LFT vs. AGNC
Compare and contrast key facts about Lument Finance Trust, Inc. (LFT) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LFT or AGNC.
Key characteristics
| LFT | AGNC | |
|---|---|---|
| YTD Return | 9.44% | 6.11% |
| 1Y Return | 56.37% | 24.49% |
| 3Y Return (Ann) | -3.38% | -7.39% |
| 5Y Return (Ann) | 4.08% | 0.77% |
| 10Y Return (Ann) | -2.13% | 3.50% |
| Sharpe Ratio | 1.90 | 0.94 |
| Daily Std Dev | 30.13% | 27.42% |
| Max Drawdown | -82.18% | -54.56% |
| Current Drawdown | -29.38% | -22.45% |
Fundamentals
| LFT | AGNC | |
|---|---|---|
| Market Cap | $123.85M | $7.02B |
| EPS | $0.29 | $0.95 |
| PE Ratio | 8.17 | 10.17 |
| Revenue (TTM) | $32.08M | $847.00M |
| Gross Profit (TTM) | $21.07M | -$1.12B |
Correlation
The correlation between LFT and AGNC is 0.28, 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.
Performance
LFT vs. AGNC - Performance Comparison
In the year-to-date period, LFT achieves a 9.44% return, which is significantly higher than AGNC's 6.11% return. Over the past 10 years, LFT has underperformed AGNC with an annualized return of -2.13%, while AGNC has yielded a comparatively higher 3.50% annualized 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
LFT vs. AGNC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lument Finance Trust, Inc. (LFT) 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
LFT vs. AGNC - Dividend Comparison
LFT's dividend yield for the trailing twelve months is around 10.89%, less than AGNC's 14.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFT Lument Finance Trust, Inc. | 10.89% | 11.16% | 12.41% | 8.98% | 10.61% | 8.65% | 9.30% | 14.19% | 40.43% | 23.42% | 13.16% | 11.86% |
AGNC AGNC Investment Corp. | 14.55% | 14.68% | 13.91% | 9.56% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
Drawdowns
LFT vs. AGNC - Drawdown Comparison
The maximum LFT drawdown since its inception was -82.18%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for LFT and AGNC. For additional features, visit the drawdowns tool.
Volatility
LFT vs. AGNC - Volatility Comparison
Lument Finance Trust, Inc. (LFT) has a higher volatility of 10.85% compared to AGNC Investment Corp. (AGNC) at 3.47%. This indicates that LFT'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
LFT vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Lument 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