IVR vs. AGNC
Compare and contrast key facts about Invesco Mortgage Capital Inc. (IVR) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVR or AGNC.
Key characteristics
| IVR | AGNC | |
|---|---|---|
| YTD Return | 6.56% | 9.16% |
| 1Y Return | 31.19% | 30.17% |
| 3Y Return (Ann) | -24.03% | -3.58% |
| 5Y Return (Ann) | -36.34% | 0.30% |
| 10Y Return (Ann) | -15.85% | 3.27% |
| Sharpe Ratio | 1.15 | 1.50 |
| Sortino Ratio | 1.65 | 2.09 |
| Omega Ratio | 1.21 | 1.27 |
| Calmar Ratio | 0.33 | 0.80 |
| Martin Ratio | 4.30 | 8.33 |
| Ulcer Index | 7.06% | 3.70% |
| Daily Std Dev | 26.29% | 20.55% |
| Max Drawdown | -94.21% | -54.56% |
| Current Drawdown | -91.07% | -20.22% |
Fundamentals
| IVR | AGNC | |
|---|---|---|
| Market Cap | $502.24M | $8.39B |
| EPS | $1.33 | $1.49 |
| PE Ratio | 6.22 | 6.36 |
| PEG Ratio | -6.09 | 17.55 |
| Total Revenue (TTM) | $171.90M | $2.51B |
| Gross Profit (TTM) | $115.57M | $2.88B |
| EBITDA (TTM) | $306.58M | $4.87B |
Correlation
The correlation between IVR and AGNC is 0.61, 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.
Performance
IVR vs. AGNC - Performance Comparison
In the year-to-date period, IVR achieves a 6.56% return, which is significantly lower than AGNC's 9.16% return. Over the past 10 years, IVR has underperformed AGNC with an annualized return of -15.85%, while AGNC has yielded a comparatively higher 3.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IVR vs. AGNC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Mortgage Capital Inc. (IVR) 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.
Dividends
IVR vs. AGNC - Dividend Comparison
IVR's dividend yield for the trailing twelve months is around 19.35%, more than AGNC's 15.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 19.35% | 25.40% | 26.32% | 12.59% | 5.03% | 11.11% | 11.94% | 9.14% | 10.96% | 13.72% | 12.61% | 15.67% |
AGNC AGNC Investment Corp. | 15.21% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
Drawdowns
IVR vs. AGNC - Drawdown Comparison
The maximum IVR drawdown since its inception was -94.21%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for IVR and AGNC. For additional features, visit the drawdowns tool.
Volatility
IVR vs. AGNC - Volatility Comparison
Invesco Mortgage Capital Inc. (IVR) has a higher volatility of 7.77% compared to AGNC Investment Corp. (AGNC) at 7.00%. This indicates that IVR'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.
Financials
IVR vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Invesco Mortgage Capital 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