TWO vs. AGNC
Compare and contrast key facts about Two Harbors Investment Corp. (TWO) and AGNC Investment Corp. (AGNC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TWO or AGNC.
Correlation
The correlation between TWO and AGNC is 0.40, 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
TWO vs. AGNC - Performance Comparison
Key characteristics
TWO:
0.25
AGNC:
0.38
TWO:
0.38
AGNC:
0.61
TWO:
1.05
AGNC:
1.09
TWO:
0.06
AGNC:
0.29
TWO:
0.43
AGNC:
1.17
TWO:
9.07%
AGNC:
6.78%
TWO:
24.76%
AGNC:
21.33%
TWO:
-84.71%
AGNC:
-54.56%
TWO:
-63.59%
AGNC:
-19.37%
Fundamentals
TWO:
$1.23B
AGNC:
$8.94B
TWO:
-$0.33
AGNC:
$0.36
TWO:
3.59
AGNC:
17.55
TWO:
3.33
AGNC:
14.28
TWO:
0.80
AGNC:
0.99
TWO:
$600.28M
AGNC:
$1.08B
TWO:
$294.08M
AGNC:
$1.04B
TWO:
$491.59M
AGNC:
$2.60B
Returns By Period
In the year-to-date period, TWO achieves a 7.94% return, which is significantly higher than AGNC's 1.32% return. Over the past 10 years, TWO has underperformed AGNC with an annualized return of -5.25%, while AGNC has yielded a comparatively higher 3.87% annualized return.
TWO
7.94%
9.01%
8.76%
6.09%
4.63%
-5.25%
AGNC
1.32%
5.38%
0.54%
8.02%
5.67%
3.87%
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Risk-Adjusted Performance
TWO vs. AGNC — Risk-Adjusted Performance Rank
TWO
AGNC
TWO vs. AGNC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Two Harbors Investment Corp. (TWO) 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.
Dividends
TWO vs. AGNC - Dividend Comparison
TWO's dividend yield for the trailing twelve months is around 15.18%, less than AGNC's 16.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWO Two Harbors Investment Corp. | 15.18% | 15.22% | 15.08% | 12.94% | 11.79% | 7.85% | 11.42% | 14.64% | 10.65% | 10.67% | 12.84% | 10.38% |
AGNC AGNC Investment Corp. | 16.22% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% |
Drawdowns
TWO vs. AGNC - Drawdown Comparison
The maximum TWO drawdown since its inception was -84.71%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for TWO and AGNC. For additional features, visit the drawdowns tool.
Volatility
TWO vs. AGNC - Volatility Comparison
Two Harbors Investment Corp. (TWO) and AGNC Investment Corp. (AGNC) have volatilities of 12.14% and 12.49%, 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.
Financials
TWO vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Two Harbors Investment Corp. 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