- ISIN
- US00123Q6098
- Sector
- Real Estate
- Industry
- REIT - Mortgage
- IPO Date
- Feb 28, 2019
Highlights
- Market Cap
- $28.13B
- Enterprise Value
- $27.64B
- EPS (TTM)
- $1.33
- PE Ratio
- 18.83
- PEG Ratio
- 0.05
- Total Revenue (TTM)
- $2.33B
- Gross Profit (TTM)
- $2.30B
- EBITDA (TTM)
- $3.72B
- Year Range
- $23.63 - $25.36
- ROA (TTM)
- 1.20%
- ROE (TTM)
- 11.72%
Share Price Chart
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Performance
AGNCM Performance Chart
AGNC Investment Corp. (AGNCM) is up 4.4% since the beginning of the year. At $25 per share, AGNCM is trading just below its 52-week high of $25. Investors who bought $1,000 worth of AGNCM shares 5 years ago would now be looking at an investment worth $1,446.
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Returns By Period
AGNC Investment Corp. (AGNCM) has returned 4.44% so far this year and 9.55% over the past 12 months.
AGNC Investment Corp.
- 1D
- -0.44%
- 1M
- 0.72%
- YTD
- 4.44%
- 6M
- 4.61%
- 1Y
- 9.55%
- 3Y*
- 13.08%
- 5Y*
- 7.66%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
AGNCM Monthly Returns History
Based on dividend-adjusted daily data since Feb 28, 2019, AGNCM's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +18.2%, while the worst month was Mar 2020 at -23.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AGNCM closed higher 53% of trading days. The best single day was Mar 19, 2020 with a return of +41.7%, while the worst single day was Mar 18, 2020 at -33.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.84% | -0.08% | -1.44% | 3.81% | -0.12% | 0.44% | 4.44% | ||||||
| 2025 | -1.73% | 1.40% | -0.39% | -1.23% | 0.16% | 1.51% | 3.21% | 0.08% | -0.24% | 0.37% | -0.45% | 2.50% | 5.19% |
| 2024 | 4.08% | 0.94% | 1.13% | 1.06% | 1.49% | 1.03% | 1.32% | 0.04% | 1.03% | 1.26% | 1.47% | 2.48% | 18.72% |
| 2023 | 12.19% | 1.71% | -7.32% | 1.85% | 3.10% | 5.91% | 2.50% | 3.57% | 2.68% | -12.58% | 13.44% | 0.56% | 27.86% |
| 2022 | -3.57% | -1.33% | 4.03% | -4.71% | -0.59% | -13.73% | 8.73% | -0.69% | -9.02% | -4.62% | 14.14% | -3.43% | -16.44% |
| 2021 | -1.01% | 1.50% | 4.13% | -1.02% | 1.46% | 3.19% | -0.46% | 0.89% | 0.10% | -0.58% | -1.09% | 3.33% | 10.76% |
Benchmark Metrics
AGNC Investment Corp. has an annualized alpha of 4.49%, beta of 0.45, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since February 28, 2019.
- This stock participated in 61.45% of S&P 500 Index downside but only 50.87% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.45 may look defensive, but with R2 of 0.11 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
- R2 of 0.11 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.49%
- Beta
- 0.45
- R²
- 0.11
- Upside Capture
- 50.87%
- Downside Capture
- 61.45%
Return for Risk
Risk / Return Rank
AGNCM ranks 84 for risk / return — in the top 84% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AGNC Investment Corp. (AGNCM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGNCM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.78 | -0.15 |
| Martin ratioReturn relative to average drawdown | 9.79 | 12.44 | -2.65 |
Dividends
Dividend History
AGNC Investment Corp. provided a 8.73% dividend yield over the last twelve months, with an annual payout of $2.19 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $2.19 | $2.23 | $2.28 | $1.72 | $1.72 | $1.72 | $1.72 | $1.48 |
Dividend yield | 8.73% | 9.09% | 8.94% | 7.31% | 8.66% | 6.67% | 6.91% | 5.72% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.52 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.57 | $0.00 | $0.54 | $2.23 |
| 2024 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.63 | $0.00 | $0.59 | $2.28 |
| 2023 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.43 | $1.72 |
| 2022 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.43 | $1.72 |
| 2021 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.43 | $1.72 |
Dividend Yield & Payout
Dividend Yield
AGNC Investment Corp. has a dividend yield of 8.73%, which means its dividend payment is significantly above the market average.
Payout Ratio
AGNC Investment Corp. has a payout ratio of 112.11%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.
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.
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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 55.99%, occurring on Mar 18, 2020. Recovery took 195 trading sessions.
The current AGNC Investment Corp. drawdown is 0.58%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -55.99%Mar 2020 | 26d | 9mo 10d | 10mo 6dFeb 2020 - Dec 2020 |
Bear market2022 | -28.38%Oct 2022 | 9mo 23d | 9mo 7d | 1y 6moJan 2022 - Jul 2023 |
2023 correction2023 | -13.96%Oct 2023 | 28d | 1mo 23d | 2mo 21dOct 2023 - Dec 2023 |
2025 selloff2025 | -6.49%Apr 2025 | 9d | 2mo 8d | 2mo 17dApr 2025 - Jun 2025 |
2021 pullback2021 | -3.93%Sep 2021 | 2mo 17d | 3mo 4d | 5mo 21dJul 2021 - Dec 2021 |
Drawdown Indicators
| AGNCM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.99% | -56.78% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -9.10% | +5.46% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -18.90% | +4.94% |
Max Drawdown (5Y)Largest decline over 5 years | -28.38% | -25.43% | -2.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.58% | -1.80% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -10.71% | +6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 2.03% | -1.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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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.
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
The chart displays the Price-to-Earnings (P/E) ratio for AGNCM, comparing it with other companies in the REIT - Mortgage industry. Currently, AGNCM has a P/E ratio of 18.8. 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
The chart shows the Price/Earnings to Growth (PEG) ratio for AGNCM compared to other companies in the REIT - Mortgage industry. AGNCM currently has a PEG ratio of 0.0. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for AGNCM relative to other companies in the REIT - Mortgage industry. Currently, AGNCM has a P/S ratio of 11.6. 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
The chart illustrates the Price-to-Book (P/B) ratio for AGNCM in comparison with other companies in the REIT - Mortgage industry. Currently, AGNCM has a P/B value of 2.8. 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 | — |
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