IVR vs. AGNC
IVR (Invesco Mortgage Capital Inc.) and AGNC (AGNC Investment Corp.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, IVR returned -12.22%/yr vs 6.49%/yr for AGNC. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
IVR vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, IVR achieves a -2.22% return, which is significantly lower than AGNC's 7.45% return. Over the past 10 years, IVR has underperformed AGNC with an annualized return of -12.22%, while AGNC has yielded a comparatively higher 6.49% annualized return.
IVR
- 1D
- 0.00%
- 1M
- -4.09%
- 6M
- -5.55%
- YTD
- -2.22%
- 1Y
- 18.40%
- 3Y*
- 2.93%
- 5Y*
- -12.07%
- 10Y*
- -12.22%
- ALL TIME*
- -3.47%
AGNC
- 1D
- -1.30%
- 1M
- -2.01%
- 6M
- 0.02%
- YTD
- 7.45%
- 1Y
- 28.92%
- 3Y*
- 17.90%
- 5Y*
- 6.03%
- 10Y*
- 6.49%
- ALL TIME*
- 11.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $253.15M | $213.45M | $176.42M | |
| $23.33M | $21.15M | $20.77M |
IVR vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | -2.22% | 24.87% | 9.03% | -14.30% | -44.56% | -9.34% | -72.54% | 28.97% | -6.81% | 34.61% |
AGNC AGNC Investment Corp. | 7.45% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between IVR and AGNC is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2009 | 0.62 |
The correlation between IVR and AGNC shifts across timeframes, from 0.62 (all time) to 0.75 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
IVR:
$580.80M
AGNC:
$12.24B
IVR:
$1.54
AGNC:
$2.00
IVR:
4.83
AGNC:
5.32
IVR:
0.68
AGNC:
0.01
IVR:
1.67
AGNC:
3.83
IVR:
$246.29M
AGNC:
$3.09B
IVR:
$185.21M
AGNC:
$2.34B
IVR:
$194.47M
AGNC:
$3.91B
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Return for Risk
IVR vs. AGNC — Risk / Return Rank
IVR
AGNC
IVR vs. AGNC - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IVR | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.59 | -0.44 |
| Martin ratioReturn relative to average drawdown | 2.74 | 4.38 | -1.64 |
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Drawdowns
IVR vs. AGNC - Drawdown Comparison
The maximum IVR drawdown since its inception was -92.55%, 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.
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Drawdown Indicators
| IVR | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.55% | -54.56% | -37.99% |
Max Drawdown (1Y)Largest decline over 1 year | -16.54% | -18.71% | +2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -42.61% | -30.48% | -12.13% |
Max Drawdown (5Y)Largest decline over 5 years | -72.91% | -50.28% | -22.63% |
Max Drawdown (10Y)Largest decline over 10 years | -92.55% | -54.56% | -37.99% |
Current DrawdownCurrent decline from peak | -85.64% | -5.70% | -79.94% |
Average DrawdownAverage peak-to-trough decline | -36.27% | -13.50% | -22.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 6.77% | +0.13% |
Volatility
IVR vs. AGNC - Volatility Comparison
The current volatility for Invesco Mortgage Capital Inc. (IVR) is 6.10%, while AGNC Investment Corp. (AGNC) has a volatility of 7.45%. This indicates that IVR 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
| IVR | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 7.45% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 16.30% | 16.78% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.61% | 20.59% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.00% | 25.81% | +9.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.17% | 25.50% | +30.67% |
Dividends
IVR vs. AGNC - Dividend Comparison
IVR's dividend yield for the trailing twelve months is around 20.78%, more than AGNC's 13.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.51% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
IVR Invesco Mortgage Capital Inc. | 20.78% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
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
Frequently Asked Questions
IVR and AGNC have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNC has higher volatility (7.45%) compared to IVR (6.10%). In terms of maximum drawdown, IVR dropped -92.55% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.44 vs 0.84), 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.
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