CREI.L vs. AGNC
CREI.L (Custodian REIT plc) and AGNC (AGNC Investment Corp.) are both stocks. Both are in the Real Estate sector — CREI.L in REIT - Diversified, AGNC in REIT - Mortgage. Over the past 10 years, CREI.L returned 4.47%/yr vs 7.11%/yr for AGNC. At a 0.08 correlation, their price movements are largely independent.
Performance
CREI.L vs. AGNC - Performance Comparison
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Different Trading Currencies
CREI.L is traded in GBp, while AGNC is traded in USD. To make them comparable, the AGNC values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CREI.L achieves a 7.12% return, which is significantly higher than AGNC's 1.28% return. Over the past 10 years, CREI.L has underperformed AGNC with an annualized return of 4.47%, while AGNC has yielded a comparatively higher 7.11% annualized return.
CREI.L
- 1D
- 2.64%
- 1M
- 7.32%
- YTD
- 7.12%
- 6M
- 13.13%
- 1Y
- 15.90%
- 3Y*
- 6.10%
- 5Y*
- 4.78%
- 10Y*
- 4.47%
AGNC
- 1D
- -0.55%
- 1M
- -2.85%
- YTD
- 1.28%
- 6M
- 2.29%
- 1Y
- 31.70%
- 3Y*
- 15.13%
- 5Y*
- 2.77%
- 10Y*
- 7.11%
CREI.L vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CREI.L Custodian REIT plc | 7.12% | 21.13% | -5.02% | -0.14% | -6.95% | 27.70% | -18.60% | 3.67% | 4.88% | 13.63% |
AGNC AGNC Investment Corp. | 1.28% | 25.31% | 10.80% | 4.63% | -12.34% | 6.19% | -4.67% | 9.00% | 3.32% | 13.03% |
Correlation
The correlation between CREI.L and AGNC is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2014 | 0.08 |
Fundamentals
CREI.L:
£406.91M
AGNC:
$11.42B
CREI.L:
£0.15
AGNC:
$1.33
CREI.L:
6.08
AGNC:
7.64
CREI.L:
0.01
AGNC:
0.02
CREI.L:
4.19
AGNC:
4.69
CREI.L:
0.89
AGNC:
1.12
CREI.L:
£97.11M
AGNC:
$2.33B
CREI.L:
£67.47M
AGNC:
$2.30B
CREI.L:
£68.86M
AGNC:
$3.72B
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Return for Risk
CREI.L vs. AGNC — Risk / Return Rank
CREI.L
AGNC
CREI.L vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Custodian REIT plc (CREI.L) 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.
| CREI.L | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.30 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.95 | -0.91 |
| Martin ratioReturn relative to average drawdown | 3.29 | 5.79 | -2.50 |
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
| CREI.L | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.75 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.11 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.28 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.52 | -0.28 |
Drawdowns
CREI.L vs. AGNC - Drawdown Comparison
The maximum CREI.L drawdown since its inception was -35.07%, smaller than the maximum AGNC drawdown of -48.65%. Use the drawdown chart below to compare losses from any high point for CREI.L and AGNC.
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Drawdown Indicators
| CREI.L | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.07% | -48.65% | +13.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.93% | -16.36% | +1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -28.32% | -28.89% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -35.07% | -41.88% | +6.81% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -48.65% | +13.58% |
Current DrawdownCurrent decline from peak | 0.00% | -9.64% | +9.64% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -12.26% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 5.49% | -0.80% |
Volatility
CREI.L vs. AGNC - Volatility Comparison
Custodian REIT plc (CREI.L) has a higher volatility of 5.39% compared to AGNC Investment Corp. (AGNC) at 4.31%. This indicates that CREI.L'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
| CREI.L | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.31% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.95% | 14.76% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.52% | 18.16% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.55% | 24.60% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.55% | 25.03% | -3.48% |
Dividends
CREI.L vs. AGNC - Dividend Comparison
CREI.L's dividend yield for the trailing twelve months is around 6.71%, 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% |
CREI.L Custodian REIT plc | 6.71% | 6.94% | 7.85% | 6.28% | 5.89% | 5.19% | 6.07% | 5.79% | 5.58% | 5.46% | 5.88% | 5.39% |
Financials
CREI.L vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Custodian REIT plc 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
CREI.L and AGNC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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