DX vs. AGNC
DX (Dynex Capital, Inc.) and AGNC (AGNC Investment Corp.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, DX returned 7.57%/yr vs 6.33%/yr for AGNC. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
DX vs. AGNC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DX achieves a 0.54% return, which is significantly lower than AGNC's 2.35% return. Over the past 10 years, DX has outperformed AGNC with an annualized return of 7.57%, while AGNC has yielded a comparatively lower 6.33% annualized return.
DX
- 1D
- 0.08%
- 1M
- 1.63%
- YTD
- 0.54%
- 6M
- 1.85%
- 1Y
- 25.37%
- 3Y*
- 17.21%
- 5Y*
- 5.09%
- 10Y*
- 7.57%
AGNC
- 1D
- 0.78%
- 1M
- 2.83%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 29.25%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
DX vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX Dynex Capital, Inc. | 0.54% | 29.48% | 13.64% | 11.91% | -15.39% | 2.25% | 17.09% | 11.12% | -8.46% | 13.80% |
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between DX and AGNC is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.60 |
Over the past year, DX and AGNC have become more correlated (0.85) than their long-term average of 0.60, meaning their price movements have been converging.
Fundamentals
DX:
$2.61B
AGNC:
$11.65B
DX:
$1.59
AGNC:
$1.33
DX:
8.20
AGNC:
7.80
DX:
2.85
AGNC:
4.79
DX:
1.00
AGNC:
1.14
DX:
$695.85M
AGNC:
$2.33B
DX:
$695.85M
AGNC:
$2.30B
DX:
$900.29M
AGNC:
$3.72B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DX vs. AGNC — Risk / Return Rank
DX
AGNC
DX vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynex Capital, Inc. (DX) 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.
| DX | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.56 | +0.09 |
| Martin ratioReturn relative to average drawdown | 4.98 | 4.44 | +0.54 |
Loading charts...
Drawdowns
DX vs. AGNC - Drawdown Comparison
The maximum DX drawdown since its inception was -99.12%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for DX and AGNC.
Loading charts...
Drawdown Indicators
| DX | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.12% | -54.56% | -44.56% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -18.71% | +3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -25.81% | -31.04% | +5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -35.72% | -50.65% | +14.93% |
Max Drawdown (10Y)Largest decline over 10 years | -56.76% | -54.56% | -2.20% |
Current DrawdownCurrent decline from peak | -31.19% | -9.85% | -21.34% |
Average DrawdownAverage peak-to-trough decline | -56.78% | -13.56% | -43.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.04% | 6.54% | -1.50% |
Volatility
DX vs. AGNC - Volatility Comparison
The current volatility for Dynex Capital, Inc. (DX) is 5.16%, while AGNC Investment Corp. (AGNC) has a volatility of 5.55%. This indicates that DX experiences smaller price fluctuations and is considered to be less risky than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DX | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 5.55% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.78% | 16.28% | -2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 19.58% | -1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.85% | 25.74% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.88% | 25.41% | +4.47% |
Dividends
DX vs. AGNC - Dividend Comparison
DX's dividend yield for the trailing twelve months is around 15.62%, more than AGNC's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
DX Dynex Capital, Inc. | 15.62% | 14.13% | 11.46% | 12.46% | 12.26% | 9.34% | 9.33% | 11.87% | 12.59% | 10.27% | 12.32% | 15.12% |
Financials
DX vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Dynex Capital, Inc. 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
DX and AGNC have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNC has higher volatility (5.55%) compared to DX (5.16%). In terms of maximum drawdown, DX dropped -99.12% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.49 vs 1.43), 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.
Find the right allocation for DX and AGNC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer