Agile succeeds three times more often than waterfall
I don’t know the exact way how this was investigated (so beware). However, the results are not suprising to me at all.
Apparently the Standish Group (the investigating organisation) defines project success as on time, on budget, and on scope (with all planned features).
The above result is from projects from 2002 through 2010. The total number of projects is not given.