PK vs. AGNC
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 3.81%/yr vs 6.03%/yr for AGNC. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
PK vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, PK achieves a 50.05% return, which is significantly higher than AGNC's 7.45% return.
PK
- 1D
- 0.00%
- 1M
- 4.44%
- 6M
- 43.59%
- YTD
- 50.05%
- 1Y
- 60.38%
- 3Y*
- 16.29%
- 5Y*
- 3.81%
- 10Y*
- —
- 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 | |
| $51.61M | $56.17M | $68.18M |
PK vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PK Park Hotels & Resorts Inc. | 50.05% | -18.45% | 0.98% | 49.45% | -36.03% | 10.09% | -30.13% | 6.86% | 1.69% | 12.59% |
AGNC AGNC Investment Corp. | 7.45% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 20.79% |
Correlation
The correlation between PK and AGNC is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017 | 0.42 |
Fundamentals
PK:
$3.03B
AGNC:
$12.24B
PK:
-$1.08
AGNC:
$2.00
PK:
1.19
AGNC:
3.83
PK:
0.98
AGNC:
1.17
PK:
$2.53B
AGNC:
$3.09B
PK:
-$119.00M
AGNC:
$2.34B
PK:
$291.00M
AGNC:
$3.91B
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Return for Risk
PK vs. AGNC — Risk / Return Rank
PK
AGNC
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.
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.
| PK | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.59 | +1.59 |
| Martin ratioReturn relative to average drawdown | 8.42 | 4.38 | +4.04 |
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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.
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Drawdown Indicators
| PK | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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% | -30.48% | -14.35% |
Max Drawdown (5Y)Largest decline over 5 years | -47.38% | -50.28% | +2.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.56% | — |
Current DrawdownCurrent decline from peak | -24.62% | -5.70% | -18.92% |
Average DrawdownAverage peak-to-trough decline | -33.97% | -13.50% | -20.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.46% | 6.77% | -0.31% |
Volatility
PK vs. AGNC - Volatility Comparison
Park Hotels & Resorts Inc. (PK) and AGNC Investment Corp. (AGNC) have volatilities of 7.17% and 7.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PK | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 7.45% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 21.61% | 16.78% | +4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.99% | 20.59% | +10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.12% | 25.81% | +11.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.82% | 25.50% | +20.32% |
Dividends
PK vs. AGNC - Dividend Comparison
PK's dividend yield for the trailing twelve months is around 6.64%, less 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% |
PK Park Hotels & Resorts Inc. | 6.64% | 9.56% | 9.95% | 14.05% | 2.37% | 0.00% | 2.62% | 7.34% | 12.86% | 16.10% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PK and AGNC have a correlation of 0.38, 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 PK (7.17%). In terms of maximum drawdown, PK dropped -84.22% vs AGNC's -54.56%.
PK currently has the higher Sharpe Ratio (1.76 vs 1.44), 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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