CHMI vs. AGNC
Compare and contrast key facts about Cherry Hill Mortgage Investment Corporation (CHMI) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHMI or AGNC.
Correlation
The correlation between CHMI and AGNC is 0.49, 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
CHMI vs. AGNC - Performance Comparison
Key characteristics
CHMI:
-0.60
AGNC:
0.45
CHMI:
-0.69
AGNC:
0.70
CHMI:
0.91
AGNC:
1.09
CHMI:
-0.26
AGNC:
0.27
CHMI:
-1.35
AGNC:
1.70
CHMI:
13.83%
AGNC:
4.81%
CHMI:
30.96%
AGNC:
18.27%
CHMI:
-82.38%
AGNC:
-54.56%
CHMI:
-65.76%
AGNC:
-19.72%
Fundamentals
CHMI:
$89.90M
AGNC:
$8.23B
CHMI:
-$1.58
AGNC:
$1.49
CHMI:
-3.03
AGNC:
17.55
CHMI:
$15.85M
AGNC:
$2.99B
CHMI:
$9.76M
AGNC:
$2.94B
CHMI:
$14.97M
AGNC:
$3.01B
Returns By Period
In the year-to-date period, CHMI achieves a 5.68% return, which is significantly higher than AGNC's 0.87% return. Over the past 10 years, CHMI has underperformed AGNC with an annualized return of -5.38%, while AGNC has yielded a comparatively higher 3.56% annualized return.
CHMI
5.68%
8.87%
-15.83%
-17.91%
-16.86%
-5.38%
AGNC
0.87%
-2.77%
0.95%
8.30%
-0.74%
3.56%
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Risk-Adjusted Performance
CHMI vs. AGNC — Risk-Adjusted Performance Rank
CHMI
AGNC
CHMI vs. AGNC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cherry Hill Mortgage Investment Corporation (CHMI) 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
CHMI vs. AGNC - Dividend Comparison
CHMI's dividend yield for the trailing twelve months is around 21.51%, more than AGNC's 15.50% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHMI Cherry Hill Mortgage Investment Corporation | 21.51% | 22.73% | 17.82% | 18.62% | 13.06% | 11.05% | 12.20% | 12.03% | 10.89% | 11.60% | 15.23% | 10.98% |
AGNC AGNC Investment Corp. | 15.50% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% |
Drawdowns
CHMI vs. AGNC - Drawdown Comparison
The maximum CHMI drawdown since its inception was -82.38%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for CHMI and AGNC. For additional features, visit the drawdowns tool.
Volatility
CHMI vs. AGNC - Volatility Comparison
Cherry Hill Mortgage Investment Corporation (CHMI) has a higher volatility of 12.84% compared to AGNC Investment Corp. (AGNC) at 4.76%. This indicates that CHMI'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.
Financials
CHMI vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Cherry Hill Mortgage Investment Corporation 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