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

Company Info

ISIN

US00123Q1040

CUSIP

00123Q104

IPO Date

May 13, 2008

Highlights

Market Cap

$8.28B

EPS (TTM)

$0.36

PE Ratio

24.22

PEG Ratio

17.55

Total Revenue (TTM)

$1.50B

Gross Profit (TTM)

$1.47B

EBITDA (TTM)

$1.86B

Year Range

$7.85 - $10.40

Target Price

$9.53

Short %

6.37%

Short Ratio

2.29

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
397.21%
285.28%
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

Returns By Period

AGNC Investment Corp. had a return of -1.83% year-to-date (YTD) and 7.96% in the last 12 months. Over the past 10 years, AGNC Investment Corp. had an annualized return of 3.18%, while the S&P 500 had an annualized return of 10.05%, indicating that AGNC Investment Corp. did not perform as well as the benchmark.


AGNC

YTD

-1.83%

1M

-11.06%

6M

-5.51%

1Y

7.96%

5Y*

6.18%

10Y*

3.18%

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

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
20259.56%5.83%-6.98%-8.98%-1.83%
2024-2.18%2.12%4.85%-6.37%6.14%0.73%6.18%3.20%3.63%-9.87%5.05%-3.41%8.90%
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%-12.48%2.38%-15.27%12.50%-8.52%15.03%-4.30%-28.61%-0.87%23.05%4.81%-21.66%
20210.77%3.51%5.31%7.70%4.07%-8.26%-5.33%3.52%-2.59%1.70%-3.23%-0.86%5.20%
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%-0.14%-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%
20148.60%6.40%-0.64%5.68%4.49%1.43%-1.24%2.29%-7.43%8.04%2.44%-4.45%27.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGNC is 65, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AGNC is 6565
Overall Rank
The Sharpe Ratio Rank of AGNC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 7070
Martin 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.


The chart of Sharpe ratio for AGNC, currently valued at 0.46, compared to the broader market-2.00-1.000.001.002.003.00
AGNC: 0.46
^GSPC: 0.49
The chart of Sortino ratio for AGNC, currently valued at 0.72, compared to the broader market-6.00-4.00-2.000.002.004.00
AGNC: 0.73
^GSPC: 0.81
The chart of Omega ratio for AGNC, currently valued at 1.10, compared to the broader market0.501.001.502.00
AGNC: 1.10
^GSPC: 1.12
The chart of Calmar ratio for AGNC, currently valued at 0.34, compared to the broader market0.001.002.003.004.005.00
AGNC: 0.34
^GSPC: 0.50
The chart of Martin ratio for AGNC, currently valued at 1.58, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AGNC: 1.58
^GSPC: 2.07

The current AGNC Investment Corp. Sharpe ratio is 0.46. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.46
0.49
AGNC (AGNC Investment Corp.)
Benchmark (^GSPC)

Dividends

Dividend History

AGNC Investment Corp. provided a 16.51% dividend yield over the last twelve months, with an annual payout of $1.44 per share. The company has been increasing its dividends for 3 consecutive years.


10.00%11.00%12.00%13.00%14.00%15.00%16.00%$0.00$0.50$1.00$1.50$2.00$2.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.44$1.44$1.44$1.44$1.44$1.56$2.00$2.16$2.16$2.30$2.48$2.61

Dividend yield

16.51%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%11.96%

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
2025$0.12$0.12$0.12$0.00$0.36
2024$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
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$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.22$0.22$0.22$2.61

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%25.0%
AGNC: 16.5%
AGNC Investment Corp. has a dividend yield of 16.51%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%1,000.0%
AGNC: 20.4%
AGNC Investment Corp. has a payout ratio of 20.43%, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.87%
-10.73%
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 21.87%.


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
-28.83%May 19, 200837Jul 10, 200841Sep 8, 200878

Volatility

Volatility Chart

The current AGNC Investment Corp. volatility is 13.64%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.64%
14.23%
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
Quarterly

0.0

Valuation

The Valuation section provides an overview of how AGNC Investment Corp. is priced in the market compared to other companies in the REIT - Mortgage industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio
20.040.060.080.0100.0
AGNC: 24.2
The chart displays the Price-to-Earnings (P/E) ratio for AGNC, comparing it with other companies in the REIT - Mortgage industry. Currently, AGNC has a P/E ratio of 24.2. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.
PEG Ratio
2.04.06.08.010.0
AGNC: 17.6
The chart shows the Price/Earnings to Growth (PEG) ratio for AGNC compared to other companies in the REIT - Mortgage industry. AGNC currently has a PEG ratio of 17.6. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.
PS Ratio
2.04.06.08.010.0
AGNC: 14.2
This chart shows the Price-to-Sales (P/S) ratio for AGNC relative to other companies in the REIT - Mortgage industry. Currently, AGNC has a P/S ratio of 14.2. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.
PB Ratio
0.20.40.60.81.01.2
AGNC: 1.0
The chart illustrates the Price-to-Book (P/B) ratio for AGNC in comparison with other companies in the REIT - Mortgage industry. Currently, AGNC has a P/B value of 1.0. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items