CLDT vs. AGNC
Compare and contrast key facts about Chatham Lodging Trust (CLDT) and AGNC Investment Corp. (AGNC).
Performance
CLDT vs. AGNC - Performance Comparison
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CLDT vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLDT Chatham Lodging Trust | 16.32% | -19.89% | -13.83% | -10.13% | -10.05% | 27.04% | -40.30% | 11.32% | -17.05% | 18.06% |
AGNC AGNC Investment Corp. | -3.40% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Fundamentals
CLDT:
$384.02M
AGNC:
$10.97B
CLDT:
$0.30
AGNC:
$1.58
CLDT:
25.67
AGNC:
6.34
CLDT:
1.31
AGNC:
5.51
CLDT:
0.52
AGNC:
1.05
CLDT:
$295.08M
AGNC:
$1.92B
CLDT:
$10.38M
AGNC:
$1.92B
CLDT:
$92.81M
AGNC:
$4.52B
Returns By Period
In the year-to-date period, CLDT achieves a 16.32% return, which is significantly higher than AGNC's -3.40% return. Over the past 10 years, CLDT has underperformed AGNC with an annualized return of -5.59%, while AGNC has yielded a comparatively higher 6.23% annualized return.
CLDT
- 1D
- -0.64%
- 1M
- 3.68%
- YTD
- 16.32%
- 6M
- 21.41%
- 1Y
- 15.34%
- 3Y*
- -5.71%
- 5Y*
- -8.16%
- 10Y*
- -5.59%
AGNC
- 1D
- -0.10%
- 1M
- -9.03%
- YTD
- -3.40%
- 6M
- 7.97%
- 1Y
- 21.99%
- 3Y*
- 15.79%
- 5Y*
- 2.93%
- 10Y*
- 6.23%
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Return for Risk
CLDT vs. AGNC — Risk / Return Rank
CLDT
AGNC
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 ratioReturn per unit of total volatility | 0.48 | 0.97 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.34 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.11 | -0.29 |
Martin ratioReturn relative to average drawdown | 1.81 | 3.75 | -1.95 |
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
| CLDT | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.97 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.11 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.13 | 0.25 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.42 | -0.47 |
Correlation
The correlation between CLDT and AGNC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CLDT vs. AGNC - Dividend Comparison
CLDT's dividend yield for the trailing twelve months is around 4.73%, less than AGNC's 14.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLDT Chatham Lodging Trust | 4.73% | 5.29% | 3.13% | 2.61% | 0.57% | 0.00% | 2.04% | 7.20% | 7.47% | 5.80% | 6.72% | 5.86% |
AGNC AGNC Investment Corp. | 14.37% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
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.
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Drawdown Indicators
| CLDT | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (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 DrawdownCurrent decline from peak | -60.97% | -14.91% | -46.06% |
Average DrawdownAverage peak-to-trough decline | -33.14% | -13.60% | -19.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.57% | 5.55% | +3.02% |
Volatility
CLDT vs. AGNC - Volatility Comparison
Chatham Lodging Trust (CLDT) has a higher volatility of 12.11% compared to AGNC Investment Corp. (AGNC) at 9.58%. 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.
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Volatility by Period
| CLDT | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 9.58% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 20.46% | 15.07% | +5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.85% | 22.88% | +8.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.87% | 25.71% | +7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.88% | 25.31% | +17.57% |
Financials
CLDT vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Chatham Lodging Trust 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