KREF vs. AGNC
Compare and contrast key facts about KKR Real Estate Finance Trust Inc. (KREF) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KREF or AGNC.
Key characteristics
| KREF | AGNC | |
|---|---|---|
| YTD Return | -2.67% | 11.58% |
| 1Y Return | 16.24% | 33.69% |
| 3Y Return (Ann) | -8.22% | -2.88% |
| 5Y Return (Ann) | 0.65% | 0.58% |
| Sharpe Ratio | 0.48 | 1.75 |
| Sortino Ratio | 0.89 | 2.40 |
| Omega Ratio | 1.13 | 1.31 |
| Calmar Ratio | 0.34 | 0.92 |
| Martin Ratio | 0.82 | 9.81 |
| Ulcer Index | 19.57% | 3.65% |
| Daily Std Dev | 33.41% | 20.47% |
| Max Drawdown | -55.29% | -54.56% |
| Current Drawdown | -26.75% | -18.45% |
Fundamentals
| KREF | AGNC | |
|---|---|---|
| Market Cap | $827.22M | $8.57B |
| EPS | -$0.29 | $1.49 |
| PEG Ratio | 5.13 | 17.55 |
| Total Revenue (TTM) | $398.97M | $2.51B |
| Gross Profit (TTM) | $359.40M | $2.88B |
| EBITDA (TTM) | $249.91M | $4.87B |
Correlation
The correlation between KREF and AGNC is 0.53, 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.
Performance
KREF vs. AGNC - Performance Comparison
In the year-to-date period, KREF achieves a -2.67% return, which is significantly lower than AGNC's 11.58% 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
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.
Dividends
KREF vs. AGNC - Dividend Comparison
KREF's dividend yield for the trailing twelve months is around 9.86%, less than AGNC's 14.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KREF KKR Real Estate Finance Trust Inc. | 9.86% | 13.00% | 12.32% | 9.53% | 9.60% | 8.42% | 8.83% | 4.95% | 0.00% | 0.00% | 0.00% | 0.00% |
AGNC AGNC Investment Corp. | 14.88% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
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.
Volatility
KREF vs. AGNC - Volatility Comparison
The current volatility for KKR Real Estate Finance Trust Inc. (KREF) is 5.89%, while AGNC Investment Corp. (AGNC) has a volatility of 6.79%. This indicates that KREF experiences smaller price fluctuations and is considered to be less risky than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities