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EARN vs. AGNC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EARN and AGNC is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

EARN vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ellington Residential Mortgage REIT (EARN) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
29.98%
17.17%
EARN
AGNC

Key characteristics

Sharpe Ratio

EARN:

-0.16

AGNC:

0.44

Sortino Ratio

EARN:

-0.06

AGNC:

0.70

Omega Ratio

EARN:

0.99

AGNC:

1.10

Calmar Ratio

EARN:

-0.09

AGNC:

0.33

Martin Ratio

EARN:

-0.51

AGNC:

1.50

Ulcer Index

EARN:

7.62%

AGNC:

6.30%

Daily Std Dev

EARN:

24.19%

AGNC:

21.29%

Max Drawdown

EARN:

-66.44%

AGNC:

-54.56%

Current Drawdown

EARN:

-30.79%

AGNC:

-20.70%

Fundamentals

Market Cap

EARN:

$211.08M

AGNC:

$8.40B

EPS

EARN:

$0.28

AGNC:

$0.36

PE Ratio

EARN:

20.07

AGNC:

24.58

PEG Ratio

EARN:

-1.79

AGNC:

17.55

PS Ratio

EARN:

5.12

AGNC:

14.38

PB Ratio

EARN:

1.09

AGNC:

1.00

Total Revenue (TTM)

EARN:

$14.79M

AGNC:

$1.50B

Gross Profit (TTM)

EARN:

$13.64M

AGNC:

$1.47B

EBITDA (TTM)

EARN:

$12.70M

AGNC:

$1.86B

Returns By Period

In the year-to-date period, EARN achieves a -11.79% return, which is significantly lower than AGNC's -0.36% return. Over the past 10 years, EARN has underperformed AGNC with an annualized return of 1.89%, while AGNC has yielded a comparatively higher 3.66% annualized return.


EARN

YTD

-11.79%

1M

-2.26%

6M

-11.75%

1Y

-4.04%

5Y*

4.33%

10Y*

1.89%

AGNC

YTD

-0.36%

1M

-5.85%

6M

-4.01%

1Y

9.92%

5Y*

5.54%

10Y*

3.66%

*Annualized

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Risk-Adjusted Performance

EARN vs. AGNC — Risk-Adjusted Performance Rank

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

EARN
The Risk-Adjusted Performance Rank of EARN is 4040
Overall Rank
The Sharpe Ratio Rank of EARN is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of EARN is 3636
Sortino Ratio Rank
The Omega Ratio Rank of EARN is 3636
Omega Ratio Rank
The Calmar Ratio Rank of EARN is 4646
Calmar Ratio Rank
The Martin Ratio Rank of EARN is 4242
Martin Ratio Rank

AGNC
The Risk-Adjusted Performance Rank of AGNC is 6565
Overall Rank
The Sharpe Ratio Rank of AGNC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 5959
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for EARN, currently valued at -0.16, compared to the broader market-2.00-1.000.001.002.003.00
EARN: -0.16
AGNC: 0.44
The chart of Sortino ratio for EARN, currently valued at -0.06, compared to the broader market-6.00-4.00-2.000.002.004.00
EARN: -0.06
AGNC: 0.70
The chart of Omega ratio for EARN, currently valued at 0.99, compared to the broader market0.501.001.502.00
EARN: 0.99
AGNC: 1.10
The chart of Calmar ratio for EARN, currently valued at -0.09, compared to the broader market0.001.002.003.004.005.00
EARN: -0.09
AGNC: 0.33
The chart of Martin ratio for EARN, currently valued at -0.51, compared to the broader market-5.000.005.0010.0015.0020.00
EARN: -0.51
AGNC: 1.50

The current EARN Sharpe Ratio is -0.16, which is lower than the AGNC Sharpe Ratio of 0.44. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.16
0.44
EARN
AGNC

Dividends

EARN vs. AGNC - Dividend Comparison

EARN's dividend yield for the trailing twelve months is around 17.08%, more than AGNC's 16.27% yield.


TTM20242023202220212020201920182017201620152014
EARN
Ellington Residential Mortgage REIT
17.08%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.
16.27%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.


-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-30.79%
-20.70%
EARN
AGNC

Volatility

EARN vs. AGNC - Volatility Comparison

Ellington Residential Mortgage REIT (EARN) has a higher volatility of 16.65% compared to AGNC Investment Corp. (AGNC) at 13.73%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.65%
13.73%
EARN
AGNC

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.


Quarterly
Annual

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


Values in USD except per share items