CLDT vs. AGNC

Last updated Jun 3, 2026

CLDT (Chatham Lodging Trust) and AGNC (AGNC Investment Corp.) are both stocks. Both are in the Real Estate sector — CLDT in REIT - Hotel & Motel, AGNC in REIT - Mortgage. Over the past 10 years, CLDT returned -3.03%/yr vs 6.21%/yr for AGNC. At a 0.32 correlation, their price movements are largely independent.

Performance

CLDT vs. AGNC - Performance Comparison

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

Returns By Period

In the year-to-date period, CLDT achieves a 64.66% return, which is significantly higher than AGNC's 0.27% return. Over the past 10 years, CLDT has underperformed AGNC with an annualized return of -3.03%, while AGNC has yielded a comparatively higher 6.21% annualized return.

CLDT

• 1D: 2.79%
• 1M: 26.37%
• YTD: 64.66%
• 6M: 68.81%
• 1Y: 63.97%
• 3Y*: 8.15%
• 5Y*: -1.26%
• 10Y*: -3.03%

AGNC

• 1D: -0.29%
• 1M: -3.41%
• YTD: 0.27%
• 6M: 3.92%
• 1Y: 30.16%
• 3Y*: 18.69%
• 5Y*: 1.55%
• 10Y*: 6.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLDT vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CLDT Chatham Lodging Trust	64.66%	-19.89%	-13.83%	-10.13%	-10.05%	27.04%	-40.30%	11.32%	-17.05%	18.06%
AGNC AGNC Investment Corp.	0.27%	34.92%	8.90%	10.14%	-21.65%	5.20%	-1.78%	13.31%	-2.46%	23.73%

Correlation

The correlation between CLDT and AGNC is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Apr 19, 2010	0.32

The correlation between CLDT and AGNC shifts across timeframes, from 0.28 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap CLDT : $523.07M AGNC : $11.42B
EPS CLDT : $0.19 AGNC : $1.33
PE Ratio CLDT : 59.45 AGNC : 7.64
PS Ratio CLDT : 1.84 AGNC : 4.69
PB Ratio CLDT : 0.72 AGNC : 1.12
Total Revenue (TTM) CLDT : $293.94M AGNC : $2.33B
Gross Profit (TTM) CLDT : -$10.45M AGNC : $2.30B
EBITDA (TTM) CLDT : $80.74M AGNC : $3.72B

Return for Risk

CLDT vs. AGNC — Risk / Return Rank

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

CLDT

CLDT Risk / Return Rank: 86
CLDT Sharpe Ratio Rank: 88
CLDT Sortino Ratio Rank: 91
CLDT Omega Ratio Rank: 86
CLDT Calmar Ratio Rank: 84
CLDT Martin Ratio Rank: 83

AGNC

AGNC Risk / Return Rank: 76
AGNC Sharpe Ratio Rank: 82
AGNC Sortino Ratio Rank: 77
AGNC Omega Ratio Rank: 75
AGNC Calmar Ratio Rank: 70
AGNC Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLDT vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chatham Lodging Trust (CLDT) 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.

	CLDT	AGNC	Difference
Sharpe ratio Return per unit of total volatility	2.10	1.57	+0.53
Sortino ratio Return per unit of downside risk	3.43	2.18	+1.24
Omega ratio Gain probability vs. loss probability	1.37	1.27	+0.10
Calmar ratio Return relative to maximum drawdown	3.39	1.62	+1.77
Martin ratio Return relative to average drawdown	7.69	4.90	+2.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLDT vs. AGNC - Sharpe Ratio Comparison

The current CLDT Sharpe Ratio is 2.10, which is higher than the AGNC Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of CLDT and AGNC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CLDT	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	1.57	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	0.06	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	0.25	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.43	-0.42

Drawdowns

CLDT vs. AGNC - Drawdown Comparison

The maximum CLDT drawdown since its inception was -83.52%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for CLDT and AGNC.

Drawdown Indicators

	CLDT	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-83.52%	-54.56%	-28.96%
Max Drawdown (1Y) Largest decline over 1 year	-18.75%	-18.71%	-0.04%
Max Drawdown (3Y) Largest decline over 3 years	-41.89%	-31.04%	-10.85%
Max Drawdown (5Y) Largest decline over 5 years	-55.84%	-54.56%	-1.28%
Max Drawdown (10Y) Largest decline over 10 years	-81.52%	-54.56%	-26.96%
Current Drawdown Current decline from peak	-44.75%	-11.67%	-33.08%
Average Drawdown Average peak-to-trough decline	-33.35%	-13.57%	-19.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.26%	6.17%	+2.09%

Volatility

CLDT vs. AGNC - Volatility Comparison

Chatham Lodging Trust (CLDT) has a higher volatility of 13.88% compared to AGNC Investment Corp. (AGNC) at 4.78%. This indicates that CLDT'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.

Volatility by Period

	CLDT	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.88%	4.78%	+9.10%
Volatility (6M) Calculated over the trailing 6-month period	23.97%	15.86%	+8.11%
Volatility (1Y) Calculated over the trailing 1-year period	30.59%	19.35%	+11.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.08%	25.81%	+7.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.08%	25.38%	+17.70%

Dividends

CLDT vs. AGNC - Dividend Comparison

CLDT's dividend yield for the trailing twelve months is around 3.34%, less than AGNC's 14.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNC AGNC Investment Corp.	14.16%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%
CLDT Chatham Lodging Trust	3.34%	5.29%	3.13%	2.61%	0.57%	0.00%	2.04%	7.20%	7.47%	5.80%	6.72%	5.86%

Financials

Frequently Asked Questions

Can I hold both CLDT and AGNC in my portfolio?

CLDT and AGNC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CLDT or AGNC?

CLDT has higher volatility (13.88%) compared to AGNC (4.78%). In terms of maximum drawdown, CLDT dropped -83.52% vs AGNC's -54.56%.

Which has better risk-adjusted returns?

CLDT currently has the higher Sharpe Ratio (2.10 vs 1.57), 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.