EARN vs. AGNC
EARN (Ellington Residential Mortgage REIT) 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, EARN returned 3.64%/yr vs 6.26%/yr for AGNC. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
EARN vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, EARN achieves a 3.82% return, which is significantly higher than AGNC's 2.94% return. Over the past 10 years, EARN has underperformed AGNC with an annualized return of 3.64%, while AGNC has yielded a comparatively higher 6.26% annualized return.
EARN
- 1D
- 2.29%
- 1M
- 6.53%
- YTD
- 3.82%
- 6M
- 6.01%
- 1Y
- 5.61%
- 3Y*
- 4.43%
- 5Y*
- -3.51%
- 10Y*
- 3.64%
AGNC
- 1D
- 0.58%
- 1M
- 3.43%
- YTD
- 2.94%
- 6M
- 3.70%
- 1Y
- 30.57%
- 3Y*
- 17.81%
- 5Y*
- 3.81%
- 10Y*
- 6.26%
EARN vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 3.82% | -5.88% | 24.65% | 2.97% | -25.04% | -11.96% | 35.60% | 17.85% | -3.09% | 3.42% |
AGNC AGNC Investment Corp. | 2.94% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between EARN and AGNC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 1, 2013 | 0.56 |
The correlation between EARN and AGNC shifts across timeframes, from 0.49 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
EARN:
-$1.67
AGNC:
$1.33
EARN:
1.92
AGNC:
4.82
EARN:
$53.96M
AGNC:
$2.33B
EARN:
$41.65M
AGNC:
$2.30B
EARN:
-$567.00K
AGNC:
$3.72B
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Return for Risk
EARN vs. AGNC — Risk / Return Rank
EARN
AGNC
EARN vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Residential Mortgage REIT (EARN) 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.
| EARN | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.27 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 1.64 | -1.38 |
| Martin ratioReturn relative to average drawdown | 0.60 | 4.64 | -4.04 |
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Drawdowns
EARN vs. AGNC - Drawdown Comparison
The maximum EARN drawdown since its inception was -66.44%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for EARN and AGNC.
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Drawdown Indicators
| EARN | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.44% | -54.56% | -11.88% |
Max Drawdown (1Y)Largest decline over 1 year | -21.53% | -18.71% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -31.19% | -31.04% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -47.06% | -50.65% | +3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -66.44% | -54.56% | -11.88% |
Current DrawdownCurrent decline from peak | -23.34% | -9.33% | -14.01% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -13.55% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.31% | 6.60% | +2.71% |
Volatility
EARN vs. AGNC - Volatility Comparison
Ellington Residential Mortgage REIT (EARN) has a higher volatility of 12.34% compared to AGNC Investment Corp. (AGNC) at 5.46%. This indicates that EARN'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
| EARN | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.34% | 5.46% | +6.88% |
Volatility (6M)Calculated over the trailing 6-month period | 20.36% | 16.21% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.92% | 19.57% | +5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.09% | 25.73% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.84% | 25.42% | +12.42% |
Dividends
EARN vs. AGNC - Dividend Comparison
EARN's dividend yield for the trailing twelve months is around 33.43%, more than AGNC's 13.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.79% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
EARN Ellington Residential Mortgage REIT | 33.43% | 18.22% | 14.50% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% |
Financials
EARN vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Ellington Residential Mortgage REIT 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
EARN and AGNC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EARN has higher volatility (12.34%) compared to AGNC (5.46%). In terms of maximum drawdown, EARN dropped -66.44% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.57 vs 0.23), 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.
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