PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IPX.L vs. AGNC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IPX.L and AGNC is 0.12, 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.


-0.50.00.51.00.1

Performance

IPX.L vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Impax Asset Management Group plc (IPX.L) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-55.55%
11.29%
IPX.L
AGNC

Key characteristics

Sharpe Ratio

IPX.L:

-1.33

AGNC:

1.65

Sortino Ratio

IPX.L:

-2.09

AGNC:

2.14

Omega Ratio

IPX.L:

0.71

AGNC:

1.29

Calmar Ratio

IPX.L:

-0.71

AGNC:

0.93

Martin Ratio

IPX.L:

-1.87

AGNC:

5.98

Ulcer Index

IPX.L:

33.15%

AGNC:

4.79%

Daily Std Dev

IPX.L:

46.71%

AGNC:

17.41%

Max Drawdown

IPX.L:

-92.50%

AGNC:

-54.56%

Current Drawdown

IPX.L:

-87.64%

AGNC:

-7.82%

Fundamentals

Market Cap

IPX.L:

£260.44M

AGNC:

$9.46B

EPS

IPX.L:

£0.28

AGNC:

$0.93

PE Ratio

IPX.L:

6.54

AGNC:

11.33

PEG Ratio

IPX.L:

0.00

AGNC:

17.55

Total Revenue (TTM)

IPX.L:

£87.95M

AGNC:

$2.99B

Gross Profit (TTM)

IPX.L:

£25.92M

AGNC:

$2.94B

EBITDA (TTM)

IPX.L:

£28.46M

AGNC:

$3.01B

Returns By Period

In the year-to-date period, IPX.L achieves a -25.83% return, which is significantly lower than AGNC's 15.82% return. Over the past 10 years, IPX.L has outperformed AGNC with an annualized return of 35.24%, while AGNC has yielded a comparatively lower 4.98% annualized return.


IPX.L

YTD

-25.83%

1M

-11.07%

6M

-53.50%

1Y

-62.91%

5Y*

5.57%

10Y*

35.24%

AGNC

YTD

15.82%

1M

9.86%

6M

11.29%

1Y

29.34%

5Y*

0.46%

10Y*

4.98%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IPX.L vs. AGNC — Risk-Adjusted Performance Rank

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

IPX.L
The Risk-Adjusted Performance Rank of IPX.L is 33
Overall Rank
The Sharpe Ratio Rank of IPX.L is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of IPX.L is 11
Sortino Ratio Rank
The Omega Ratio Rank of IPX.L is 22
Omega Ratio Rank
The Calmar Ratio Rank of IPX.L is 88
Calmar Ratio Rank
The Martin Ratio Rank of IPX.L is 11
Martin Ratio Rank

AGNC
The Risk-Adjusted Performance Rank of AGNC is 8383
Overall Rank
The Sharpe Ratio Rank of AGNC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 8484
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.

IPX.L vs. AGNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Impax Asset Management Group plc (IPX.L) 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.


Sharpe ratio
The chart of Sharpe ratio for IPX.L, currently valued at -1.25, compared to the broader market-2.000.002.00-1.251.52
The chart of Sortino ratio for IPX.L, currently valued at -1.89, compared to the broader market-4.00-2.000.002.004.006.00-1.891.99
The chart of Omega ratio for IPX.L, currently valued at 0.73, compared to the broader market0.501.001.502.000.731.27
The chart of Calmar ratio for IPX.L, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.670.85
The chart of Martin ratio for IPX.L, currently valued at -1.80, compared to the broader market-10.000.0010.0020.0030.00-1.805.40
IPX.L
AGNC

The current IPX.L Sharpe Ratio is -1.33, which is lower than the AGNC Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of IPX.L 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-1.25
1.52
IPX.L
AGNC

Dividends

IPX.L vs. AGNC - Dividend Comparison

IPX.L's dividend yield for the trailing twelve months is around 1,506.55%, more than AGNC's 13.66% yield.


TTM20242023202220212020201920182017201620152014
IPX.L
Impax Asset Management Group plc
1,506.55%1,117.41%501.82%300.14%70.65%83.09%115.68%232.45%132.95%152.67%360.36%230.77%
AGNC
AGNC Investment Corp.
13.66%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%11.96%

Drawdowns

IPX.L vs. AGNC - Drawdown Comparison

The maximum IPX.L drawdown since its inception was -92.50%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for IPX.L and AGNC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-88.38%
-7.82%
IPX.L
AGNC

Volatility

IPX.L vs. AGNC - Volatility Comparison

Impax Asset Management Group plc (IPX.L) has a higher volatility of 13.23% compared to AGNC Investment Corp. (AGNC) at 3.28%. This indicates that IPX.L'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.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
13.23%
3.28%
IPX.L
AGNC

Financials

IPX.L vs. AGNC - Financials Comparison

This section allows you to compare key financial metrics between Impax Asset Management Group plc 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


Please note, different currencies. IPX.L values in GBp, AGNC values in USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab