SEVN vs. AGNC

Last updated Jun 3, 2026

SEVN (Seven Hills Realty Trust) and AGNC (AGNC Investment Corp.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, SEVN returned 4.07%/yr vs 1.66%/yr for AGNC. At a 0.28 correlation, their price movements are largely independent.

Performance

SEVN vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seven Hills Realty Trust (SEVN) 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, SEVN achieves a 3.69% return, which is significantly higher than AGNC's 0.57% return.

SEVN

• 1D: 2.85%
• 1M: 3.84%
• YTD: 3.69%
• 6M: 6.08%
• 1Y: -15.17%
• 3Y*: 8.91%
• 5Y*: 4.07%
• 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)

SEVN vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SEVN Seven Hills Realty Trust	3.69%	-24.34%	12.15%	61.84%	-3.75%	2.18%	-6.72%
AGNC AGNC Investment Corp.	0.57%	34.92%	8.90%	10.14%	-21.65%	5.20%	19.33%

Correlation

The correlation between SEVN 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	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (All Time) Calculated using the full available price history since Jul 31, 2020	0.28

The correlation between SEVN and AGNC shifts across timeframes, from 0.28 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SEVN : $193.74M AGNC : $11.45B
EPS SEVN : $0.91 AGNC : $1.33
PE Ratio SEVN : 9.51 AGNC : 7.66
PS Ratio SEVN : 3.32 AGNC : 4.70
PB Ratio SEVN : 0.59 AGNC : 1.12
Total Revenue (TTM) SEVN : $43.74M AGNC : $2.33B
Gross Profit (TTM) SEVN : $29.11M AGNC : $2.30B
EBITDA (TTM) SEVN : $23.30M AGNC : $3.72B

Return for Risk

SEVN vs. AGNC — Risk / Return Rank

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

SEVN

SEVN Risk / Return Rank: 18
SEVN Sharpe Ratio Rank: 15
SEVN Sortino Ratio Rank: 16
SEVN Omega Ratio Rank: 15
SEVN Calmar Ratio Rank: 20
SEVN Martin Ratio Rank: 25

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.

SEVN vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seven Hills Realty Trust (SEVN) 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.

	SEVN	AGNC	Difference
Sharpe ratio Return per unit of total volatility	-0.60	1.71	-2.31
Sortino ratio Return per unit of downside risk	-0.68	2.35	-3.02
Omega ratio Gain probability vs. loss probability	0.91	1.29	-0.38
Calmar ratio Return relative to maximum drawdown	-0.56	1.67	-2.23
Martin ratio Return relative to average drawdown	-0.78	5.11	-5.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEVN vs. AGNC - Sharpe Ratio Comparison

The current SEVN Sharpe Ratio is -0.60, which is lower than the AGNC Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of SEVN 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

	SEVN	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.60	1.71	-2.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	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	0.18	0.43	-0.25

Drawdowns

SEVN vs. AGNC - Drawdown Comparison

The maximum SEVN drawdown since its inception was -39.88%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for SEVN and AGNC.

Drawdown Indicators

	SEVN	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-39.88%	-54.56%	+14.68%
Max Drawdown (1Y) Largest decline over 1 year	-31.48%	-18.71%	-12.77%
Max Drawdown (3Y) Largest decline over 3 years	-33.87%	-31.04%	-2.83%
Max Drawdown (5Y) Largest decline over 5 years	-33.87%	-54.56%	+20.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.56%	—
Current Drawdown Current decline from peak	-27.05%	-11.41%	-15.64%
Average Drawdown Average peak-to-trough decline	-11.70%	-13.57%	+1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.73%	6.12%	+16.61%

Volatility

SEVN vs. AGNC - Volatility Comparison

Seven Hills Realty Trust (SEVN) has a higher volatility of 5.91% compared to AGNC Investment Corp. (AGNC) at 5.41%. This indicates that SEVN'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

	SEVN	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.91%	5.41%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	15.83%	15.86%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	25.37%	19.40%	+5.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.84%	25.81%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.99%	25.39%	+0.60%

Dividends

SEVN vs. AGNC - Dividend Comparison

SEVN's dividend yield for the trailing twelve months is around 12.95%, 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%
SEVN Seven Hills Realty Trust	12.95%	14.16%	10.70%	10.82%	11.00%	4.34%	1.89%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both SEVN and AGNC in my portfolio?

SEVN 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, SEVN or AGNC?

SEVN has higher volatility (5.91%) compared to AGNC (5.41%). In terms of maximum drawdown, SEVN dropped -39.88% vs AGNC's -54.56%.

Which has better risk-adjusted returns?

AGNC currently has the higher Sharpe Ratio (1.71 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.