ORC vs. AGNC
Compare and contrast key facts about Orchid Island Capital, Inc. (ORC) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ORC or AGNC.
Key characteristics
| ORC | AGNC | |
|---|---|---|
| YTD Return | 6.68% | 9.74% |
| 1Y Return | 29.96% | 27.38% |
| 3Y Return (Ann) | -18.55% | -3.41% |
| 5Y Return (Ann) | -8.24% | 0.30% |
| 10Y Return (Ann) | -5.61% | 3.33% |
| Sharpe Ratio | 1.39 | 1.50 |
| Sortino Ratio | 1.96 | 2.10 |
| Omega Ratio | 1.26 | 1.27 |
| Calmar Ratio | 0.54 | 0.83 |
| Martin Ratio | 7.90 | 8.25 |
| Ulcer Index | 4.54% | 3.74% |
| Daily Std Dev | 25.76% | 20.56% |
| Max Drawdown | -75.77% | -54.56% |
| Current Drawdown | -55.66% | -19.80% |
Fundamentals
| ORC | AGNC | |
|---|---|---|
| Market Cap | $617.12M | $8.39B |
| EPS | $1.20 | $1.49 |
| PE Ratio | 6.43 | 6.36 |
| PEG Ratio | 0.00 | 17.55 |
| Total Revenue (TTM) | $44.63M | $2.51B |
| Gross Profit (TTM) | $31.53M | $2.88B |
| EBITDA (TTM) | $220.96M | $4.87B |
Correlation
The correlation between ORC and AGNC is 0.55, 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
ORC vs. AGNC - Performance Comparison
In the year-to-date period, ORC achieves a 6.68% return, which is significantly lower than AGNC's 9.74% return. Over the past 10 years, ORC has underperformed AGNC with an annualized return of -5.61%, while AGNC has yielded a comparatively higher 3.33% 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
ORC vs. AGNC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Orchid Island Capital, Inc. (ORC) 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
ORC vs. AGNC - Dividend Comparison
ORC's dividend yield for the trailing twelve months is around 18.49%, more than AGNC's 15.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 18.49% | 21.35% | 23.57% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% | 16.55% | 10.73% |
AGNC AGNC Investment Corp. | 15.13% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
Drawdowns
ORC vs. AGNC - Drawdown Comparison
The maximum ORC drawdown since its inception was -75.77%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ORC and AGNC. For additional features, visit the drawdowns tool.
Volatility
ORC vs. AGNC - Volatility Comparison
The current volatility for Orchid Island Capital, Inc. (ORC) is 6.13%, while AGNC Investment Corp. (AGNC) has a volatility of 6.96%. This indicates that ORC 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
ORC vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Orchid Island Capital, 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