EFC vs. AGNC
Compare and contrast key facts about Ellington Financial Inc. (EFC) and AGNC Investment Corp. (AGNC).
Performance
EFC vs. AGNC - Performance Comparison
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EFC vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | -9.60% | 26.13% | 8.68% | 18.16% | -18.32% | 26.33% | -10.16% | 32.43% | 17.29% | 4.34% |
AGNC AGNC Investment Corp. | -3.40% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Fundamentals
EFC:
$1.18B
AGNC:
$10.97B
EFC:
$1.20
AGNC:
$1.58
EFC:
9.92
AGNC:
6.34
EFC:
0.07
AGNC:
0.02
EFC:
6.20
AGNC:
5.51
EFC:
0.79
AGNC:
1.05
EFC:
$189.96M
AGNC:
$1.92B
EFC:
$287.57M
AGNC:
$1.92B
EFC:
$125.53M
AGNC:
$4.52B
Returns By Period
In the year-to-date period, EFC achieves a -9.60% return, which is significantly lower than AGNC's -3.40% return. Over the past 10 years, EFC has outperformed AGNC with an annualized return of 7.89%, while AGNC has yielded a comparatively lower 6.23% annualized return.
EFC
- 1D
- 0.42%
- 1M
- -3.43%
- YTD
- -9.60%
- 6M
- -3.49%
- 1Y
- 1.22%
- 3Y*
- 12.73%
- 5Y*
- 6.17%
- 10Y*
- 7.89%
AGNC
- 1D
- -0.10%
- 1M
- -9.03%
- YTD
- -3.40%
- 6M
- 7.97%
- 1Y
- 21.99%
- 3Y*
- 15.79%
- 5Y*
- 2.93%
- 10Y*
- 6.23%
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Return for Risk
EFC vs. AGNC — Risk / Return Rank
EFC
AGNC
EFC vs. AGNC - Risk-Adjusted Trends 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.
| EFC | AGNC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 0.97 | -0.91 |
Sortino ratioReturn per unit of downside risk | 0.22 | 1.34 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.19 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 1.11 | -1.05 |
Martin ratioReturn relative to average drawdown | 0.20 | 3.75 | -3.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFC | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.97 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.11 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.25 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.42 | -0.18 |
Correlation
The correlation between EFC and AGNC is 0.50, 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.
Dividends
EFC vs. AGNC - Dividend Comparison
EFC's dividend yield for the trailing twelve months is around 13.11%, less than AGNC's 14.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 13.11% | 11.49% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% |
AGNC AGNC Investment Corp. | 14.37% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
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.
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Drawdown Indicators
| EFC | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.08% | -54.56% | -24.52% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -18.71% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -54.56% | +20.37% |
Max Drawdown (10Y)Largest decline over 10 years | -79.08% | -54.56% | -24.52% |
Current DrawdownCurrent decline from peak | -12.37% | -14.91% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -13.60% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 5.55% | +0.10% |
Volatility
EFC vs. AGNC - Volatility Comparison
The current volatility for Ellington Financial Inc. (EFC) is 7.41%, while AGNC Investment Corp. (AGNC) has a volatility of 9.58%. 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.
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Volatility by Period
| EFC | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 9.58% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 15.07% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.54% | 22.88% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 25.71% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.22% | 25.31% | +16.91% |
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