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AGNC Investment Corp. (AGNCM)

Equity · Currency in USD · Last updated Feb 4, 2023

Company Info

ISINUS00123Q6098
SectorReal Estate
IndustryREIT—Mortgage

Trading Data

Previous Close$22.20
Year Range$17.11 - $23.52
EMA (50)$20.93
EMA (200)$20.81
Average Volume$30.23K
Market Capitalization$7.95B

AGNCMShare Price Chart


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AGNCMPerformance

The chart shows the growth of $10,000 invested in AGNC Investment Corp. in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,863 for a total return of roughly 18.63%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%OctoberNovemberDecember2023February
7.39%
4.27%
AGNCM (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCMCompare to other instruments

Search for stocks, ETFs, and funds to compare with AGNCM

AGNC Investment Corp.

AGNCMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M9.85%8.17%
YTD11.84%7.73%
6M3.63%-0.37%
1Y-2.93%-9.87%
5Y4.44%10.59%
10Y4.44%10.59%

AGNCMMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202312.19%
2022-0.69%-9.02%-4.62%14.14%-3.43%

AGNCMSharpe 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 -0.14. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20OctoberNovemberDecember2023February
-0.14
-0.41
AGNCM (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCMDividend History

AGNC Investment Corp. granted a 7.74% dividend yield in the last twelve months. The annual payout for that period amounted to $1.72 per share.


PeriodTTM2022202120202019
Dividend$1.72$1.72$1.72$1.72$1.48

Dividend yield

7.74%8.66%7.23%8.02%7.17%

AGNCMMonthly 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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00
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
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
2020$0.00$0.00$0.43$0.00$0.00$0.43$0.00$0.00$0.43$0.00$0.00$0.43
2019$0.19$0.00$0.00$0.43$0.00$0.00$0.43$0.00$0.00$0.43

AGNCMDrawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2023February
-7.06%
-13.76%
AGNCM (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCMWorst 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 55.99%, recorded on Mar 18, 2020. It took 195 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.99%Feb 21, 202019Mar 18, 2020195Dec 23, 2020214
-28.38%Jan 4, 2022203Oct 24, 2022
-3.93%Jul 13, 202155Sep 28, 202166Dec 31, 2021121
-3.32%May 10, 20213May 12, 202119Jun 9, 202122
-3.04%Dec 31, 20208Jan 12, 20217Jan 22, 202115
-2.46%Aug 30, 201932Oct 15, 201945Dec 18, 201977
-2.32%Jan 25, 20216Feb 1, 202123Mar 5, 202129
-1.82%Apr 22, 20217Apr 30, 20212May 4, 20219
-1.54%Jun 15, 202111Jun 29, 20211Jun 30, 202112
-0.84%Jan 15, 20209Jan 28, 20203Jan 31, 202012

AGNCMVolatility Chart

Current AGNC Investment Corp. volatility is 11.33%. 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%OctoberNovemberDecember2023February
11.33%
16.33%
AGNCM (AGNC Investment Corp.)
Benchmark (^GSPC)