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AGNC Investment Corp. (AGNCM)

Equity · Currency in USD · Last updated Oct 1, 2022

Company Info

ISINUS00123Q6098
SectorReal Estate
IndustryREIT—Mortgage

Trading Data

Previous Close$20.80
Year Range$19.68 - $24.92
EMA (50)$21.60
EMA (200)$22.52
Average Volume$28.31K
Market Capitalization$7.45B

AGNCMShare Price Chart


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AGNCMPerformance

The chart shows the growth of $10,000 invested in AGNC Investment Corp. in Mar 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,089 for a total return of roughly 0.89%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-19.20%
-21.76%
AGNCM (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.06%-10.05%
6M-19.71%-20.85%
YTD-20.53%-24.77%
1Y-17.98%-17.75%
5Y0.25%7.29%
10Y0.25%7.29%

AGNCMMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.57%-1.33%4.03%-4.71%-0.59%-13.73%8.73%-0.69%-9.02%
2021-1.00%1.50%4.13%-1.02%1.46%3.19%-0.46%0.89%0.10%-0.58%-1.09%3.33%
20201.32%-3.90%-23.46%18.20%2.39%-1.86%3.65%4.58%-2.33%-1.80%4.88%8.00%
20190.75%1.33%0.48%1.15%1.75%2.34%-1.49%0.04%0.24%3.04%

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 -1.16. 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.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-1.16
-0.77
AGNCM (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCMDividend History

AGNC Investment Corp. granted a 11.14% dividend yield in the last twelve months. The annual payout for that period amounted to $2.15 per share.


PeriodTTM202120202019
Dividend$2.15$1.72$1.72$1.48

Dividend yield

11.14%7.08%7.85%7.02%

AGNCMDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-20.96%
-25.25%
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
-21.04%Jan 4, 2022114Jun 16, 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 19.52%. 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%50.00%MayJuneJulyAugustSeptember
19.52%
19.40%
AGNCM (AGNC Investment Corp.)
Benchmark (^GSPC)