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PK vs. AGNC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PK and AGNC is 0.42, 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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.38%
-4.36%
PK
AGNC

Key characteristics

Sharpe Ratio

PK:

-0.33

AGNC:

0.45

Sortino Ratio

PK:

-0.29

AGNC:

0.70

Omega Ratio

PK:

0.97

AGNC:

1.09

Calmar Ratio

PK:

-0.21

AGNC:

0.27

Martin Ratio

PK:

-0.70

AGNC:

1.70

Ulcer Index

PK:

12.99%

AGNC:

4.81%

Daily Std Dev

PK:

27.89%

AGNC:

18.27%

Max Drawdown

PK:

-84.22%

AGNC:

-54.56%

Current Drawdown

PK:

-40.67%

AGNC:

-19.72%

Fundamentals

Market Cap

PK:

$2.80B

AGNC:

$8.23B

EPS

PK:

$1.55

AGNC:

$1.49

PE Ratio

PK:

8.74

AGNC:

6.23

PEG Ratio

PK:

0.23

AGNC:

17.55

Total Revenue (TTM)

PK:

$1.97B

AGNC:

$2.99B

Gross Profit (TTM)

PK:

$391.00M

AGNC:

$2.94B

EBITDA (TTM)

PK:

$518.00M

AGNC:

$3.01B

Returns By Period

In the year-to-date period, PK achieves a -3.70% return, which is significantly lower than AGNC's 0.87% return.


PK

YTD

-3.70%

1M

-9.18%

6M

0.70%

1Y

-8.50%

5Y*

-4.93%

10Y*

N/A

AGNC

YTD

0.87%

1M

-2.06%

6M

-1.53%

1Y

8.52%

5Y*

-0.74%

10Y*

3.58%

*Annualized

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Risk-Adjusted Performance

PK vs. AGNC — Risk-Adjusted Performance Rank

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

PK
The Risk-Adjusted Performance Rank of PK is 3131
Overall Rank
The Sharpe Ratio Rank of PK is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of PK is 2727
Sortino Ratio Rank
The Omega Ratio Rank of PK is 2727
Omega Ratio Rank
The Calmar Ratio Rank of PK is 3636
Calmar Ratio Rank
The Martin Ratio Rank of PK is 3434
Martin Ratio Rank

AGNC
The Risk-Adjusted Performance Rank of AGNC is 6060
Overall Rank
The Sharpe Ratio Rank of AGNC is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 5454
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6262
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PK vs. AGNC - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for PK, currently valued at -0.33, compared to the broader market-4.00-2.000.002.00-0.330.45
The chart of Sortino ratio for PK, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.290.70
The chart of Omega ratio for PK, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.09
The chart of Calmar ratio for PK, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.210.27
The chart of Martin ratio for PK, currently valued at -0.70, compared to the broader market-10.000.0010.0020.00-0.701.70
PK
AGNC

The current PK Sharpe Ratio is -0.33, which is lower than the AGNC Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of PK and AGNC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.33
0.45
PK
AGNC

Dividends

PK vs. AGNC - Dividend Comparison

PK's dividend yield for the trailing twelve months is around 10.33%, less than AGNC's 15.50% yield.


TTM20242023202220212020201920182017201620152014
PK
Park Hotels & Resorts Inc.
10.33%9.95%14.05%2.37%0.00%2.62%7.34%10.55%16.10%0.00%0.00%0.00%
AGNC
AGNC Investment Corp.
15.50%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%11.96%

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. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-40.67%
-19.72%
PK
AGNC

Volatility

PK vs. AGNC - Volatility Comparison

Park Hotels & Resorts Inc. (PK) has a higher volatility of 9.45% compared to AGNC Investment Corp. (AGNC) at 4.76%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
9.45%
4.76%
PK
AGNC

Financials

PK vs. AGNC - Financials Comparison

This section allows you to compare key financial metrics between Park Hotels & Resorts 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items