KKR vs. AGNC
Compare and contrast key facts about KKR & Co. Inc. (KKR) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KKR or AGNC.
Key characteristics
KKR | AGNC | |
---|---|---|
YTD Return | 20.35% | 2.03% |
1Y Return | 103.95% | 16.93% |
3Y Return (Ann) | 20.53% | -8.52% |
5Y Return (Ann) | 34.83% | -0.05% |
10Y Return (Ann) | 19.68% | 3.16% |
Sharpe Ratio | 3.38 | 0.63 |
Daily Std Dev | 28.21% | 27.58% |
Max Drawdown | -93.66% | -54.56% |
Current Drawdown | -2.08% | -25.43% |
Fundamentals
KKR | AGNC | |
---|---|---|
Market Cap | $84.51B | $6.77B |
EPS | $4.49 | $0.95 |
PE Ratio | 21.16 | 9.89 |
PEG Ratio | 1.30 | 17.55 |
Revenue (TTM) | $26.06B | $847.00M |
Gross Profit (TTM) | $2.34B | -$1.12B |
Correlation
The correlation between KKR and AGNC is 0.28, 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.
Performance
KKR vs. AGNC - Performance Comparison
In the year-to-date period, KKR achieves a 20.35% return, which is significantly higher than AGNC's 2.03% return. Over the past 10 years, KKR has outperformed AGNC with an annualized return of 19.68%, while AGNC has yielded a comparatively lower 3.16% 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
KKR vs. AGNC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) 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
KKR vs. AGNC - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 0.66%, less than AGNC's 15.13% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
KKR & Co. Inc. | 0.66% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
AGNC Investment Corp. | 15.13% | 14.68% | 13.91% | 9.56% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
Drawdowns
KKR vs. AGNC - Drawdown Comparison
The maximum KKR drawdown since its inception was -93.66%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for KKR and AGNC. For additional features, visit the drawdowns tool.
Volatility
KKR vs. AGNC - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 9.12% compared to AGNC Investment Corp. (AGNC) at 6.99%. This indicates that KKR'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
KKR vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between KKR & Co. 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