SKT vs. AGNC
SKT (Tanger Factory Outlet Centers, Inc.) and AGNC (AGNC Investment Corp.) are both stocks. Both are in the Real Estate sector — SKT in REIT - Retail, AGNC in REIT - Mortgage. Over the past 10 years, SKT returned 6.18%/yr vs 6.53%/yr for AGNC. At a 0.41 correlation, their price movements are largely independent.
Performance
SKT vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, SKT achieves a 25.33% return, which is significantly higher than AGNC's 4.71% return. Over the past 10 years, SKT has underperformed AGNC with an annualized return of 6.18%, while AGNC has yielded a comparatively higher 6.53% annualized return.
SKT
- 1D
- 1.38%
- 1M
- 14.39%
- YTD
- 25.33%
- 6M
- 22.01%
- 1Y
- 42.14%
- 3Y*
- 30.07%
- 5Y*
- 23.02%
- 10Y*
- 6.18%
AGNC
- 1D
- 1.24%
- 1M
- 2.99%
- YTD
- 4.71%
- 6M
- 4.71%
- 1Y
- 32.39%
- 3Y*
- 17.62%
- 5Y*
- 4.08%
- 10Y*
- 6.53%
SKT vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKT Tanger Factory Outlet Centers, Inc. | 25.33% | 1.39% | 27.71% | 62.06% | 2.68% | 101.59% | -27.28% | -21.33% | -18.99% | -22.30% |
AGNC AGNC Investment Corp. | 4.71% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between SKT and AGNC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.41 |
Fundamentals
SKT:
$1.44
AGNC:
$1.33
SKT:
28.48
AGNC:
7.98
SKT:
0.13
AGNC:
0.02
SKT:
5.91
AGNC:
4.90
SKT:
$596.62M
AGNC:
$2.33B
SKT:
$334.96M
AGNC:
$2.30B
SKT:
$387.37M
AGNC:
$3.72B
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Return for Risk
SKT vs. AGNC — Risk / Return Rank
SKT
AGNC
SKT vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tanger Factory Outlet Centers, Inc. (SKT) 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.
| SKT | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.28 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 1.74 | +2.36 |
| Martin ratioReturn relative to average drawdown | 10.34 | 4.89 | +5.45 |
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Drawdowns
SKT vs. AGNC - Drawdown Comparison
The maximum SKT drawdown since its inception was -87.32%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for SKT and AGNC.
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Drawdown Indicators
| SKT | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.32% | -54.56% | -32.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -18.71% | +8.37% |
Max Drawdown (3Y)Largest decline over 3 years | -20.96% | -31.04% | +10.08% |
Max Drawdown (5Y)Largest decline over 5 years | -31.16% | -50.65% | +19.49% |
Max Drawdown (10Y)Largest decline over 10 years | -87.32% | -54.56% | -32.76% |
Current DrawdownCurrent decline from peak | 0.00% | -7.76% | +7.76% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -13.55% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 6.64% | -2.55% |
Volatility
SKT vs. AGNC - Volatility Comparison
Tanger Factory Outlet Centers, Inc. (SKT) has a higher volatility of 9.26% compared to AGNC Investment Corp. (AGNC) at 5.16%. This indicates that SKT'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.
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Volatility by Period
| SKT | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.26% | 5.16% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 16.38% | 16.14% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.23% | 19.57% | +2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.07% | 25.74% | +5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.40% | 25.41% | +16.99% |
Dividends
SKT vs. AGNC - Dividend Comparison
SKT's dividend yield for the trailing twelve months is around 2.90%, less than AGNC's 13.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.56% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
SKT Tanger Factory Outlet Centers, Inc. | 2.90% | 3.45% | 3.18% | 3.50% | 8.93% | 3.71% | 7.15% | 9.61% | 6.89% | 5.10% | 3.52% | 3.99% |
Financials
SKT vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Tanger Factory Outlet Centers, 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
SKT and AGNC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SKT has higher volatility (9.26%) compared to AGNC (5.16%). In terms of maximum drawdown, SKT dropped -87.32% vs AGNC's -54.56%.
SKT currently has the higher Sharpe Ratio (1.91 vs 1.66), 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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