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CINF vs. AGNC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CINF and AGNC is 0.43, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

CINF vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cincinnati Financial Corporation (CINF) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
588.02%
404.62%
CINF
AGNC

Key characteristics

Sharpe Ratio

CINF:

0.52

AGNC:

0.44

Sortino Ratio

CINF:

0.84

AGNC:

0.70

Omega Ratio

CINF:

1.12

AGNC:

1.10

Calmar Ratio

CINF:

0.67

AGNC:

0.33

Martin Ratio

CINF:

1.75

AGNC:

1.50

Ulcer Index

CINF:

7.67%

AGNC:

6.30%

Daily Std Dev

CINF:

25.90%

AGNC:

21.29%

Max Drawdown

CINF:

-59.64%

AGNC:

-54.56%

Current Drawdown

CINF:

-15.55%

AGNC:

-20.70%

Fundamentals

Market Cap

CINF:

$21.19B

AGNC:

$8.40B

EPS

CINF:

$14.53

AGNC:

$0.36

PE Ratio

CINF:

9.20

AGNC:

24.58

PEG Ratio

CINF:

-158.72

AGNC:

17.55

PS Ratio

CINF:

1.87

AGNC:

14.38

PB Ratio

CINF:

1.50

AGNC:

0.98

Total Revenue (TTM)

CINF:

$8.40B

AGNC:

$1.50B

Gross Profit (TTM)

CINF:

$8.40B

AGNC:

$1.47B

EBITDA (TTM)

CINF:

$2.04B

AGNC:

$1.86B

Returns By Period

In the year-to-date period, CINF achieves a -6.41% return, which is significantly lower than AGNC's -0.36% return. Over the past 10 years, CINF has outperformed AGNC with an annualized return of 13.32%, while AGNC has yielded a comparatively lower 3.70% annualized return.


CINF

YTD

-6.41%

1M

-9.39%

6M

-4.24%

1Y

23.59%

5Y*

13.25%

10Y*

13.32%

AGNC

YTD

-0.36%

1M

-8.17%

6M

-4.01%

1Y

9.92%

5Y*

6.18%

10Y*

3.70%

*Annualized

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Risk-Adjusted Performance

CINF vs. AGNC — Risk-Adjusted Performance Rank

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

CINF
The Risk-Adjusted Performance Rank of CINF is 6969
Overall Rank
The Sharpe Ratio Rank of CINF is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of CINF is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CINF is 6363
Omega Ratio Rank
The Calmar Ratio Rank of CINF is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CINF is 7272
Martin Ratio Rank

AGNC
The Risk-Adjusted Performance Rank of AGNC is 6565
Overall Rank
The Sharpe Ratio Rank of AGNC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 5959
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CINF vs. AGNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cincinnati Financial Corporation (CINF) 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.


The chart of Sharpe ratio for CINF, currently valued at 0.52, compared to the broader market-2.00-1.000.001.002.003.00
CINF: 0.52
AGNC: 0.44
The chart of Sortino ratio for CINF, currently valued at 0.84, compared to the broader market-6.00-4.00-2.000.002.004.00
CINF: 0.84
AGNC: 0.70
The chart of Omega ratio for CINF, currently valued at 1.12, compared to the broader market0.501.001.502.00
CINF: 1.12
AGNC: 1.10
The chart of Calmar ratio for CINF, currently valued at 0.67, compared to the broader market0.001.002.003.004.005.00
CINF: 0.67
AGNC: 0.33
The chart of Martin ratio for CINF, currently valued at 1.75, compared to the broader market-5.000.005.0010.0015.0020.00
CINF: 1.75
AGNC: 1.50

The current CINF Sharpe Ratio is 0.52, which is comparable to the AGNC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CINF and AGNC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.52
0.44
CINF
AGNC

Dividends

CINF vs. AGNC - Dividend Comparison

CINF's dividend yield for the trailing twelve months is around 2.47%, less than AGNC's 16.27% yield.


TTM20242023202220212020201920182017201620152014
CINF
Cincinnati Financial Corporation
2.47%2.25%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%3.40%
AGNC
AGNC Investment Corp.
16.27%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%11.96%

Drawdowns

CINF vs. AGNC - Drawdown Comparison

The maximum CINF drawdown since its inception was -59.64%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for CINF and AGNC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.55%
-20.70%
CINF
AGNC

Volatility

CINF vs. AGNC - Volatility Comparison

Cincinnati Financial Corporation (CINF) and AGNC Investment Corp. (AGNC) have volatilities of 13.86% and 13.73%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.86%
13.73%
CINF
AGNC

Financials

CINF vs. AGNC - Financials Comparison

This section allows you to compare key financial metrics between Cincinnati Financial 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items