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AGNC Investment Corp. (AGNC)

Equity · Currency in USD · Last updated Aug 11, 2022

Company Info

ISINUS00123Q1040
CUSIP00123Q104
SectorReal Estate
IndustryREIT—Mortgage

Trading Data

Previous Close$12.54
Year Range$9.83 - $15.17
EMA (50)$11.87
EMA (200)$12.72
Average Volume$11.52M
Market Capitalization$6.55B

AGNCShare Price Chart


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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 $24,795 for a total return of roughly 147.95%. All prices are adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%MarchAprilMayJuneJulyAugust
-5.29%
-4.72%
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M10.88%7.97%
6M-7.72%-6.88%
YTD-10.80%-11.66%
1Y-13.11%-5.01%
5Y0.21%11.56%
10Y2.01%11.62%

AGNCMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.19%-12.49%2.38%-15.27%12.50%-8.52%15.02%-0.56%
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%6.99%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%-0.14%-0.52%2.12%3.58%-6.09%-1.86%
2015-0.28%0.48%0.53%-2.26%2.08%-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%-7.42%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%2.84%
2010-0.08%-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 -0.55. 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.


-1.50-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.55
-0.25
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCDividend History

AGNC Investment Corp. granted a 11.48% 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

11.48%10.22%11.67%14.70%17.98%17.54%23.11%29.46%27.93%51.03%52.85%71.12%84.34%

AGNCDrawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-24.43%
-12.22%
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 51.77%, recorded on Mar 19, 2020. It took 271 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.77%Feb 21, 202020Mar 19, 2020271Apr 16, 2021291
-40.77%Jun 9, 2021259Jun 16, 2022
-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 19.82%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%MarchAprilMayJuneJulyAugust
19.82%
16.23%
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)