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DX vs. AOD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DX vs. AOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynex Capital, Inc. (DX) and Abrdn Total Dynamic Dividend Fund (AOD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DX achieves a 2.80% return, which is significantly lower than AOD's 12.61% return. Over the past 10 years, DX has underperformed AOD with an annualized return of 7.88%, while AOD has yielded a comparatively higher 13.38% annualized return.


DX

1D
0.30%
1M
2.02%
YTD
2.80%
6M
3.91%
1Y
27.03%
3Y*
17.11%
5Y*
6.05%
10Y*
7.88%

AOD

1D
1.27%
1M
-0.09%
YTD
12.61%
6M
11.13%
1Y
33.31%
3Y*
20.75%
5Y*
10.87%
10Y*
13.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX vs. AOD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX
Dynex Capital, Inc.
2.80%29.48%13.64%11.91%-15.39%2.25%17.09%11.12%-8.46%13.80%
AOD
Abrdn Total Dynamic Dividend Fund
12.61%32.14%16.03%12.65%-17.15%23.80%8.12%34.83%-17.63%35.37%

Correlation

The correlation between DX and AOD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2007

0.37

The correlation between DX and AOD shifts across timeframes, from 0.33 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

DX:

$695.85M

AOD:

$93.67M

Gross Profit (TTM)

DX:

$695.85M

AOD:

$252.71M

EBITDA (TTM)

DX:

$900.29M

AOD:

$55.11M

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Return for Risk

DX vs. AOD — Risk / Return Rank

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

DX
DX Risk / Return Rank: 7979
Overall Rank
DX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DX Sortino Ratio Rank: 8080
Sortino Ratio Rank
DX Omega Ratio Rank: 7979
Omega Ratio Rank
DX Calmar Ratio Rank: 7474
Calmar Ratio Rank
DX Martin Ratio Rank: 7979
Martin Ratio Rank

AOD
AOD Risk / Return Rank: 8787
Overall Rank
AOD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AOD Sortino Ratio Rank: 8989
Sortino Ratio Rank
AOD Omega Ratio Rank: 9090
Omega Ratio Rank
AOD Calmar Ratio Rank: 7777
Calmar Ratio Rank
AOD Martin Ratio Rank: 8787
Martin Ratio Rank
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.

DX vs. AOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynex Capital, Inc. (DX) and Abrdn Total Dynamic Dividend Fund (AOD). 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.


DXAODDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.27

1.39

-0.12

Calmar ratioReturn relative to maximum drawdown

1.78

2.00

-0.22

Martin ratioReturn relative to average drawdown

5.29

8.59

-3.30

DX vs. AOD - Sharpe Ratio Comparison

The current DX Sharpe Ratio is 1.54, which is comparable to the AOD Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DX and AOD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DX vs. AOD - Drawdown Comparison

The maximum DX drawdown since its inception was -99.12%, which is greater than AOD's maximum drawdown of -72.26%. Use the drawdown chart below to compare losses from any high point for DX and AOD.


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Drawdown Indicators


DXAODDifference

Max Drawdown

Largest peak-to-trough decline

-99.12%

-72.26%

-26.86%

Max Drawdown (1Y)

Largest decline over 1 year

-15.27%

-16.71%

+1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-25.81%

-16.71%

-9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.98%

-28.92%

-5.06%

Max Drawdown (10Y)

Largest decline over 10 years

-56.76%

-43.68%

-13.08%

Current Drawdown

Current decline from peak

-29.64%

-1.78%

-27.86%

Average Drawdown

Average peak-to-trough decline

-56.76%

-27.20%

-29.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

3.89%

+1.23%

Volatility

DX vs. AOD - Volatility Comparison

The current volatility for Dynex Capital, Inc. (DX) is 4.52%, while Abrdn Total Dynamic Dividend Fund (AOD) has a volatility of 5.22%. This indicates that DX experiences smaller price fluctuations and is considered to be less risky than AOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXAODDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

5.22%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

13.70%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

15.99%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.83%

16.77%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.88%

18.52%

+11.36%

Dividends

DX vs. AOD - Dividend Comparison

DX's dividend yield for the trailing twelve months is around 15.48%, more than AOD's 11.81% yield.


PositionTTM20252024202320222021202020192018201720162015
AOD
Abrdn Total Dynamic Dividend Fund
11.81%12.00%10.73%8.56%8.85%6.75%7.80%7.71%9.57%7.29%9.10%8.93%
DX
Dynex Capital, Inc.
15.48%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. AOD - Financials Comparison

This section allows you to compare key financial metrics between Dynex Capital, Inc. and Abrdn Total Dynamic Dividend Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-100.00M0.00100.00M200.00M300.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
257.39M
26.44M
(DX) Total Revenue
(AOD) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DX and AOD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AOD has higher volatility (5.22%) compared to DX (4.52%). In terms of maximum drawdown, DX dropped -99.12% vs AOD's -72.26%.

AOD currently has the higher Sharpe Ratio (2.10 vs 1.54), 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.

Portfolio Optimizer

Find the right allocation for DX and AOD

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