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.
Performance
KKR vs. AGNC - Performance Comparison
Returns By Period
In the year-to-date period, KKR achieves a 83.75% return, which is significantly higher than AGNC's 10.43% return. Over the past 10 years, KKR has outperformed AGNC with an annualized return of 23.94%, while AGNC has yielded a comparatively lower 3.25% annualized return.
KKR
83.75%
8.35%
44.98%
127.48%
40.67%
23.94%
AGNC
10.43%
-8.48%
4.07%
27.74%
0.48%
3.25%
Fundamentals
| KKR | AGNC | |
|---|---|---|
| Market Cap | $141.34B | $8.39B |
| EPS | $3.23 | $1.49 |
| PE Ratio | 47.42 | 6.36 |
| PEG Ratio | 1.04 | 17.55 |
| Total Revenue (TTM) | $24.19B | $2.51B |
| Gross Profit (TTM) | $6.65B | $2.88B |
| EBITDA (TTM) | $8.43B | $4.87B |
Key characteristics
| KKR | AGNC | |
|---|---|---|
| Sharpe Ratio | 4.12 | 1.38 |
| Sortino Ratio | 5.02 | 1.95 |
| Omega Ratio | 1.67 | 1.25 |
| Calmar Ratio | 7.34 | 0.76 |
| Martin Ratio | 37.93 | 7.38 |
| Ulcer Index | 3.44% | 3.82% |
| Daily Std Dev | 31.70% | 20.40% |
| Max Drawdown | -53.10% | -54.56% |
| Current Drawdown | -2.96% | -19.29% |
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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.
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 0.46%, less than AGNC's 15.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | 0.46% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
AGNC AGNC Investment Corp. | 15.03% | 14.68% | 13.91% | 9.57% | 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 -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. For additional features, visit the drawdowns tool.
Volatility
KKR vs. AGNC - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 11.18% compared to AGNC Investment Corp. (AGNC) at 6.80%. 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