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

Company Info

ISIN

US00123Q6098

IPO Date

Feb 28, 2019

Highlights

Market Cap

$8.78B

EPS (TTM)

-$1.86

Total Revenue (TTM)

$1.08B

Gross Profit (TTM)

$1.04B

EBITDA (TTM)

$2.60B

Year Range

$22.58 - $24.98

Short %

0.04%

Short Ratio

0.57

Share Price Chart


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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

AGNC Investment Corp. (AGNCM) returned -0.92% year-to-date (YTD) and 8.37% over the past 12 months.


AGNCM

YTD

-0.92%

1M

5.33%

6M

2.70%

1Y

8.37%

5Y*

10.18%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

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
2025-1.73%1.40%-0.39%-1.23%1.06%-0.92%
20244.08%0.94%1.13%1.06%1.49%1.03%1.32%0.04%1.03%1.26%1.47%2.48%18.72%
202312.19%1.71%-7.31%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%-3.42%-16.44%
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%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%1.16%1.75%2.34%-1.49%0.04%0.24%3.04%9.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, AGNCM is among the top 15% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AGNCM is 8585
Overall Rank
The Sharpe Ratio Rank of AGNCM is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNCM is 7777
Sortino Ratio Rank
The Omega Ratio Rank of AGNCM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AGNCM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AGNCM is 9191
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AGNC Investment Corp. Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.94
  • 5-Year: 0.71
  • All Time: 0.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of AGNC Investment Corp. compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

AGNC Investment Corp. provided a 9.73% dividend yield over the last twelve months, with an annual payout of $2.40 per share. The company has been increasing its dividends for 5 consecutive years.


5.50%6.00%6.50%7.00%7.50%8.00%8.50%9.00%$0.00$0.50$1.00$1.50$2.00201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$2.40$2.28$1.72$1.72$1.72$1.72$1.48

Dividend yield

9.73%8.94%7.32%8.66%6.68%6.92%5.73%

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
2025$0.00$0.00$0.00$0.56$0.00$0.56
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
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. 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 1.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.99%Feb 21, 202019Mar 18, 2020195Dec 23, 2020214
-28.38%Jan 4, 2022203Oct 24, 2022190Jul 28, 2023393
-13.96%Oct 2, 202321Oct 30, 202338Dec 22, 202359
-6.49%Apr 2, 20258Apr 11, 2025
-3.93%Jul 13, 202155Sep 28, 202166Dec 31, 2021121

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.


Annual
Quarterly

0.0

Earnings Per Share

The chart presents the Earnings Per Share (EPS) performance of AGNC Investment Corp., comparing actual results with analytics estimates.


-1.00-0.500.000.501.001.50AprilMayJuneJulyAugustSeptemberOctoberNovemberDecember2021FebruaryMarchAprilMayJune
0.35
0
Actual
Estimate

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.


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 15.0. 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 0.0. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

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

Values in undefined except per share items