O vs. AGNC
O (Realty Income Corporation) and AGNC (AGNC Investment Corp.) are both stocks. Both are in the Real Estate sector — O in REIT - Retail, AGNC in REIT - Mortgage. Over the past 10 years, O returned 4.56%/yr vs 6.33%/yr for AGNC. At a 0.39 correlation, their price movements are largely independent.
Performance
O vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, O achieves a 9.20% return, which is significantly higher than AGNC's 2.35% return. Over the past 10 years, O has underperformed AGNC with an annualized return of 4.56%, while AGNC has yielded a comparatively higher 6.33% annualized return.
O
- 1D
- -0.54%
- 1M
- -2.79%
- YTD
- 9.20%
- 6M
- 9.80%
- 1Y
- 10.46%
- 3Y*
- 5.05%
- 5Y*
- 3.72%
- 10Y*
- 4.56%
AGNC
- 1D
- 0.78%
- 1M
- 2.43%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 28.97%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
O vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 9.20% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between O and AGNC is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.39 |
The correlation between O and AGNC shifts across timeframes, from 0.29 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
O:
$1.17
AGNC:
$1.33
O:
51.30
AGNC:
7.80
O:
4.18
AGNC:
0.02
O:
6.93
AGNC:
4.79
O:
$5.92B
AGNC:
$2.33B
O:
$3.89B
AGNC:
$2.30B
O:
$3.93B
AGNC:
$3.72B
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Return for Risk
O vs. AGNC — Risk / Return Rank
O
AGNC
O vs. AGNC - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| O | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.26 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.56 | -0.61 |
| Martin ratioReturn relative to average drawdown | 2.23 | 4.44 | -2.21 |
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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.
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Drawdown Indicators
| O | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -54.56% | +6.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -18.71% | +7.61% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -31.04% | +4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -50.65% | +16.17% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -54.56% | +6.28% |
Current DrawdownCurrent decline from peak | -9.66% | -9.85% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -13.56% | +4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 6.54% | -1.84% |
Volatility
O vs. AGNC - Volatility Comparison
Realty Income Corporation (O) and AGNC Investment Corp. (AGNC) have volatilities of 5.70% and 5.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 5.55% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 16.28% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 19.58% | -3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 25.74% | -6.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.65% | 25.41% | +0.24% |
Dividends
O vs. AGNC - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.37%, less than AGNC's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
O Realty Income Corporation | 5.37% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
O and AGNC have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (5.70%) compared to AGNC (5.55%). In terms of maximum drawdown, O dropped -48.45% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.49 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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