JOYY vs. AGNC

Last updated Aug 1, 2026

JOYY (JOYY Inc) and AGNC (AGNC Investment Corp.) are both stocks. JOYY operates in Internet Content & Information (Communication Services), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 5 years, JOYY returned 11.82%/yr vs 6.03%/yr for AGNC. Their 0.23 correlation means their historical movements had little consistent relationship.

Performance

JOYY vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JOYY Inc (JOYY) 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, JOYY achieves a 20.73% return, which is significantly higher than AGNC's 7.45% return.

JOYY

• 1D: 0.75%
• 1M: 9.38%
• 6M: 19.68%
• YTD: 20.73%
• 1Y: 57.15%
• 3Y*: 34.77%
• 5Y*: 11.82%
• 10Y*: —
• ALL TIME*: 8.85%

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%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AGNC AGNC Investment Corp.	$253.15M	$213.45M	$176.42M
JOYY JOYY Inc	$23.99M	$19.72M	$20.94M

JOYY vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
JOYY JOYY Inc	20.73%	63.93%	5.42%	30.70%	-25.95%	-41.43%	52.97%	-3.42%
AGNC AGNC Investment Corp.	7.45%	34.92%	8.90%	10.14%	-21.65%	5.20%	-1.78%	-1.06%

Correlation

The correlation between JOYY and AGNC is 0.17, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.17
Correlation (3Y) Balances recent behavior with more history.	0.19
Correlation (5Y) Shows whether the relationship held over a longer period.	0.24
Correlation (All Time) Calculated using the full available price history since Dec 30, 2019	0.23

Fundamentals

Market Cap JOYY : $3.81B AGNC : $12.24B
EPS JOYY : $4.37 AGNC : $2.00
PE Ratio JOYY : 16.85 AGNC : 5.32
PEG Ratio JOYY : 0.24 AGNC : 0.01
PS Ratio JOYY : 1.76 AGNC : 3.83
PB Ratio JOYY : 0.57 AGNC : 1.17
Total Revenue (TTM) JOYY : $2.19B AGNC : $3.09B
Gross Profit (TTM) JOYY : $773.31M AGNC : $2.34B
EBITDA (TTM) JOYY : $190.18M AGNC : $3.91B

Return for Risk

JOYY vs. AGNC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JOYY

JOYY Risk / Return Rank: 87
JOYY Sharpe Ratio Rank: 88
JOYY Sortino Ratio Rank: 90
JOYY Omega Ratio Rank: 87
JOYY Calmar Ratio Rank: 85
JOYY Martin Ratio Rank: 84

AGNC

AGNC Risk / Return Rank: 79
AGNC Sharpe Ratio Rank: 85
AGNC Sortino Ratio Rank: 80
AGNC Omega Ratio Rank: 78
AGNC Calmar Ratio Rank: 75
AGNC Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JOYY vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JOYY Inc (JOYY) 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.

	JOYY	AGNC	Difference
Sharpe ratio: Return per unit of total volatility	1.71	1.44	+0.26
Sortino ratio: Return per unit of downside risk	2.72	2.03	+0.69
Omega ratio: Gain probability vs. loss probability	1.33	1.25	+0.08
Calmar ratio: Return relative to maximum drawdown	2.79	1.59	+1.20
Martin ratio: Return relative to average drawdown	6.73	4.38	+2.35

JOYY vs. AGNC - Sharpe Ratio Comparison

The current JOYY Sharpe Ratio is 1.71, which is comparable to the AGNC Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of JOYY 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.

Drawdowns

JOYY vs. AGNC - Drawdown Comparison

The maximum JOYY drawdown since its inception was -83.52%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for JOYY and AGNC.

Drawdown Indicators

	JOYY	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-83.52%	-54.56%	-28.96%
Max Drawdown (1Y) Largest decline over 1 year	-20.97%	-18.71%	-2.26%
Max Drawdown (3Y) Largest decline over 3 years	-33.72%	-30.48%	-3.24%
Max Drawdown (5Y) Largest decline over 5 years	-64.08%	-50.28%	-13.80%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.56%	—
Current Drawdown Current decline from peak	-36.00%	-5.70%	-30.30%
Average Drawdown Average peak-to-trough decline	-55.72%	-13.50%	-42.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.67%	6.77%	+1.90%

Volatility

JOYY vs. AGNC - Volatility Comparison

The current volatility for JOYY Inc (JOYY) is 6.32%, while AGNC Investment Corp. (AGNC) has a volatility of 7.45%. This indicates that JOYY 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.

Volatility by Period

	JOYY	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.32%	7.45%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	25.10%	16.78%	+8.32%
Volatility (1Y) Calculated over the trailing 1-year period	34.22%	20.59%	+13.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.26%	25.81%	+33.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.75%	25.50%	+35.25%

Dividends

JOYY vs. AGNC - Dividend Comparison

JOYY's dividend yield for the trailing twelve months is around 6.52%, less 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%
JOYY JOYY Inc	6.52%	4.35%	0.00%	3.07%	6.46%	4.48%	1.02%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both JOYY and AGNC in my portfolio?

JOYY and AGNC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JOYY or AGNC?

AGNC has higher volatility (7.45%) compared to JOYY (6.32%). In terms of maximum drawdown, JOYY dropped -83.52% vs AGNC's -54.56%.

Which has better risk-adjusted returns?

JOYY currently has the higher Sharpe Ratio (1.71 vs 1.44), 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.