EARN vs. AGNC

In the year-to-date period, EARN achieves a -8.77% return, which is significantly lower than AGNC's 2.46% return. Over the past 10 years, EARN has underperformed AGNC with an annualized return of 2.60%, while AGNC has yielded a comparatively higher 3.72% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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.

The current EARN Sharpe Ratio is -0.22, which is lower than the AGNC Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of EARN and AGNC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EARN's dividend yield for the trailing twelve months is around 16.75%, more than AGNC's 16.04% yield.

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.

Ellington Residential Mortgage REIT (EARN) and AGNC Investment Corp. (AGNC) have volatilities of 6.76% and 6.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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.