ILPT vs. AGNC

Last updated Jun 4, 2026

ILPT (Industrial Logistics Properties Trust) and AGNC (AGNC Investment Corp.) are both stocks. Both are in the Real Estate sector — ILPT in REIT - Industrial, AGNC in REIT - Mortgage. Over the past 5 years, ILPT returned -17.35%/yr vs 1.55%/yr for AGNC. At a 0.38 correlation, their price movements are largely independent.

Performance

ILPT vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial Logistics Properties Trust (ILPT) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ILPT achieves a 59.53% return, which is significantly higher than AGNC's 0.27% return.

ILPT

• 1D: -2.25%
• 1M: 15.41%
• YTD: 59.53%
• 6M: 51.86%
• 1Y: 163.10%
• 3Y*: 68.36%
• 5Y*: -17.35%
• 10Y*: —

AGNC

• 1D: -0.29%
• 1M: -3.41%
• YTD: 0.27%
• 6M: 3.92%
• 1Y: 30.16%
• 3Y*: 18.69%
• 5Y*: 1.55%
• 10Y*: 6.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ILPT vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ILPT Industrial Logistics Properties Trust	59.53%	55.52%	-21.55%	45.82%	-86.50%	13.31%	10.72%	21.51%	-12.10%
AGNC AGNC Investment Corp.	0.27%	34.92%	8.90%	10.14%	-21.65%	5.20%	-1.78%	13.31%	0.52%

Correlation

The correlation between ILPT and AGNC is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since Jan 16, 2018	0.38

Fundamentals

Market Cap ILPT : $575.09M AGNC : $11.42B
EPS ILPT : -$0.99 AGNC : $1.33
PS Ratio ILPT : 1.27 AGNC : 4.69
PB Ratio ILPT : 1.20 AGNC : 1.12
Total Revenue (TTM) ILPT : $453.36M AGNC : $2.33B
Gross Profit (TTM) ILPT : $59.37M AGNC : $2.30B
EBITDA (TTM) ILPT : $205.18M AGNC : $3.72B

Return for Risk

ILPT vs. AGNC — Risk / Return Rank

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

ILPT

ILPT Risk / Return Rank: 94
ILPT Sharpe Ratio Rank: 94
ILPT Sortino Ratio Rank: 95
ILPT Omega Ratio Rank: 92
ILPT Calmar Ratio Rank: 96
ILPT Martin Ratio Rank: 94

AGNC

AGNC Risk / Return Rank: 76
AGNC Sharpe Ratio Rank: 82
AGNC Sortino Ratio Rank: 77
AGNC Omega Ratio Rank: 75
AGNC Calmar Ratio Rank: 70
AGNC Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ILPT vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial Logistics Properties Trust (ILPT) 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.

	ILPT	AGNC	Difference
Sharpe ratio Return per unit of total volatility	3.00	1.57	+1.43
Sortino ratio Return per unit of downside risk	4.04	2.18	+1.86
Omega ratio Gain probability vs. loss probability	1.49	1.27	+0.22
Calmar ratio Return relative to maximum drawdown	7.80	1.62	+6.18
Martin ratio Return relative to average drawdown	16.78	4.90	+11.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILPT vs. AGNC - Sharpe Ratio Comparison

The current ILPT Sharpe Ratio is 3.00, which is higher than the AGNC Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of ILPT and AGNC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ILPT	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.00	1.57	+1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	0.06	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.16	0.43	-0.58

Drawdowns

ILPT vs. AGNC - Drawdown Comparison

The maximum ILPT drawdown since its inception was -93.79%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ILPT and AGNC.

Drawdown Indicators

	ILPT	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-93.79%	-54.56%	-39.23%
Max Drawdown (1Y) Largest decline over 1 year	-21.05%	-18.71%	-2.34%
Max Drawdown (3Y) Largest decline over 3 years	-51.11%	-31.04%	-20.07%
Max Drawdown (5Y) Largest decline over 5 years	-93.79%	-54.56%	-39.23%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.56%	—
Current Drawdown Current decline from peak	-66.13%	-11.67%	-54.46%
Average Drawdown Average peak-to-trough decline	-44.36%	-13.57%	-30.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.77%	6.17%	+3.60%

Volatility

ILPT vs. AGNC - Volatility Comparison

Industrial Logistics Properties Trust (ILPT) has a higher volatility of 11.28% compared to AGNC Investment Corp. (AGNC) at 4.78%. This indicates that ILPT'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.

Volatility by Period

	ILPT	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.28%	4.78%	+6.50%
Volatility (6M) Calculated over the trailing 6-month period	31.87%	15.86%	+16.01%
Volatility (1Y) Calculated over the trailing 1-year period	54.89%	19.35%	+35.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.14%	25.81%	+31.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.58%	25.38%	+23.20%

Dividends

ILPT vs. AGNC - Dividend Comparison

ILPT's dividend yield for the trailing twelve months is around 2.30%, less than AGNC's 14.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNC AGNC Investment Corp.	14.16%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%
ILPT Industrial Logistics Properties Trust	2.30%	2.17%	1.10%	0.85%	20.80%	5.27%	5.67%	5.89%	4.73%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both ILPT and AGNC in my portfolio?

ILPT and AGNC have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ILPT or AGNC?

ILPT has higher volatility (11.28%) compared to AGNC (4.78%). In terms of maximum drawdown, ILPT dropped -93.79% vs AGNC's -54.56%.

Which has better risk-adjusted returns?

ILPT currently has the higher Sharpe Ratio (3.00 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.