HRZN vs. AGNC
Compare and contrast key facts about Horizon Technology Finance Corporation (HRZN) and AGNC Investment Corp. (AGNC).
Performance
HRZN vs. AGNC - Performance Comparison
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HRZN vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRZN Horizon Technology Finance Corporation | -32.19% | -14.44% | -22.87% | 26.99% | -19.72% | 29.74% | 14.08% | 26.88% | 11.71% | 18.62% |
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
HRZN:
$176.59M
AGNC:
$10.97B
HRZN:
$1.05
AGNC:
$1.58
HRZN:
3.96
AGNC:
6.34
HRZN:
0.08
AGNC:
0.02
HRZN:
4.33
AGNC:
5.51
HRZN:
0.55
AGNC:
1.05
HRZN:
$41.52M
AGNC:
$1.92B
HRZN:
-$3.93M
AGNC:
$1.92B
HRZN:
-$10.37M
AGNC:
$4.52B
Returns By Period
In the year-to-date period, HRZN achieves a -32.19% return, which is significantly lower than AGNC's -3.40% return. Over the past 10 years, HRZN has underperformed AGNC with an annualized return of 1.00%, while AGNC has yielded a comparatively higher 6.23% annualized return.
HRZN
- 1D
- -0.95%
- 1M
- -30.17%
- YTD
- -32.19%
- 6M
- -24.71%
- 1Y
- -46.83%
- 3Y*
- -17.16%
- 5Y*
- -12.04%
- 10Y*
- 1.00%
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
HRZN vs. AGNC — Risk / Return Rank
HRZN
AGNC
HRZN vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Horizon Technology Finance Corporation (HRZN) 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.
| HRZN | AGNC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.13 | 0.97 | -2.10 |
Sortino ratioReturn per unit of downside risk | -1.48 | 1.34 | -2.82 |
Omega ratioGain probability vs. loss probability | 0.75 | 1.19 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.96 | 1.11 | -2.07 |
Martin ratioReturn relative to average drawdown | -1.97 | 3.75 | -5.73 |
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
| HRZN | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.13 | 0.97 | -2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.11 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.25 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.42 | -0.34 |
Correlation
The correlation between HRZN and AGNC is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HRZN vs. AGNC - Dividend Comparison
HRZN's dividend yield for the trailing twelve months is around 30.46%, more than AGNC's 14.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRZN Horizon Technology Finance Corporation | 30.46% | 20.47% | 15.24% | 10.40% | 10.86% | 7.85% | 9.44% | 9.28% | 10.67% | 10.70% | 12.96% | 11.76% |
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
HRZN vs. AGNC - Drawdown Comparison
The maximum HRZN drawdown since its inception was -61.42%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for HRZN and AGNC.
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Drawdown Indicators
| HRZN | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.42% | -54.56% | -6.86% |
Max Drawdown (1Y)Largest decline over 1 year | -48.21% | -18.71% | -29.50% |
Max Drawdown (5Y)Largest decline over 5 years | -61.42% | -54.56% | -6.86% |
Max Drawdown (10Y)Largest decline over 10 years | -61.42% | -54.56% | -6.86% |
Current DrawdownCurrent decline from peak | -60.18% | -14.91% | -45.27% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -13.60% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.59% | 5.55% | +18.04% |
Volatility
HRZN vs. AGNC - Volatility Comparison
Horizon Technology Finance Corporation (HRZN) has a higher volatility of 30.22% compared to AGNC Investment Corp. (AGNC) at 9.58%. This indicates that HRZN'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.
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Volatility by Period
| HRZN | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.22% | 9.58% | +20.64% |
Volatility (6M)Calculated over the trailing 6-month period | 34.94% | 15.07% | +19.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.59% | 22.88% | +18.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.50% | 25.71% | +4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.80% | 25.31% | +10.49% |
Financials
HRZN vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Horizon Technology Finance Corporation 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