EFC vs. AGNC
Compare and contrast key facts about Ellington Financial Inc. (EFC) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFC or AGNC.
Correlation
The correlation between EFC and AGNC is 0.49, 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
EFC vs. AGNC - Performance Comparison
Key characteristics
EFC:
1.19
AGNC:
0.40
EFC:
1.78
AGNC:
0.64
EFC:
1.24
AGNC:
1.08
EFC:
1.20
AGNC:
0.24
EFC:
5.92
AGNC:
1.50
EFC:
3.91%
AGNC:
4.94%
EFC:
19.45%
AGNC:
18.45%
EFC:
-79.08%
AGNC:
-54.56%
EFC:
-12.52%
AGNC:
-19.54%
Fundamentals
EFC:
$1.13B
AGNC:
$8.22B
EFC:
$1.36
AGNC:
$0.93
EFC:
9.14
AGNC:
9.66
EFC:
0.86
AGNC:
17.55
EFC:
$189.30M
AGNC:
$1.50B
EFC:
$153.42M
AGNC:
$1.47B
EFC:
$127.02M
AGNC:
$1.86B
Returns By Period
In the year-to-date period, EFC achieves a 5.69% return, which is significantly higher than AGNC's 1.10% return. Over the past 10 years, EFC has outperformed AGNC with an annualized return of 6.97%, while AGNC has yielded a comparatively lower 3.44% annualized return.
EFC
5.69%
-7.77%
6.12%
24.81%
41.70%
6.97%
AGNC
1.10%
-11.62%
-6.28%
7.84%
12.14%
3.44%
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Risk-Adjusted Performance
EFC vs. AGNC — Risk-Adjusted Performance Rank
EFC
AGNC
EFC vs. AGNC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Financial Inc. (EFC) 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
EFC vs. AGNC - Dividend Comparison
EFC's dividend yield for the trailing twelve months is around 12.55%, less than AGNC's 16.04% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 12.55% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% | 15.43% |
AGNC AGNC Investment Corp. | 16.04% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% |
Drawdowns
EFC vs. AGNC - Drawdown Comparison
The maximum EFC drawdown since its inception was -79.08%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for EFC and AGNC. For additional features, visit the drawdowns tool.
Volatility
EFC vs. AGNC - Volatility Comparison
Ellington Financial Inc. (EFC) and AGNC Investment Corp. (AGNC) have volatilities of 6.98% and 7.21%, 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.
Financials
EFC vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Ellington Financial Inc. 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