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

Company Info

ISINUS00123Q6098
SectorReal Estate
IndustryREIT—Mortgage

Highlights

Market Cap$8.94B
EPS-$1.86
Revenue (TTM)$847.00M
Gross Profit (TTM)-$1.12B
Year Range$19.52 - $25.24
Short %0.04%
Short Ratio0.25

Share Price Chart


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Compare to other instruments

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AGNC Investment Corp.

Popular comparisons: AGNCM vs. TLT, AGNCM vs. AGNCN

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.


30.00%40.00%50.00%60.00%70.00%80.00%90.00%December2024FebruaryMarchAprilMay
47.44%
91.11%
AGNCM (AGNC Investment Corp.)
Benchmark (^GSPC)

S&P 500

Returns By Period

AGNC Investment Corp. had a return of 8.71% year-to-date (YTD) and 26.45% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.71%11.56%
1 month2.20%7.13%
6 months10.60%17.26%
1 year26.45%26.92%
5 years (annualized)7.69%13.56%
10 years (annualized)N/A10.87%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.08%0.94%1.13%1.06%8.71%
202312.19%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%
20201.32%-3.91%-23.46%18.20%2.39%-1.86%3.65%4.58%-2.33%-1.80%4.88%8.00%4.23%
20190.75%1.33%0.48%1.15%1.75%2.35%-1.49%0.04%0.24%3.04%9.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AGNCM is 92, placing it in the top 8% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AGNCM is 9292
AGNCM (AGNC Investment Corp.)
The Sharpe Ratio Rank of AGNCM is 9393Sharpe Ratio Rank
The Sortino Ratio Rank of AGNCM is 9191Sortino Ratio Rank
The Omega Ratio Rank of AGNCM is 9393Omega Ratio Rank
The Calmar Ratio Rank of AGNCM is 9191Calmar Ratio Rank
The Martin Ratio Rank of AGNCM is 9292Martin 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. (AGNCM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGNCM
Sharpe ratio
The chart of Sharpe ratio for AGNCM, currently valued at 2.21, compared to the broader market-2.00-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for AGNCM, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.006.003.15
Omega ratio
The chart of Omega ratio for AGNCM, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for AGNCM, currently valued at 1.94, compared to the broader market0.002.004.006.001.94
Martin ratio
The chart of Martin ratio for AGNCM, currently valued at 11.16, compared to the broader market-10.000.0010.0020.0030.0011.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.34, compared to the broader market-2.00-1.000.001.002.003.004.002.34
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.31, compared to the broader market-4.00-2.000.002.004.006.003.31
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.93, compared to the broader market-10.000.0010.0020.0030.008.93

Sharpe Ratio

The current AGNC Investment Corp. Sharpe ratio is 2.21. 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.21
2.34
AGNCM (AGNC Investment Corp.)
Benchmark (^GSPC)

Dividends

Dividend History

AGNC Investment Corp. granted a 6.84% dividend yield in the last twelve months. The annual payout for that period amounted to $1.72 per share.


PeriodTTM20232022202120202019
Dividend$1.72$1.72$1.72$1.72$1.72$1.48

Dividend yield

6.84%7.31%8.66%6.67%6.92%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.43$0.00$0.00$0.43
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
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$1.72
2019$0.19$0.00$0.00$0.43$0.00$0.00$0.43$0.00$0.00$0.43$1.48

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.44%
0
AGNCM (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 55.99%, occurring on Mar 18, 2020. Recovery took 195 trading sessions.

The current AGNC Investment Corp. drawdown is 0.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.99%Feb 4, 202031Mar 18, 2020195Dec 23, 2020226
-28.38%Jan 4, 2022203Oct 24, 2022190Jul 28, 2023393
-13.96%Oct 2, 202321Oct 30, 202338Dec 22, 202359
-3.93%Jul 13, 202155Sep 28, 202166Dec 31, 2021121
-3.32%May 10, 20213May 12, 202119Jun 9, 202122

Volatility

Volatility Chart

The current AGNC Investment Corp. volatility is 2.20%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
2.20%
3.10%
AGNCM (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

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items