Water Company (AWR) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AWR or AGNC.
Key characteristics
| AWR | AGNC | |
|---|---|---|
| YTD Return | 9.22% | 11.58% |
| 1Y Return | 13.97% | 33.69% |
| 3Y Return (Ann) | -0.54% | -2.88% |
| 5Y Return (Ann) | 2.22% | 0.58% |
| 10Y Return (Ann) | 11.77% | 3.50% |
| Sharpe Ratio | 0.62 | 1.75 |
| Sortino Ratio | 1.04 | 2.40 |
| Omega Ratio | 1.12 | 1.31 |
| Calmar Ratio | 0.40 | 0.92 |
| Martin Ratio | 1.37 | 9.81 |
| Ulcer Index | 9.61% | 3.65% |
| Daily Std Dev | 21.20% | 20.47% |
| Max Drawdown | -37.39% | -54.56% |
| Current Drawdown | -11.91% | -18.45% |
Fundamentals
| AWR | AGNC | |
|---|---|---|
| Market Cap | $3.26B | $8.57B |
| EPS | $2.96 | $1.49 |
| PE Ratio | 29.18 | 6.50 |
| PEG Ratio | 6.85 | 17.55 |
| Total Revenue (TTM) | $577.54M | $2.51B |
| Gross Profit (TTM) | $409.75M | $2.88B |
| EBITDA (TTM) | $206.37M | $4.87B |
Correlation
The correlation between AWR and AGNC is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AWR vs. AGNC - Performance Comparison
In the year-to-date period, AWR achieves a 9.22% return, which is significantly lower than AGNC's 11.58% return. Over the past 10 years, AWR has outperformed AGNC with an annualized return of 11.77%, while AGNC has yielded a comparatively lower 3.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AWR vs. AGNC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American States Water Company (AWR) 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
AWR vs. AGNC - Dividend Comparison
AWR's dividend yield for the trailing twelve months is around 2.03%, less than AGNC's 14.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWR American States Water Company | 2.03% | 2.06% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% | 2.65% |
AGNC AGNC Investment Corp. | 14.88% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
Drawdowns
AWR vs. AGNC - Drawdown Comparison
The maximum AWR drawdown since its inception was -37.39%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for AWR and AGNC. For additional features, visit the drawdowns tool.
Volatility
AWR vs. AGNC - Volatility Comparison
The current volatility for American States Water Company (AWR) is 6.29%, while AGNC Investment Corp. (AGNC) has a volatility of 6.79%. This indicates that AWR 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
AWR vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between American States Water Company 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