EARN vs. AGNC
Compare and contrast key facts about Ellington Residential Mortgage REIT (EARN) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EARN or AGNC.
Correlation
The correlation between EARN and AGNC is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EARN vs. AGNC - Performance Comparison
Key characteristics
EARN:
-0.93
AGNC:
0.21
EARN:
-1.16
AGNC:
0.40
EARN:
0.84
AGNC:
1.05
EARN:
-0.48
AGNC:
0.13
EARN:
-3.68
AGNC:
0.79
EARN:
5.60%
AGNC:
5.04%
EARN:
22.02%
AGNC:
18.83%
EARN:
-66.44%
AGNC:
-54.56%
EARN:
-43.23%
AGNC:
-22.40%
Fundamentals
EARN:
$140.55M
AGNC:
$7.93B
EARN:
$0.28
AGNC:
$0.93
EARN:
16.93
AGNC:
9.31
EARN:
-1.79
AGNC:
17.55
EARN:
$14.79M
AGNC:
$1.50B
EARN:
$13.64M
AGNC:
$1.47B
EARN:
$12.70M
AGNC:
$1.86B
Returns By Period
In the year-to-date period, EARN achieves a -27.65% return, which is significantly lower than AGNC's -2.50% return. Over the past 10 years, EARN has underperformed AGNC with an annualized return of -0.19%, while AGNC has yielded a comparatively higher 3.01% annualized return.
EARN
-27.65%
-27.08%
-25.88%
-21.86%
1.03%
-0.19%
AGNC
-2.50%
-15.51%
-8.11%
3.89%
7.62%
3.01%
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Risk-Adjusted Performance
EARN vs. AGNC — Risk-Adjusted Performance Rank
EARN
AGNC
EARN vs. AGNC - Risk-Adjusted Performance 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.
Dividends
EARN vs. AGNC - Dividend Comparison
EARN's dividend yield for the trailing twelve months is around 20.82%, more than AGNC's 16.63% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 20.82% | 14.50% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% | 13.52% |
AGNC AGNC Investment Corp. | 16.63% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% |
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. For additional features, visit the drawdowns tool.
Volatility
EARN vs. AGNC - Volatility Comparison
Ellington Residential Mortgage REIT (EARN) has a higher volatility of 11.58% compared to AGNC Investment Corp. (AGNC) at 7.20%. 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.
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