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

Correlation

The correlation between EFC and AGNC is 0.40, 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

EFC vs. AGNC - Performance Comparison

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

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
238.43%
117.78%
EFC
AGNC

Key characteristics

Sharpe Ratio

EFC:

1.22

AGNC:

0.44

Sortino Ratio

EFC:

1.80

AGNC:

0.70

Omega Ratio

EFC:

1.26

AGNC:

1.10

Calmar Ratio

EFC:

1.38

AGNC:

0.33

Martin Ratio

EFC:

4.97

AGNC:

1.50

Ulcer Index

EFC:

5.22%

AGNC:

6.30%

Daily Std Dev

EFC:

21.28%

AGNC:

21.29%

Max Drawdown

EFC:

-79.08%

AGNC:

-54.56%

Current Drawdown

EFC:

-8.65%

AGNC:

-20.70%

Fundamentals

Market Cap

EFC:

$1.21B

AGNC:

$8.28B

EPS

EFC:

$1.36

AGNC:

$0.36

PE Ratio

EFC:

9.40

AGNC:

24.22

PEG Ratio

EFC:

0.86

AGNC:

17.55

PS Ratio

EFC:

3.98

AGNC:

14.17

PB Ratio

EFC:

0.98

AGNC:

0.97

Total Revenue (TTM)

EFC:

$189.30M

AGNC:

$1.50B

Gross Profit (TTM)

EFC:

$153.42M

AGNC:

$1.47B

EBITDA (TTM)

EFC:

$127.02M

AGNC:

$1.86B

Returns By Period

In the year-to-date period, EFC achieves a 10.36% return, which is significantly higher than AGNC's -0.36% return. Over the past 10 years, EFC has outperformed AGNC with an annualized return of 7.30%, while AGNC has yielded a comparatively lower 3.57% annualized return.


EFC

YTD

10.36%

1M

-1.22%

6M

9.85%

1Y

26.73%

5Y*

18.66%

10Y*

7.30%

AGNC

YTD

-0.36%

1M

-8.17%

6M

-4.01%

1Y

10.99%

5Y*

6.49%

10Y*

3.57%

*Annualized

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Risk-Adjusted Performance

EFC vs. AGNC — Risk-Adjusted Performance Rank

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

EFC
The Risk-Adjusted Performance Rank of EFC is 8686
Overall Rank
The Sharpe Ratio Rank of EFC is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of EFC is 8383
Sortino Ratio Rank
The Omega Ratio Rank of EFC is 8484
Omega Ratio Rank
The Calmar Ratio Rank of EFC is 8989
Calmar Ratio Rank
The Martin Ratio Rank of EFC is 8787
Martin Ratio Rank

AGNC
The Risk-Adjusted Performance Rank of AGNC is 6464
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 5858
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6767
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.

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.


The chart of Sharpe ratio for EFC, currently valued at 1.22, compared to the broader market-2.00-1.000.001.002.003.00
EFC: 1.22
AGNC: 0.44
The chart of Sortino ratio for EFC, currently valued at 1.80, compared to the broader market-6.00-4.00-2.000.002.004.00
EFC: 1.80
AGNC: 0.70
The chart of Omega ratio for EFC, currently valued at 1.26, compared to the broader market0.501.001.502.00
EFC: 1.26
AGNC: 1.10
The chart of Calmar ratio for EFC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.00
EFC: 1.38
AGNC: 0.33
The chart of Martin ratio for EFC, currently valued at 4.97, compared to the broader market-5.000.005.0010.0015.0020.00
EFC: 4.97
AGNC: 1.50

The current EFC Sharpe Ratio is 1.22, which is higher than the AGNC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of EFC 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.22
0.44
EFC
AGNC

Dividends

EFC vs. AGNC - Dividend Comparison

EFC's dividend yield for the trailing twelve months is around 12.02%, less than AGNC's 16.27% yield.


TTM20242023202220212020201920182017201620152014
EFC
Ellington Financial Inc.
12.02%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.
16.27%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.65%
-20.70%
EFC
AGNC

Volatility

EFC vs. AGNC - Volatility Comparison

The current volatility for Ellington Financial Inc. (EFC) is 11.92%, while AGNC Investment Corp. (AGNC) has a volatility of 13.73%. This indicates that EFC 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.92%
13.73%
EFC
AGNC

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.


Quarterly
Annual

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


Values in USD except per share items