DEC.L vs. AGNC

Last updated Jun 13, 2026

DEC.L (Diversified Energy Company plc) and AGNC (AGNC Investment Corp.) are both stocks. DEC.L operates in Oil & Gas E&P (Energy), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 5 years, DEC.L returned -9.49%/yr vs 3.95%/yr for AGNC. At a 0.05 correlation, their price movements are largely independent.

Performance

DEC.L vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Diversified Energy Company plc (DEC.L) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DEC.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, DEC.L achieves a -0.24% return, which is significantly lower than AGNC's 2.17% return.

DEC.L

• 1D: -3.56%
• 1M: -9.31%
• YTD: -0.24%
• 6M: -1.16%
• 1Y: 7.92%
• 3Y*: -11.49%
• 5Y*: -9.49%
• 10Y*: —

AGNC

• 1D: 0.18%
• 1M: -1.03%
• YTD: 2.17%
• 6M: 6.52%
• 1Y: 28.20%
• 3Y*: 14.19%
• 5Y*: 3.95%
• 10Y*: 7.18%

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

DEC.L vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEC.L Diversified Energy Company plc	-0.24%	-13.52%	33.99%	-51.82%	11.95%	-7.26%	6.57%	-8.61%	48.06%	17.61%
AGNC AGNC Investment Corp.	2.17%	25.31%	10.80%	4.63%	-12.34%	6.19%	-4.67%	9.00%	3.32%	9.38%

Correlation

The correlation between DEC.L and AGNC is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (All Time) Calculated using the full available price history since Feb 3, 2017	0.05

The correlation between DEC.L and AGNC shifts across timeframes, from -0.09 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DEC.L : £765.64M AGNC : $11.57B
EPS DEC.L : $3.52 AGNC : $1.33
PE Ratio DEC.L : 3.91 AGNC : 7.75
PEG Ratio DEC.L : 0.02 AGNC : 0.02
PS Ratio DEC.L : 0.41 AGNC : 4.76
PB Ratio DEC.L : 1.04 AGNC : 1.13
Total Revenue (TTM) DEC.L : $2.40B AGNC : $2.33B
Gross Profit (TTM) DEC.L : $520.54M AGNC : $2.30B
EBITDA (TTM) DEC.L : $874.38M AGNC : $3.72B

Return for Risk

DEC.L vs. AGNC — Risk / Return Rank

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

DEC.L

DEC.L Risk / Return Rank: 48
DEC.L Sharpe Ratio Rank: 50
DEC.L Sortino Ratio Rank: 45
DEC.L Omega Ratio Rank: 45
DEC.L Calmar Ratio Rank: 50
DEC.L Martin Ratio Rank: 50

AGNC

AGNC Risk / Return Rank: 75
AGNC Sharpe Ratio Rank: 81
AGNC Sortino Ratio Rank: 76
AGNC Omega Ratio Rank: 74
AGNC Calmar Ratio Rank: 70
AGNC Martin Ratio Rank: 74

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.

DEC.L vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diversified Energy Company plc (DEC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DEC.L	AGNC	Difference
Sharpe ratio: Return per unit of total volatility	0.20	1.56	-1.36
Sortino ratio: Return per unit of downside risk	0.57	2.19	-1.62
Omega ratio: Gain probability vs. loss probability	1.07	1.27	-0.20
Calmar ratio: Return relative to maximum drawdown	0.31	1.73	-1.42
Martin ratio: Return relative to average drawdown	0.59	5.01	-4.42

DEC.L vs. AGNC - Sharpe Ratio Comparison

The current DEC.L Sharpe Ratio is 0.20, which is lower than the AGNC Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DEC.L 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.

Drawdowns

DEC.L vs. AGNC - Drawdown Comparison

The maximum DEC.L drawdown since its inception was -70.01%, which is greater than AGNC's maximum drawdown of -48.65%. Use the drawdown chart below to compare losses from any high point for DEC.L and AGNC.

Drawdown Indicators

	DEC.L	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-70.01%	-48.65%	-21.36%
Max Drawdown (1Y) Largest decline over 1 year	-25.65%	-16.36%	-9.29%
Max Drawdown (3Y) Largest decline over 3 years	-55.85%	-28.89%	-26.96%
Max Drawdown (5Y) Largest decline over 5 years	-70.01%	-38.91%	-31.10%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.65%	—
Current Drawdown Current decline from peak	-54.25%	-8.85%	-45.40%
Average Drawdown Average peak-to-trough decline	-27.57%	-12.25%	-15.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.39%	5.64%	+7.75%

Volatility

DEC.L vs. AGNC - Volatility Comparison

Diversified Energy Company plc (DEC.L) has a higher volatility of 10.81% compared to AGNC Investment Corp. (AGNC) at 4.83%. This indicates that DEC.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.

Volatility by Period

	DEC.L	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.81%	4.83%	+5.98%
Volatility (6M) Calculated over the trailing 6-month period	31.76%	14.80%	+16.96%
Volatility (1Y) Calculated over the trailing 1-year period	39.95%	18.19%	+21.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.71%	24.54%	+14.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.40%	25.04%	+12.36%

Dividends

DEC.L vs. AGNC - Dividend Comparison

DEC.L's dividend yield for the trailing twelve months is around 8.37%, less than AGNC's 13.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNC AGNC Investment Corp.	13.97%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%
DEC.L Diversified Energy Company plc	8.37%	8.15%	7.96%	0.93%	0.44%	0.41%	0.39%	0.42%	0.25%	0.17%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both DEC.L and AGNC in my portfolio?

DEC.L and AGNC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.