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KREF vs. AGNC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KREF and AGNC is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

KREF vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KKR Real Estate Finance Trust Inc. (KREF) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-12.57%
14.50%
KREF
AGNC

Key characteristics

Sharpe Ratio

KREF:

-0.08

AGNC:

0.44

Sortino Ratio

KREF:

0.13

AGNC:

0.70

Omega Ratio

KREF:

1.02

AGNC:

1.10

Calmar Ratio

KREF:

-0.05

AGNC:

0.33

Martin Ratio

KREF:

-0.24

AGNC:

1.50

Ulcer Index

KREF:

10.45%

AGNC:

6.30%

Daily Std Dev

KREF:

32.11%

AGNC:

21.29%

Max Drawdown

KREF:

-55.29%

AGNC:

-54.56%

Current Drawdown

KREF:

-42.98%

AGNC:

-20.70%

Fundamentals

Market Cap

KREF:

$606.19M

AGNC:

$8.40B

EPS

KREF:

$0.17

AGNC:

$0.36

PE Ratio

KREF:

52.24

AGNC:

24.58

PEG Ratio

KREF:

5.13

AGNC:

17.55

PS Ratio

KREF:

6.22

AGNC:

14.38

PB Ratio

KREF:

0.46

AGNC:

0.98

Total Revenue (TTM)

KREF:

$256.45M

AGNC:

$1.50B

Gross Profit (TTM)

KREF:

$239.97M

AGNC:

$1.47B

EBITDA (TTM)

KREF:

$234.58M

AGNC:

$1.86B

Returns By Period

In the year-to-date period, KREF achieves a -10.02% return, which is significantly lower than AGNC's -0.36% return.


KREF

YTD

-10.02%

1M

-18.50%

6M

-20.30%

1Y

1.60%

5Y*

0.98%

10Y*

N/A

AGNC

YTD

-0.36%

1M

-8.17%

6M

-4.01%

1Y

9.92%

5Y*

6.18%

10Y*

3.70%

*Annualized

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Risk-Adjusted Performance

KREF vs. AGNC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KREF
The Risk-Adjusted Performance Rank of KREF is 4545
Overall Rank
The Sharpe Ratio Rank of KREF is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of KREF is 4141
Sortino Ratio Rank
The Omega Ratio Rank of KREF is 4141
Omega Ratio Rank
The Calmar Ratio Rank of KREF is 4949
Calmar Ratio Rank
The Martin Ratio Rank of KREF is 4848
Martin Ratio Rank

AGNC
The Risk-Adjusted Performance Rank of AGNC is 6565
Overall Rank
The Sharpe Ratio Rank of AGNC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 5959
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KREF vs. AGNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KKR Real Estate Finance Trust Inc. (KREF) 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.


The chart of Sharpe ratio for KREF, currently valued at -0.08, compared to the broader market-2.00-1.000.001.002.003.00
KREF: -0.08
AGNC: 0.44
The chart of Sortino ratio for KREF, currently valued at 0.13, compared to the broader market-6.00-4.00-2.000.002.004.00
KREF: 0.13
AGNC: 0.70
The chart of Omega ratio for KREF, currently valued at 1.02, compared to the broader market0.501.001.502.00
KREF: 1.02
AGNC: 1.10
The chart of Calmar ratio for KREF, currently valued at -0.05, compared to the broader market0.001.002.003.004.005.00
KREF: -0.05
AGNC: 0.33
The chart of Martin ratio for KREF, currently valued at -0.24, compared to the broader market-5.000.005.0010.0015.0020.00
KREF: -0.24
AGNC: 1.50

The current KREF Sharpe Ratio is -0.08, which is lower than the AGNC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of KREF and AGNC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.08
0.44
KREF
AGNC

Dividends

KREF vs. AGNC - Dividend Comparison

KREF's dividend yield for the trailing twelve months is around 11.26%, less than AGNC's 16.27% yield.


TTM20242023202220212020201920182017201620152014
KREF
KKR Real Estate Finance Trust Inc.
11.26%9.90%13.00%12.32%9.53%9.60%8.42%8.83%4.95%0.00%0.00%0.00%
AGNC
AGNC Investment Corp.
16.27%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%11.96%

Drawdowns

KREF vs. AGNC - Drawdown Comparison

The maximum KREF drawdown since its inception was -55.29%, roughly equal to the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for KREF and AGNC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-42.98%
-20.70%
KREF
AGNC

Volatility

KREF vs. AGNC - Volatility Comparison

KKR Real Estate Finance Trust Inc. (KREF) has a higher volatility of 15.25% compared to AGNC Investment Corp. (AGNC) at 13.73%. This indicates that KREF'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.25%
13.73%
KREF
AGNC

Financials

KREF vs. AGNC - Financials Comparison

This section allows you to compare key financial metrics between KKR Real Estate Finance Trust 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items