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.
Key characteristics
| EARN | AGNC | |
|---|---|---|
| YTD Return | 17.10% | 9.74% |
| 1Y Return | 21.95% | 27.38% |
| 3Y Return (Ann) | -6.99% | -3.41% |
| 5Y Return (Ann) | 2.09% | 0.30% |
| 10Y Return (Ann) | 2.37% | 3.33% |
| Sharpe Ratio | 1.41 | 1.50 |
| Sortino Ratio | 2.04 | 2.10 |
| Omega Ratio | 1.28 | 1.27 |
| Calmar Ratio | 0.75 | 0.83 |
| Martin Ratio | 10.00 | 8.25 |
| Ulcer Index | 3.15% | 3.74% |
| Daily Std Dev | 22.31% | 20.56% |
| Max Drawdown | -66.44% | -54.56% |
| Current Drawdown | -26.29% | -19.80% |
Fundamentals
| EARN | AGNC | |
|---|---|---|
| Market Cap | $167.66M | $8.39B |
| EPS | $0.21 | $1.49 |
| PE Ratio | 31.52 | 6.36 |
| PEG Ratio | -1.79 | 17.55 |
| Total Revenue (TTM) | $18.23M | $2.51B |
| Gross Profit (TTM) | $16.63M | $2.88B |
| EBITDA (TTM) | $47.68M | $4.87B |
Correlation
The correlation between EARN and AGNC is 0.57, 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
In the year-to-date period, EARN achieves a 17.10% return, which is significantly higher than AGNC's 9.74% return. Over the past 10 years, EARN has underperformed AGNC with an annualized return of 2.37%, while AGNC has yielded a comparatively higher 3.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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 15.07%, which matches AGNC's 15.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 15.07% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% | 13.52% | 7.41% |
AGNC AGNC Investment Corp. | 15.13% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
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
The current volatility for Ellington Residential Mortgage REIT (EARN) is 6.54%, while AGNC Investment Corp. (AGNC) has a volatility of 6.96%. This indicates that EARN 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.
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