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

Correlation

The correlation between O and AGNC is 0.40, 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.


-0.50.00.51.00.4

Performance

O vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Realty Income Corporation (O) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-1.92%
-1.53%
O
AGNC

Key characteristics

Sharpe Ratio

O:

-0.39

AGNC:

0.45

Sortino Ratio

O:

-0.42

AGNC:

0.70

Omega Ratio

O:

0.95

AGNC:

1.09

Calmar Ratio

O:

-0.26

AGNC:

0.27

Martin Ratio

O:

-0.76

AGNC:

1.70

Ulcer Index

O:

8.70%

AGNC:

4.81%

Daily Std Dev

O:

17.08%

AGNC:

18.27%

Max Drawdown

O:

-48.45%

AGNC:

-54.56%

Current Drawdown

O:

-20.09%

AGNC:

-19.72%

Fundamentals

Market Cap

O:

$45.96B

AGNC:

$8.23B

EPS

O:

$1.05

AGNC:

$1.49

PE Ratio

O:

50.01

AGNC:

6.23

PEG Ratio

O:

5.49

AGNC:

17.55

Total Revenue (TTM)

O:

$3.95B

AGNC:

$2.99B

Gross Profit (TTM)

O:

$2.48B

AGNC:

$2.94B

EBITDA (TTM)

O:

$3.55B

AGNC:

$3.01B

Returns By Period

In the year-to-date period, O achieves a -1.20% return, which is significantly lower than AGNC's 0.87% return. Over the past 10 years, O has outperformed AGNC with an annualized return of 5.46%, while AGNC has yielded a comparatively lower 3.56% annualized return.


O

YTD

-1.20%

1M

-6.57%

6M

0.68%

1Y

-6.33%

5Y*

-1.32%

10Y*

5.46%

AGNC

YTD

0.87%

1M

-2.77%

6M

0.95%

1Y

8.30%

5Y*

-0.74%

10Y*

3.56%

*Annualized

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Risk-Adjusted Performance

O vs. AGNC — Risk-Adjusted Performance Rank

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

O
The Risk-Adjusted Performance Rank of O is 2828
Overall Rank
The Sharpe Ratio Rank of O is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 2323
Sortino Ratio Rank
The Omega Ratio Rank of O is 2424
Omega Ratio Rank
The Calmar Ratio Rank of O is 3232
Calmar Ratio Rank
The Martin Ratio Rank of O is 3333
Martin Ratio Rank

AGNC
The Risk-Adjusted Performance Rank of AGNC is 5959
Overall Rank
The Sharpe Ratio Rank of AGNC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6161
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 6565
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.

O vs. AGNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) 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 O, currently valued at -0.39, compared to the broader market-4.00-2.000.002.00-0.390.45
The chart of Sortino ratio for O, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.00-0.420.70
The chart of Omega ratio for O, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.09
The chart of Calmar ratio for O, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.260.27
The chart of Martin ratio for O, currently valued at -0.76, compared to the broader market-10.000.0010.0020.00-0.761.70
O
AGNC

The current O Sharpe Ratio is -0.39, which is lower than the AGNC Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of O 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.39
0.45
O
AGNC

Dividends

O vs. AGNC - Dividend Comparison

O's dividend yield for the trailing twelve months is around 5.97%, less than AGNC's 15.50% yield.


TTM20242023202220212020201920182017201620152014
O
Realty Income Corporation
5.97%5.38%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%
AGNC
AGNC Investment Corp.
15.50%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%11.96%

Drawdowns

O vs. AGNC - Drawdown Comparison

The maximum O drawdown since its inception was -48.45%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for O and AGNC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-20.09%
-19.72%
O
AGNC

Volatility

O vs. AGNC - Volatility Comparison

Realty Income Corporation (O) has a higher volatility of 5.38% compared to AGNC Investment Corp. (AGNC) at 4.76%. This indicates that O'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
5.38%
4.76%
O
AGNC

Financials

O vs. AGNC - Financials Comparison

This section allows you to compare key financial metrics between Realty Income 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.


Quarterly
Annual

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


Values in USD except per share items