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

Correlation

The correlation between SOL and AGNC is 0.43, 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.


Performance

SOL vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ReneSola Ltd (SOL) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SOL:

-0.28

AGNC:

0.36

Sortino Ratio

SOL:

0.07

AGNC:

0.68

Omega Ratio

SOL:

1.01

AGNC:

1.09

Calmar Ratio

SOL:

-0.22

AGNC:

0.33

Martin Ratio

SOL:

-0.67

AGNC:

1.29

Ulcer Index

SOL:

31.90%

AGNC:

7.01%

Daily Std Dev

SOL:

75.50%

AGNC:

21.54%

Max Drawdown

SOL:

-99.38%

AGNC:

-54.56%

Current Drawdown

SOL:

-98.86%

AGNC:

-16.64%

Fundamentals

Market Cap

SOL:

$80.06M

AGNC:

$9.27B

EPS

SOL:

-$0.24

AGNC:

$0.36

PEG Ratio

SOL:

0.75

AGNC:

17.55

PS Ratio

SOL:

0.94

AGNC:

15.86

PB Ratio

SOL:

0.27

AGNC:

1.09

Total Revenue (TTM)

SOL:

$77.47M

AGNC:

$1.08B

Gross Profit (TTM)

SOL:

$19.80M

AGNC:

$1.04B

EBITDA (TTM)

SOL:

$1.70M

AGNC:

$2.60B

Returns By Period

In the year-to-date period, SOL achieves a -22.17% return, which is significantly lower than AGNC's 4.74% return. Over the past 10 years, SOL has underperformed AGNC with an annualized return of -14.22%, while AGNC has yielded a comparatively higher 4.13% annualized return.


SOL

YTD

-22.17%

1M

33.90%

6M

-17.28%

1Y

-21.00%

5Y*

11.45%

10Y*

-14.22%

AGNC

YTD

4.74%

1M

12.09%

6M

3.29%

1Y

7.60%

5Y*

6.82%

10Y*

4.13%

*Annualized

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Risk-Adjusted Performance

SOL vs. AGNC — Risk-Adjusted Performance Rank

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

SOL
The Risk-Adjusted Performance Rank of SOL is 3737
Overall Rank
The Sharpe Ratio Rank of SOL is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SOL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SOL is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SOL is 3535
Martin Ratio Rank

AGNC
The Risk-Adjusted Performance Rank of AGNC is 6262
Overall Rank
The Sharpe Ratio Rank of AGNC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 5656
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6767
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 6767
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.

SOL vs. AGNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ReneSola Ltd (SOL) 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 current SOL Sharpe Ratio is -0.28, which is lower than the AGNC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SOL 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.


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Dividends

SOL vs. AGNC - Dividend Comparison

SOL has not paid dividends to shareholders, while AGNC's dividend yield for the trailing twelve months is around 15.69%.


TTM20242023202220212020201920182017201620152014
SOL
ReneSola Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGNC
AGNC Investment Corp.
15.69%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%11.96%

Drawdowns

SOL vs. AGNC - Drawdown Comparison

The maximum SOL drawdown since its inception was -99.38%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for SOL and AGNC. For additional features, visit the drawdowns tool.


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Volatility

SOL vs. AGNC - Volatility Comparison

ReneSola Ltd (SOL) has a higher volatility of 16.68% compared to AGNC Investment Corp. (AGNC) at 6.51%. This indicates that SOL'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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Financials

SOL vs. AGNC - Financials Comparison

This section allows you to compare key financial metrics between ReneSola Ltd 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


-2.00B-1.00B0.001.00B2.00B20212022202320242025
34.55M
-418.00M
(SOL) Total Revenue
(AGNC) Total Revenue
Values in USD except per share items