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AGNC Investment Corp.

AGNC
Equity · Currency in USD
ISIN
US00123Q1040
CUSIP
00123Q104
Sector
Real Estate
Industry
REIT—Mortgage

AGNCPrice Chart


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AGNCPerformance

The chart shows the growth of $10,000 invested in AGNC on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,437 for a total return of roughly 204.37%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
204.37%
264.42%
S&P 500

AGNCReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M5.35%
YTD11.80%
6M26.97%
1Y54.38%
5Y9.65%
10Y8.55%

AGNCMonthly Returns Heatmap


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AGNCSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AGNC Investment Corp. Sharpe ratio is 2.63. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.0020122014201620182020
2.63

AGNCDividends

AGNC Investment Corp. granted a 8.44% dividend yield in the last twelve months, as of Apr 11, 2021. The annual payout for that period amounted to $1.44 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$1.44$1.56$2.00$2.16$2.16$2.30$2.48$3.26$3.75$5.00$5.60$5.60
Dividend yield
8.44%10.00%11.31%12.31%10.70%12.69%14.30%14.93%19.44%17.30%19.94%19.49%

AGNCDrawdowns Chart


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-1.89%

AGNCWorst Drawdowns

The table below shows the maximum drawdowns of the AGNC Investment Corp.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 51.77%, recorded on Mar 19, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-51.77%Feb 21, 202020Mar 19, 2020
-37.29%May 1, 2013154Dec 6, 2013824Mar 17, 2017978
-19%Sep 18, 201240Nov 14, 201291Mar 28, 2013131
-15.86%Oct 18, 2017471Sep 3, 201947Nov 7, 2019518
-11.69%Jul 7, 201123Aug 8, 201184Dec 6, 2011107
-10.94%Apr 30, 201015May 20, 201016Jun 14, 201031
-9.04%Feb 9, 201012Feb 25, 20106Mar 5, 201018
-7.92%Apr 28, 20178May 9, 201722Jun 9, 201730
-6.98%Sep 21, 20108Sep 30, 201020Oct 28, 201028
-6.84%Jul 30, 20127Aug 7, 201223Sep 10, 201230

AGNCVolatility Chart

Current AGNC Investment Corp. volatility is 16.12%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%20122014201620182020
16.12%

Portfolios with AGNC Investment Corp.


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