KSS vs. AGNC
Compare and contrast key facts about Kohl's Corporation (KSS) and AGNC Investment Corp. (AGNC).
Performance
KSS vs. AGNC - Performance Comparison
Loading graphics...
KSS vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KSS Kohl's Corporation | -36.17% | 51.46% | -45.83% | 23.77% | -45.98% | 23.58% | -17.18% | -19.22% | 26.65% | 15.75% |
AGNC AGNC Investment Corp. | -3.30% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Fundamentals
KSS:
$3.19
AGNC:
$1.58
KSS:
4.05
AGNC:
6.34
KSS:
0.22
AGNC:
0.02
KSS:
0.07
AGNC:
5.52
KSS:
$15.53B
AGNC:
$1.92B
KSS:
$37.50M
AGNC:
$1.92B
KSS:
$1.32B
AGNC:
$4.52B
Returns By Period
In the year-to-date period, KSS achieves a -36.17% return, which is significantly lower than AGNC's -3.30% return. Over the past 10 years, KSS has underperformed AGNC with an annualized return of -7.19%, while AGNC has yielded a comparatively higher 6.24% annualized return.
KSS
- 1D
- 5.74%
- 1M
- -20.41%
- YTD
- -36.17%
- 6M
- -14.78%
- 1Y
- 63.51%
- 3Y*
- -12.06%
- 5Y*
- -21.36%
- 10Y*
- -7.19%
AGNC
- 1D
- 3.19%
- 1M
- -9.42%
- YTD
- -3.30%
- 6M
- 9.62%
- 1Y
- 20.96%
- 3Y*
- 15.83%
- 5Y*
- 2.95%
- 10Y*
- 6.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KSS vs. AGNC — Risk / Return Rank
KSS
AGNC
KSS vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kohl's Corporation (KSS) 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.
| KSS | AGNC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.92 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.29 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.24 | -0.10 |
Martin ratioReturn relative to average drawdown | 3.03 | 4.12 | -1.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| KSS | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.92 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.12 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.11 | 0.25 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.42 | -0.24 |
Correlation
The correlation between KSS and AGNC is 0.29, 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
KSS vs. AGNC - Dividend Comparison
KSS's dividend yield for the trailing twelve months is around 3.88%, less than AGNC's 14.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KSS Kohl's Corporation | 3.88% | 2.45% | 14.25% | 6.97% | 7.92% | 2.02% | 1.73% | 5.26% | 3.68% | 4.06% | 4.05% | 3.78% |
AGNC AGNC Investment Corp. | 14.36% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
Drawdowns
KSS vs. AGNC - Drawdown Comparison
The maximum KSS drawdown since its inception was -89.16%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for KSS and AGNC.
Loading graphics...
Drawdown Indicators
| KSS | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.16% | -54.56% | -34.60% |
Max Drawdown (1Y)Largest decline over 1 year | -50.57% | -18.71% | -31.86% |
Max Drawdown (5Y)Largest decline over 5 years | -87.56% | -54.56% | -33.00% |
Max Drawdown (10Y)Largest decline over 10 years | -89.16% | -54.56% | -34.60% |
Current DrawdownCurrent decline from peak | -76.34% | -14.82% | -61.52% |
Average DrawdownAverage peak-to-trough decline | -29.13% | -13.60% | -15.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.14% | 5.66% | +13.48% |
Volatility
KSS vs. AGNC - Volatility Comparison
Kohl's Corporation (KSS) has a higher volatility of 16.87% compared to AGNC Investment Corp. (AGNC) at 9.62%. This indicates that KSS'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.
Loading graphics...
Volatility by Period
| KSS | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.87% | 9.62% | +7.25% |
Volatility (6M)Calculated over the trailing 6-month period | 53.49% | 15.08% | +38.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.57% | 22.95% | +73.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.52% | 25.72% | +42.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.87% | 25.31% | +37.56% |
Financials
KSS vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Kohl's Corporation 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