KKR vs. AGNC
Compare and contrast key facts about KKR & Co. Inc. (KKR) and AGNC Investment Corp. (AGNC).
Performance
KKR vs. AGNC - Performance Comparison
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KKR vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | -28.20% | -13.32% | 79.65% | 80.48% | -36.98% | 85.76% | 41.13% | 51.57% | -4.28% | 41.78% |
AGNC AGNC Investment Corp. | -3.40% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Fundamentals
KKR:
$87.31B
AGNC:
$10.97B
KKR:
$2.48
AGNC:
$1.58
KKR:
36.79
AGNC:
6.34
KKR:
3.82
AGNC:
0.02
KKR:
4.53
AGNC:
5.51
KKR:
1.20
AGNC:
1.05
KKR:
$19.26B
AGNC:
$1.92B
KKR:
$8.06B
AGNC:
$1.92B
KKR:
$7.13B
AGNC:
$4.52B
Returns By Period
In the year-to-date period, KKR achieves a -28.20% return, which is significantly lower than AGNC's -3.40% return. Over the past 10 years, KKR has outperformed AGNC with an annualized return of 22.51%, while AGNC has yielded a comparatively lower 6.23% annualized return.
KKR
- 1D
- -1.23%
- 1M
- 0.83%
- YTD
- -28.20%
- 6M
- -28.09%
- 1Y
- -21.99%
- 3Y*
- 21.16%
- 5Y*
- 13.63%
- 10Y*
- 22.51%
AGNC
- 1D
- -0.10%
- 1M
- -9.03%
- YTD
- -3.40%
- 6M
- 7.97%
- 1Y
- 21.99%
- 3Y*
- 15.79%
- 5Y*
- 2.93%
- 10Y*
- 6.23%
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Return for Risk
KKR vs. AGNC — Risk / Return Rank
KKR
AGNC
KKR vs. AGNC - Risk-Adjusted Trends 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.
| KKR | AGNC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.48 | 0.97 | -1.45 |
Sortino ratioReturn per unit of downside risk | -0.43 | 1.34 | -1.77 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.19 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.11 | -1.57 |
Martin ratioReturn relative to average drawdown | -1.06 | 3.75 | -4.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KKR | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 0.97 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.11 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.25 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.42 | +0.12 |
Correlation
The correlation between KKR and AGNC is 0.32, 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.
Dividends
KKR vs. AGNC - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 0.81%, less than AGNC's 14.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | 0.81% | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% |
AGNC AGNC Investment Corp. | 14.37% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
Drawdowns
KKR vs. AGNC - Drawdown Comparison
The maximum KKR drawdown since its inception was -53.10%, roughly equal to the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for KKR and AGNC.
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Drawdown Indicators
| KKR | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.10% | -54.56% | +1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -44.62% | -18.71% | -25.91% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -54.56% | +5.14% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -54.56% | +5.14% |
Current DrawdownCurrent decline from peak | -44.91% | -14.91% | -30.00% |
Average DrawdownAverage peak-to-trough decline | -15.89% | -13.60% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.39% | 5.55% | +13.84% |
Volatility
KKR vs. AGNC - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 10.49% compared to AGNC Investment Corp. (AGNC) at 9.58%. 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.
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Volatility by Period
| KKR | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.49% | 9.58% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 29.12% | 15.07% | +14.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.59% | 22.88% | +22.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.83% | 25.71% | +13.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.50% | 25.31% | +11.19% |
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