CIM vs. AGNC
CIM (Chimera Investment Corporation) and AGNC (AGNC Investment Corp.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, CIM returned -0.98%/yr vs 6.26%/yr for AGNC. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
CIM vs. AGNC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CIM achieves a 26.08% return, which is significantly higher than AGNC's 7.24% return. Over the past 10 years, CIM has underperformed AGNC with an annualized return of -0.98%, while AGNC has yielded a comparatively higher 6.26% annualized return.
CIM
- 1D
- 0.32%
- 1M
- 11.41%
- 6M
- 26.18%
- YTD
- 26.08%
- 1Y
- 21.38%
- 3Y*
- 4.33%
- 5Y*
- -10.02%
- 10Y*
- -0.98%
- ALL TIME*
- -1.56%
AGNC
- 1D
- 0.00%
- 1M
- -2.20%
- 6M
- -0.95%
- YTD
- 7.24%
- 1Y
- 26.67%
- 3Y*
- 18.62%
- 5Y*
- 5.97%
- 10Y*
- 6.26%
- ALL TIME*
- 11.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $254.42M | $219.78M | $180.51M | |
| $7.99M | $7.85M | $8.99M |
CIM vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIM Chimera Investment Corporation | 26.08% | -0.65% | 3.61% | 2.95% | -57.95% | 60.73% | -42.97% | 27.65% | 7.71% | 17.30% |
AGNC AGNC Investment Corp. | 7.24% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between CIM and AGNC is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.58 |
The correlation between CIM and AGNC shifts across timeframes, from 0.58 (all time) to 0.73 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CIM:
$1.06B
AGNC:
$12.21B
CIM:
$0.23
AGNC:
$2.00
CIM:
54.23
AGNC:
5.31
CIM:
0.12
AGNC:
0.01
CIM:
2.10
AGNC:
3.82
CIM:
0.43
AGNC:
1.17
CIM:
$499.18M
AGNC:
$3.09B
CIM:
$465.68M
AGNC:
$2.34B
CIM:
$439.34M
AGNC:
$3.91B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CIM vs. AGNC — Risk / Return Rank
CIM
AGNC
CIM vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chimera Investment Corporation (CIM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CIM | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.43 | -0.25 |
| Martin ratioReturn relative to average drawdown | 2.87 | 3.94 | -1.07 |
Loading charts...
Drawdowns
CIM vs. AGNC - Drawdown Comparison
The maximum CIM drawdown since its inception was -89.69%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for CIM and AGNC.
Loading charts...
Drawdown Indicators
| CIM | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.69% | -54.56% | -35.13% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -18.71% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -33.07% | -30.48% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -69.09% | -50.28% | -18.81% |
Max Drawdown (10Y)Largest decline over 10 years | -72.35% | -54.56% | -17.79% |
Current DrawdownCurrent decline from peak | -53.92% | -5.88% | -48.04% |
Average DrawdownAverage peak-to-trough decline | -51.80% | -13.50% | -38.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.48% | 6.79% | +0.69% |
Volatility
CIM vs. AGNC - Volatility Comparison
Chimera Investment Corporation (CIM) has a higher volatility of 14.00% compared to AGNC Investment Corp. (AGNC) at 6.96%. This indicates that CIM'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.
Loading charts...
Volatility by Period
| CIM | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.00% | 6.96% | +7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 21.14% | 16.20% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.68% | 20.58% | +8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.63% | 25.82% | +9.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.78% | 25.50% | +11.28% |
Dividends
CIM vs. AGNC - Dividend Comparison
CIM's dividend yield for the trailing twelve months is around 26.35%, more than AGNC's 13.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.53% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
CIM Chimera Investment Corporation | 26.35% | 11.91% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 8.12% | 14.34% | 28.15% |
Financials
CIM vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Chimera 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
Frequently Asked Questions
CIM and AGNC have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIM has higher volatility (14.00%) compared to AGNC (6.96%). In terms of maximum drawdown, CIM dropped -89.69% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.31 vs 0.75), 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.
Find the right allocation for CIM and AGNC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer