PK vs. AGNC

Last updated Jun 3, 2026

PK (Park Hotels & Resorts Inc.) and AGNC (AGNC Investment Corp.) are both stocks. Both are in the Real Estate sector — PK in REIT - Hotel & Motel, AGNC in REIT - Mortgage. Over the past 5 years, PK returned -1.04%/yr vs 1.66%/yr for AGNC. At a 0.42 correlation, their price movements are largely independent.

Performance

PK vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Park Hotels & Resorts Inc. (PK) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PK achieves a 30.72% return, which is significantly higher than AGNC's 0.57% return.

PK

• 1D: 3.49%
• 1M: 17.62%
• YTD: 30.72%
• 6M: 32.42%
• 1Y: 44.39%
• 3Y*: 10.87%
• 5Y*: -1.04%
• 10Y*: —

AGNC

• 1D: -0.29%
• 1M: -5.69%
• YTD: 0.57%
• 6M: 4.23%
• 1Y: 32.91%
• 3Y*: 18.80%
• 5Y*: 1.66%
• 10Y*: 6.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PK vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PK Park Hotels & Resorts Inc.	30.72%	-18.45%	0.98%	49.45%	-36.03%	10.09%	-30.13%	6.86%	1.69%	13.76%
AGNC AGNC Investment Corp.	0.57%	34.92%	8.90%	10.14%	-21.65%	5.20%	-1.78%	13.31%	-2.46%	18.69%

Correlation

The correlation between PK and AGNC is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (All Time) Calculated using the full available price history since Jan 5, 2017	0.42

Fundamentals

Market Cap PK : $2.67B AGNC : $11.45B
EPS PK : -$1.08 AGNC : $1.33
PS Ratio PK : 1.05 AGNC : 4.70
PB Ratio PK : 0.86 AGNC : 1.12
Total Revenue (TTM) PK : $2.53B AGNC : $2.33B
Gross Profit (TTM) PK : -$119.00M AGNC : $2.30B
EBITDA (TTM) PK : $291.00M AGNC : $3.72B

Return for Risk

PK vs. AGNC — Risk / Return Rank

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

PK

PK Risk / Return Rank: 77
PK Sharpe Ratio Rank: 79
PK Sortino Ratio Rank: 78
PK Omega Ratio Rank: 71
PK Calmar Ratio Rank: 78
PK Martin Ratio Rank: 78

AGNC

AGNC Risk / Return Rank: 77
AGNC Sharpe Ratio Rank: 84
AGNC Sortino Ratio Rank: 80
AGNC Omega Ratio Rank: 78
AGNC Calmar Ratio Rank: 71
AGNC Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PK vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Park Hotels & Resorts Inc. (PK) 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.

	PK	AGNC	Difference
Sharpe ratio Return per unit of total volatility	1.39	1.71	-0.32
Sortino ratio Return per unit of downside risk	2.21	2.35	-0.14
Omega ratio Gain probability vs. loss probability	1.24	1.29	-0.05
Calmar ratio Return relative to maximum drawdown	2.43	1.67	+0.76
Martin ratio Return relative to average drawdown	6.18	5.11	+1.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PK vs. AGNC - Sharpe Ratio Comparison

The current PK Sharpe Ratio is 1.39, which is comparable to the AGNC Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PK and AGNC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PK	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	1.71	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	0.06	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.43	-0.43

Drawdowns

PK vs. AGNC - Drawdown Comparison

The maximum PK drawdown since its inception was -84.22%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PK and AGNC.

Drawdown Indicators

	PK	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-84.22%	-54.56%	-29.66%
Max Drawdown (1Y) Largest decline over 1 year	-17.08%	-18.71%	+1.63%
Max Drawdown (3Y) Largest decline over 3 years	-44.83%	-31.04%	-13.79%
Max Drawdown (5Y) Largest decline over 5 years	-49.83%	-54.56%	+4.73%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.56%	—
Current Drawdown Current decline from peak	-34.33%	-11.41%	-22.92%
Average Drawdown Average peak-to-trough decline	-34.08%	-13.57%	-20.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.71%	6.12%	+0.59%

Volatility

PK vs. AGNC - Volatility Comparison

Park Hotels & Resorts Inc. (PK) has a higher volatility of 10.72% compared to AGNC Investment Corp. (AGNC) at 5.41%. This indicates that PK'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.

Volatility by Period

	PK	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.72%	5.41%	+5.31%
Volatility (6M) Calculated over the trailing 6-month period	22.67%	15.86%	+6.81%
Volatility (1Y) Calculated over the trailing 1-year period	32.20%	19.40%	+12.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.62%	25.81%	+11.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.11%	25.39%	+20.72%

Dividends

PK vs. AGNC - Dividend Comparison

PK's dividend yield for the trailing twelve months is around 7.49%, less than AGNC's 14.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNC AGNC Investment Corp.	14.12%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%
PK Park Hotels & Resorts Inc.	7.49%	9.56%	9.95%	14.05%	2.37%	0.00%	2.62%	7.34%	12.86%	16.10%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both PK and AGNC in my portfolio?

PK and AGNC have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PK or AGNC?

PK has higher volatility (10.72%) compared to AGNC (5.41%). In terms of maximum drawdown, PK dropped -84.22% vs AGNC's -54.56%.

Which has better risk-adjusted returns?

AGNC currently has the higher Sharpe Ratio (1.71 vs 1.39), 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.