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 -1.25%/yr vs 6.31%/yr for AGNC. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
CIM vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, CIM achieves a 10.78% return, which is significantly higher than AGNC's 1.46% return. Over the past 10 years, CIM has underperformed AGNC with an annualized return of -1.25%, while AGNC has yielded a comparatively higher 6.31% annualized return.
CIM
- 1D
- 1.07%
- 1M
- -2.64%
- YTD
- 10.78%
- 6M
- 10.35%
- 1Y
- 12.41%
- 3Y*
- 6.92%
- 5Y*
- -11.34%
- 10Y*
- -1.25%
AGNC
- 1D
- 1.18%
- 1M
- -2.91%
- YTD
- 1.46%
- 6M
- 4.85%
- 1Y
- 30.97%
- 3Y*
- 19.07%
- 5Y*
- 1.79%
- 10Y*
- 6.31%
CIM vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIM Chimera Investment Corporation | 10.78% | -0.65% | 3.61% | 2.95% | -57.95% | 60.73% | -42.97% | 27.65% | 7.71% | 17.30% |
AGNC AGNC Investment Corp. | 1.46% | 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 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 16, 2008 | 0.59 |
The correlation between CIM and AGNC shifts across timeframes, from 0.58 (all time) to 0.74 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CIM:
$1.11B
AGNC:
$11.55B
CIM:
$0.23
AGNC:
$1.33
CIM:
56.88
AGNC:
7.73
CIM:
0.12
AGNC:
0.02
CIM:
2.20
AGNC:
4.75
CIM:
0.45
AGNC:
1.13
CIM:
$499.18M
AGNC:
$2.33B
CIM:
$465.68M
AGNC:
$2.30B
CIM:
$439.34M
AGNC:
$3.72B
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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.
| CIM | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.28 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.66 | -0.98 |
| Martin ratioReturn relative to average drawdown | 1.67 | 5.00 | -3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIM | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.61 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.07 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.25 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.43 | -0.48 |
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.
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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 | -35.80% | -31.04% | -4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -69.09% | -54.56% | -14.53% |
Max Drawdown (10Y)Largest decline over 10 years | -72.35% | -54.56% | -17.79% |
Current DrawdownCurrent decline from peak | -59.51% | -10.63% | -48.88% |
Average DrawdownAverage peak-to-trough decline | -51.74% | -13.56% | -38.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.45% | 6.20% | +1.25% |
Volatility
CIM vs. AGNC - Volatility Comparison
Chimera Investment Corporation (CIM) and AGNC Investment Corp. (AGNC) have volatilities of 5.08% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIM | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 4.90% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 17.81% | 15.90% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.23% | 19.31% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.25% | 25.82% | +9.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.47% | 25.38% | +11.09% |
Dividends
CIM vs. AGNC - Dividend Comparison
CIM's dividend yield for the trailing twelve months is around 11.75%, less than AGNC's 13.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.99% | 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 | 11.75% | 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 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIM has higher volatility (5.08%) compared to AGNC (4.90%). In terms of maximum drawdown, CIM dropped -89.69% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.61 vs 0.49), 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.
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