KMI vs. AGNC
KMI (Kinder Morgan, Inc.) and AGNC (AGNC Investment Corp.) are both stocks. KMI operates in Oil & Gas Midstream (Energy), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 10 years, KMI returned 11.49%/yr vs 6.25%/yr for AGNC. At a 0.29 correlation, their price movements are largely independent.
Performance
KMI vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, KMI achieves a 15.99% return, which is significantly higher than AGNC's -0.32% return. Over the past 10 years, KMI has outperformed AGNC with an annualized return of 11.49%, while AGNC has yielded a comparatively lower 6.25% annualized return.
KMI
- 1D
- -1.23%
- 1M
- -0.38%
- YTD
- 15.99%
- 6M
- 16.84%
- 1Y
- 15.80%
- 3Y*
- 28.85%
- 5Y*
- 16.97%
- 10Y*
- 11.49%
AGNC
- 1D
- -0.59%
- 1M
- -5.84%
- YTD
- -0.32%
- 6M
- 3.01%
- 1Y
- 27.55%
- 3Y*
- 17.15%
- 5Y*
- 1.42%
- 10Y*
- 6.25%
KMI vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KMI Kinder Morgan, Inc. | 15.99% | 4.74% | 64.42% | 4.10% | 21.23% | 23.75% | -30.77% | 44.43% | -11.18% | -10.56% |
AGNC AGNC Investment Corp. | -0.32% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between KMI and AGNC is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2011 | 0.29 |
Over the past year, the correlation between KMI and AGNC has dropped to 0.06 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
Fundamentals
KMI:
$69.62B
AGNC:
$11.35B
KMI:
$1.53
AGNC:
$1.33
KMI:
20.46
AGNC:
7.60
KMI:
1.25
AGNC:
0.02
KMI:
3.97
AGNC:
4.66
KMI:
2.22
AGNC:
1.11
KMI:
$17.52B
AGNC:
$2.33B
KMI:
$5.86B
AGNC:
$2.30B
KMI:
$6.90B
AGNC:
$3.72B
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Return for Risk
KMI vs. AGNC — Risk / Return Rank
KMI
AGNC
KMI vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kinder Morgan, Inc. (KMI) 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.
| KMI | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.48 | -0.05 |
| Martin ratioReturn relative to average drawdown | 2.87 | 4.39 | -1.52 |
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
| KMI | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.43 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.06 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.25 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.42 | -0.25 |
Drawdowns
KMI vs. AGNC - Drawdown Comparison
The maximum KMI drawdown since its inception was -72.70%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for KMI and AGNC.
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Drawdown Indicators
| KMI | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.70% | -54.56% | -18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -18.71% | +7.60% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -31.04% | +12.64% |
Max Drawdown (5Y)Largest decline over 5 years | -20.31% | -54.36% | +34.05% |
Max Drawdown (10Y)Largest decline over 10 years | -55.13% | -54.56% | -0.57% |
Current DrawdownCurrent decline from peak | -8.80% | -12.19% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -32.04% | -13.56% | -18.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 6.30% | -0.77% |
Volatility
KMI vs. AGNC - Volatility Comparison
Kinder Morgan, Inc. (KMI) has a higher volatility of 6.99% compared to AGNC Investment Corp. (AGNC) at 4.92%. This indicates that KMI'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
| KMI | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 4.92% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 15.96% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.32% | 19.38% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.59% | 25.82% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.73% | 25.39% | +2.34% |
Dividends
KMI vs. AGNC - Dividend Comparison
KMI's dividend yield for the trailing twelve months is around 3.76%, less than AGNC's 14.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 14.24% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
KMI Kinder Morgan, Inc. | 3.76% | 4.24% | 4.18% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% |
Financials
KMI vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Kinder Morgan, 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
KMI and AGNC have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMI has higher volatility (6.99%) compared to AGNC (4.92%). In terms of maximum drawdown, KMI dropped -72.70% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.43 vs 0.78), 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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