ORC vs. AGNC
Compare and contrast key facts about Orchid Island Capital, Inc. (ORC) and AGNC Investment Corp. (AGNC).
Performance
ORC vs. AGNC - Performance Comparison
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ORC vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 1.57% | 12.66% | 9.87% | -3.10% | -41.63% | 0.07% | 4.75% | 6.68% | -20.38% | 1.07% |
AGNC AGNC Investment Corp. | -3.40% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Fundamentals
ORC:
$1.16B
AGNC:
$10.97B
ORC:
$1.19
AGNC:
$1.58
ORC:
5.88
AGNC:
6.34
ORC:
0.02
AGNC:
0.02
ORC:
9.57
AGNC:
5.51
ORC:
0.84
AGNC:
1.05
ORC:
$101.20M
AGNC:
$1.92B
ORC:
$97.60M
AGNC:
$1.92B
ORC:
$356.52M
AGNC:
$4.52B
Returns By Period
In the year-to-date period, ORC achieves a 1.57% return, which is significantly higher than AGNC's -3.40% return. Over the past 10 years, ORC has underperformed AGNC with an annualized return of -2.83%, while AGNC has yielded a comparatively higher 6.23% annualized return.
ORC
- 1D
- -0.85%
- 1M
- -4.92%
- YTD
- 1.57%
- 6M
- 6.90%
- 1Y
- 14.12%
- 3Y*
- 4.56%
- 5Y*
- -9.79%
- 10Y*
- -2.83%
AGNC
- 1D
- -0.10%
- 1M
- -9.03%
- YTD
- -3.40%
- 6M
- 7.97%
- 1Y
- 21.99%
- 3Y*
- 15.79%
- 5Y*
- 2.93%
- 10Y*
- 6.23%
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Return for Risk
ORC vs. AGNC — Risk / Return Rank
ORC
AGNC
ORC vs. AGNC - Risk-Adjusted Trends 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.
| ORC | AGNC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.97 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.93 | 1.34 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.11 | -0.41 |
Martin ratioReturn relative to average drawdown | 2.29 | 3.75 | -1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ORC | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.97 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | 0.11 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.25 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.42 | -0.45 |
Correlation
The correlation between ORC and AGNC is 0.57, 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.
Dividends
ORC vs. AGNC - Dividend Comparison
ORC's dividend yield for the trailing twelve months is around 20.66%, more than AGNC's 14.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 20.66% | 20.00% | 18.51% | 21.35% | 29.67% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% |
AGNC AGNC Investment Corp. | 14.37% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
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.
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Drawdown Indicators
| ORC | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.77% | -54.56% | -21.21% |
Max Drawdown (1Y)Largest decline over 1 year | -16.32% | -18.71% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -68.46% | -54.56% | -13.90% |
Max Drawdown (10Y)Largest decline over 10 years | -75.77% | -54.56% | -21.21% |
Current DrawdownCurrent decline from peak | -45.24% | -14.91% | -30.33% |
Average DrawdownAverage peak-to-trough decline | -28.60% | -13.60% | -15.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 5.55% | +0.23% |
Volatility
ORC vs. AGNC - Volatility Comparison
The current volatility for Orchid Island Capital, Inc. (ORC) is 8.47%, while AGNC Investment Corp. (AGNC) has a volatility of 9.58%. 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.
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Volatility by Period
| ORC | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.47% | 9.58% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 15.07% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.18% | 22.88% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.01% | 25.71% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 25.31% | +12.42% |
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