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AGNC Investment Corp. (AGNC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS00123Q1040
CUSIP00123Q104
SectorReal Estate
IndustryREIT—Mortgage

Highlights

Market Cap$7.20B
EPS$0.95
PE Ratio10.42
PEG Ratio17.55
Revenue (TTM)$847.00M
Gross Profit (TTM)-$1.12B
Year Range$6.31 - $9.93
Target Price$9.86
Short %7.61%
Short Ratio4.82

Share Price Chart


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Compare to other instruments

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AGNC Investment Corp.

Popular comparisons: AGNC vs. O, AGNC vs. NLY, AGNC vs. ABR, AGNC vs. ARR, AGNC vs. STWD, AGNC vs. KKR, AGNC vs. KREF, AGNC vs. HRZN, AGNC vs. SCHD, AGNC vs. ORC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AGNC Investment Corp., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
388.91%
272.87%
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

S&P 500

Returns By Period

AGNC Investment Corp. had a return of 5.14% year-to-date (YTD) and 24.29% in the last 12 months. Over the past 10 years, AGNC Investment Corp. had an annualized return of 3.26%, while the S&P 500 had an annualized return of 10.84%, indicating that AGNC Investment Corp. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.14%11.29%
1 month8.61%6.86%
6 months20.66%16.73%
1 year24.29%26.63%
5 years (annualized)0.97%13.23%
10 years (annualized)3.26%10.84%

Monthly Returns

The table below presents the monthly returns of AGNC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.18%2.12%4.85%-6.37%5.14%
202313.24%-5.27%-6.13%-0.47%-6.05%11.53%1.79%-1.58%-3.51%-20.46%21.16%12.56%10.11%
2022-0.19%-12.49%2.38%-15.27%12.50%-8.52%15.02%-4.30%-28.61%-0.87%23.04%4.81%-21.65%
20210.77%3.49%5.31%7.70%4.07%-8.26%-5.33%3.52%-2.59%1.70%-3.23%-0.86%5.18%
20206.05%-7.54%-37.15%18.51%5.12%0.64%6.35%4.64%-0.58%1.30%10.22%2.89%-1.78%
20193.14%-0.44%3.01%-0.17%-6.93%3.55%2.85%-12.31%9.28%6.99%2.52%2.99%13.31%
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%-2.46%
20173.96%6.11%2.25%6.85%-0.46%3.26%0.34%2.55%1.49%-6.33%-0.26%2.37%23.73%
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%18.23%
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%-9.93%
20148.61%6.40%-0.64%5.68%4.49%1.43%-1.24%2.29%-7.42%8.04%2.44%-4.45%27.17%
20139.41%0.27%7.44%1.62%-22.55%-6.59%-2.06%1.00%2.62%-3.85%-6.13%-2.16%-22.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGNC is 67, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AGNC is 6767
AGNC (AGNC Investment Corp.)
The Sharpe Ratio Rank of AGNC is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 6565Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 6464Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6565Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 7171Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGNC
Sharpe ratio
The chart of Sharpe ratio for AGNC, currently valued at 0.85, compared to the broader market-2.00-1.000.001.002.003.004.000.85
Sortino ratio
The chart of Sortino ratio for AGNC, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.006.001.30
Omega ratio
The chart of Omega ratio for AGNC, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for AGNC, currently valued at 0.47, compared to the broader market0.002.004.006.000.47
Martin ratio
The chart of Martin ratio for AGNC, currently valued at 2.95, compared to the broader market-200,000.00-150,000.00-100,000.00-50,000.000.002.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.30, compared to the broader market-2.00-1.000.001.002.003.004.002.30
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.006.003.26
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.002.004.006.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market-200,000.00-150,000.00-100,000.00-50,000.000.008.76

Sharpe Ratio

The current AGNC Investment Corp. Sharpe ratio is 0.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of AGNC Investment Corp. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.85
2.30
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

Dividends

Dividend History

AGNC Investment Corp. granted a 14.68% dividend yield in the last twelve months. The annual payout for that period amounted to $1.44 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.44$1.44$1.44$1.44$1.56$2.00$2.16$2.16$2.30$2.48$2.61$3.75

Dividend yield

14.68%14.68%13.91%9.56%10.00%11.31%12.31%10.70%12.69%14.30%11.96%19.44%

Monthly Dividends

The table displays the monthly dividend distributions for AGNC Investment Corp.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.12$0.12$0.12$0.12$0.00$0.48
2023$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.44
2022$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.44
2021$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.44
2020$0.16$0.16$0.16$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.56
2019$0.18$0.18$0.18$0.18$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$2.00
2018$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$2.16
2017$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$2.16
2016$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.18$0.18$0.18$0.18$0.18$2.30
2015$0.22$0.22$0.22$0.22$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$2.48
2014$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.22$0.22$0.22$2.61
2013$1.25$0.00$0.00$1.05$0.00$0.00$0.80$0.00$0.00$0.65$3.75

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%14.7%
AGNC Investment Corp. has a dividend yield of 14.68%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%19.2%
AGNC Investment Corp. has a payout ratio of 19.20%, which is below the market average. This means AGNC Investment Corp. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-23.16%
0
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AGNC Investment Corp.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AGNC Investment Corp. was 54.56%, occurring on Oct 10, 2022. The portfolio has not yet recovered.

The current AGNC Investment Corp. drawdown is 23.16%.


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
-31.04%Jan 2, 200944Mar 6, 200965Jun 9, 2009109
-28.82%May 19, 200837Jul 10, 200841Sep 8, 200878

Volatility

Volatility Chart

The current AGNC Investment Corp. volatility is 3.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%December2024FebruaryMarchAprilMay
3.69%
3.15%
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of AGNC Investment Corp. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
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Income Statement


Income Statement
Balance Sheet
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EBIT

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Earnings From Continuing Operations

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Net Income

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Effect Of Accounting Charges

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Minority Interest

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Other Items

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Values in undefined except per share items