UNIT vs. AGNC

Last updated Jun 4, 2026

UNIT (Uniti Group Inc.) and AGNC (AGNC Investment Corp.) are both stocks. Both are in the Real Estate sector — UNIT in REIT - Specialty, AGNC in REIT - Mortgage. Over the past 10 years, UNIT returned -5.69%/yr vs 6.21%/yr for AGNC. At a 0.33 correlation, their price movements are largely independent.

Performance

UNIT vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Uniti Group Inc. (UNIT) 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, UNIT achieves a 60.20% return, which is significantly higher than AGNC's 0.27% return. Over the past 10 years, UNIT has underperformed AGNC with an annualized return of -5.69%, while AGNC has yielded a comparatively higher 6.21% annualized return.

UNIT

• 1D: -1.06%
• 1M: -2.01%
• YTD: 60.20%
• 6M: 68.62%
• 1Y: 52.61%
• 3Y*: 27.05%
• 5Y*: -3.22%
• 10Y*: -5.69%

AGNC

• 1D: -0.29%
• 1M: -3.41%
• YTD: 0.27%
• 6M: 3.92%
• 1Y: 30.16%
• 3Y*: 18.69%
• 5Y*: 1.55%
• 10Y*: 6.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UNIT vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UNIT Uniti Group Inc.	60.20%	-23.27%	2.57%	19.13%	-57.78%	25.68%	53.82%	-44.94%	0.20%	-20.94%
AGNC AGNC Investment Corp.	0.27%	34.92%	8.90%	10.14%	-21.65%	5.20%	-1.78%	13.31%	-2.46%	23.73%

Correlation

The correlation between UNIT and AGNC is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Apr 21, 2015	0.33

The correlation between UNIT and AGNC shifts across timeframes, from 0.28 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap UNIT : $2.83B AGNC : $11.42B
EPS UNIT : $4.90 AGNC : $1.33
PE Ratio UNIT : 2.29 AGNC : 7.64
PEG Ratio UNIT : 0.00 AGNC : 0.02
PS Ratio UNIT : 0.93 AGNC : 4.69
PB Ratio UNIT : 8.86 AGNC : 1.12
Total Revenue (TTM) UNIT : $2.93B AGNC : $2.33B
Gross Profit (TTM) UNIT : $1.07B AGNC : $2.30B
EBITDA (TTM) UNIT : $1.02B AGNC : $3.72B

Return for Risk

UNIT vs. AGNC — Risk / Return Rank

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

UNIT

UNIT Risk / Return Rank: 66
UNIT Sharpe Ratio Rank: 71
UNIT Sortino Ratio Rank: 68
UNIT Omega Ratio Rank: 66
UNIT Calmar Ratio Rank: 64
UNIT Martin Ratio Rank: 61

AGNC

AGNC Risk / Return Rank: 76
AGNC Sharpe Ratio Rank: 82
AGNC Sortino Ratio Rank: 77
AGNC Omega Ratio Rank: 75
AGNC Calmar Ratio Rank: 70
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.

UNIT vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Uniti Group Inc. (UNIT) 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.

	UNIT	AGNC	Difference
Sharpe ratio: Return per unit of total volatility	1.00	1.57	-0.57
Sortino ratio: Return per unit of downside risk	1.68	2.18	-0.51
Omega ratio: Gain probability vs. loss probability	1.20	1.27	-0.07
Calmar ratio: Return relative to maximum drawdown	1.19	1.62	-0.43
Martin ratio: Return relative to average drawdown	2.21	4.90	-2.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UNIT vs. AGNC - Sharpe Ratio Comparison

The current UNIT Sharpe Ratio is 1.00, which is lower than the AGNC Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of UNIT 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

	UNIT	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	1.57	-0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	0.06	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.11	0.25	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.43	-0.53

Drawdowns

UNIT vs. AGNC - Drawdown Comparison

The maximum UNIT drawdown since its inception was -83.89%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for UNIT and AGNC.

Drawdown Indicators

	UNIT	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-83.89%	-54.56%	-29.33%
Max Drawdown (1Y) Largest decline over 1 year	-44.37%	-18.71%	-25.66%
Max Drawdown (3Y) Largest decline over 3 years	-56.46%	-31.04%	-25.42%
Max Drawdown (5Y) Largest decline over 5 years	-76.84%	-54.56%	-22.28%
Max Drawdown (10Y) Largest decline over 10 years	-83.89%	-54.56%	-29.33%
Current Drawdown Current decline from peak	-56.68%	-11.67%	-45.01%
Average Drawdown Average peak-to-trough decline	-48.36%	-13.57%	-34.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.89%	6.17%	+17.72%

Volatility

UNIT vs. AGNC - Volatility Comparison

Uniti Group Inc. (UNIT) has a higher volatility of 7.01% compared to AGNC Investment Corp. (AGNC) at 4.78%. This indicates that UNIT'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

	UNIT	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.01%	4.78%	+2.23%
Volatility (6M) Calculated over the trailing 6-month period	33.47%	15.86%	+17.61%
Volatility (1Y) Calculated over the trailing 1-year period	53.09%	19.35%	+33.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.63%	25.81%	+27.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.22%	25.38%	+27.84%

Dividends

UNIT vs. AGNC - Dividend Comparison

UNIT has not paid dividends to shareholders, while AGNC's dividend yield for the trailing twelve months is around 14.16%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNC AGNC Investment Corp.	14.16%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%
UNIT Uniti Group Inc.	0.00%	0.00%	5.45%	10.38%	10.85%	4.28%	5.12%	4.51%	15.41%	13.49%	9.45%	8.78%

Financials

Frequently Asked Questions

Can I hold both UNIT and AGNC in my portfolio?

UNIT and AGNC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UNIT or AGNC?

UNIT has higher volatility (7.01%) compared to AGNC (4.78%). In terms of maximum drawdown, UNIT dropped -83.89% vs AGNC's -54.56%.

Which has better risk-adjusted returns?

AGNC currently has the higher Sharpe Ratio (1.57 vs 1.00), 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.