ORC vs. AGNC
ORC (Orchid Island Capital, Inc.) and AGNC (AGNC Investment Corp.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, ORC returned -3.95%/yr vs 6.49%/yr for AGNC. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
ORC vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, ORC achieves a 0.27% return, which is significantly lower than AGNC's 7.45% return. Over the past 10 years, ORC has underperformed AGNC with an annualized return of -3.95%, while AGNC has yielded a comparatively higher 6.49% annualized return.
ORC
- 1D
- -0.61%
- 1M
- -4.78%
- 6M
- -8.79%
- YTD
- 0.27%
- 1Y
- 11.71%
- 3Y*
- 2.85%
- 5Y*
- -7.37%
- 10Y*
- -3.95%
- ALL TIME*
- -1.11%
AGNC
- 1D
- -1.30%
- 1M
- -2.01%
- 6M
- 0.02%
- YTD
- 7.45%
- 1Y
- 28.92%
- 3Y*
- 17.90%
- 5Y*
- 6.03%
- 10Y*
- 6.49%
- ALL TIME*
- 11.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $253.15M | $213.45M | $176.42M | |
| $38.62M | $34.53M | $33.96M |
ORC vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 0.27% | 12.66% | 9.87% | -3.10% | -41.63% | 0.07% | 4.75% | 6.68% | -20.38% | 1.07% |
AGNC AGNC Investment Corp. | 7.45% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between ORC and AGNC is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2013 | 0.57 |
The correlation between ORC and AGNC shifts across timeframes, from 0.57 (all time) to 0.76 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
ORC:
$1.13B
AGNC:
$12.24B
ORC:
$1.45
AGNC:
$2.00
ORC:
4.47
AGNC:
5.32
ORC:
0.02
AGNC:
0.01
ORC:
3.06
AGNC:
3.83
ORC:
0.90
AGNC:
1.17
ORC:
$367.58M
AGNC:
$3.09B
ORC:
$269.42M
AGNC:
$2.34B
ORC:
$431.53M
AGNC:
$3.91B
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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.
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.
| ORC | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.59 | -0.81 |
| Martin ratioReturn relative to average drawdown | 1.56 | 4.38 | -2.82 |
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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 | -16.58% | -18.71% | +2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -38.67% | -30.48% | -8.19% |
Max Drawdown (5Y)Largest decline over 5 years | -64.33% | -50.28% | -14.05% |
Max Drawdown (10Y)Largest decline over 10 years | -75.77% | -54.56% | -21.21% |
Current DrawdownCurrent decline from peak | -45.94% | -5.70% | -40.24% |
Average DrawdownAverage peak-to-trough decline | -28.99% | -13.50% | -15.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.22% | 6.77% | +1.45% |
Volatility
ORC vs. AGNC - Volatility Comparison
The current volatility for Orchid Island Capital, Inc. (ORC) is 5.39%, while AGNC Investment Corp. (AGNC) has a volatility of 7.45%. 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 | 5.39% | 7.45% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 17.47% | 16.78% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 20.59% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.68% | 25.81% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 25.50% | +12.23% |
Dividends
ORC vs. AGNC - Dividend Comparison
ORC's dividend yield for the trailing twelve months is around 20.96%, more than AGNC's 13.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.51% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
ORC Orchid Island Capital, Inc. | 20.96% | 20.00% | 18.51% | 21.35% | 29.67% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% |
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
Frequently Asked Questions
ORC and AGNC have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNC has higher volatility (7.45%) compared to ORC (5.39%). In terms of maximum drawdown, ORC dropped -75.77% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.44 vs 0.60), 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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