PortfoliosLab logo

AGNC Investment Corp. (AGNC)

Equity · Currency in USD · Last updated Dec 8, 2022

Company Info

ISINUS00123Q1040
CUSIP00123Q104
SectorReal Estate
IndustryREIT—Mortgage

Trading Data

Previous Close$9.83
Year Range$7.17 - $13.83
EMA (50)$9.28
EMA (200)$10.62
Average Volume$16.71M
Market Capitalization$5.62B

AGNCShare Price Chart


Loading data...

AGNCPerformance

The chart shows the growth of $10,000 invested in AGNC Investment Corp. in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,446 for a total return of roughly 104.46%. All prices are adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-11.70%
0.85%
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCCompare to other instruments

Search for stocks, ETFs, and funds to compare with AGNC

Popular comparisons: AGNC vs. NLY, AGNC vs. STWD, AGNC vs. SCHD, AGNC vs. SPHD, AGNC vs. KKR, AGNC vs. MAIN, AGNC vs. O, AGNC vs. ABR

AGNCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M19.19%4.33%
6M-13.22%-5.45%
YTD-26.45%-17.46%
1Y-28.76%-14.32%
5Y-3.47%8.34%
10Y0.57%10.76%

AGNCMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.19%-12.49%2.38%-15.27%12.50%-8.52%15.02%-4.30%-28.61%-0.87%23.05%-1.60%
20210.77%3.49%5.31%7.70%4.07%-8.26%-5.33%3.52%-2.59%1.70%-3.23%-0.86%
20206.05%-7.54%-37.15%18.51%5.12%0.64%6.35%4.64%-0.58%1.30%10.22%2.89%
20193.13%-0.44%3.01%-0.17%-6.93%3.55%2.85%-12.31%9.28%7.00%2.52%2.99%
2018-6.05%-3.61%6.47%0.95%0.41%-0.26%5.71%-1.39%-1.10%-3.28%0.23%0.11%
20173.96%6.11%2.25%6.85%-0.46%3.26%0.34%2.55%1.49%-6.33%-0.26%2.37%
2016-0.37%7.04%4.22%-0.30%3.92%6.02%-0.15%-0.52%2.12%3.58%-6.09%-1.86%
2015-0.28%0.48%0.53%-2.26%2.07%-11.02%5.96%0.36%-1.23%-3.59%1.80%-2.30%
20148.61%6.40%-0.64%5.68%4.49%1.43%-1.24%2.29%-7.43%8.04%2.44%-4.45%
20139.41%0.27%7.45%1.62%-22.55%-6.59%-2.06%1.00%2.62%-3.85%-6.13%-2.16%
20124.45%4.71%0.21%5.74%4.59%6.85%4.55%-0.85%2.84%-4.62%-4.39%-4.57%
2011-0.17%2.65%3.68%-0.10%4.33%0.58%-4.09%2.11%-0.13%1.51%4.29%2.85%
2010-0.07%-5.13%6.49%7.46%-4.54%5.72%4.16%-1.02%2.44%7.79%2.34%2.93%

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 -0.83. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.83
-0.67
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCDividend History

AGNC Investment Corp. granted a 14.65% dividend yield in the last twelve months. The annual payout for that period amounted to $1.44 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$1.44$1.44$1.56$2.00$2.16$2.16$2.30$2.48$2.61$3.75$5.00$5.60$5.60

Dividend yield

14.65%10.75%12.28%15.46%18.92%18.45%24.31%30.99%29.38%53.67%55.60%74.81%88.72%

AGNCDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-37.69%
-17.98%
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

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 AGNC Investment Corp. is 54.56%, recorded on Oct 10, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.56%Jun 9, 2021338Oct 10, 2022
-51.77%Feb 21, 202020Mar 19, 2020271Apr 16, 2021291
-37.29%May 1, 2013154Dec 6, 2013836Apr 4, 2017990
-19.02%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

AGNCVolatility Chart

Current AGNC Investment Corp. volatility is 29.07%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
29.07%
22.83%
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)