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AGNC Investment Corp.

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

AGNCPrice Chart


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AGNCPerformance

The chart shows the growth of $10,000 invested in AGNC Investment Corp. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,806 for a total return of roughly 208.06%. All prices are adjusted for splits and dividends.


AGNC (AGNC Investment Corp.)
Benchmark (S&P 500)

AGNCReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.08%
6M-0.71%
YTD13.16%
1Y30.36%
5Y7.80%
10Y7.42%

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 1.72. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


AGNC (AGNC Investment Corp.)
Benchmark (S&P 500)

AGNCDividends

AGNC Investment Corp. granted a 8.70% dividend yield in the last twelve months, as of Oct 23, 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

8.70%10.00%11.31%12.31%10.70%12.69%14.30%14.93%19.44%17.30%19.94%19.49%

AGNCDrawdowns Chart

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


AGNC (AGNC Investment Corp.)
Benchmark (S&P 500)

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
-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
-14.7%Jun 9, 202128Jul 19, 2021
-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 7.07%. 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.


AGNC (AGNC Investment Corp.)
Benchmark (S&P 500)

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