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

Company Info

ISINUS00123Q5009
CUSIP00123Q500
SectorReal Estate
IndustryREIT—Mortgage

Highlights

Market Cap$8.63B
EPS-$1.86
PE Ratio9.50
PEG Ratio2.52
Revenue (TTM)$251.00M
Gross Profit (TTM)-$1.12B
EBITDA (TTM)$509.00M
Year Range$21.32 - $25.42
Target Price$75.75
Short %0.01%
Short Ratio0.58

Share Price Chart


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AGNC Investment Corp.

Popular comparisons: AGNCN vs. VOO, AGNCN vs. AGNC, AGNCN vs. SPYD, AGNCN vs. TLT

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.


50.00%60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2024FebruaryMarchApril
71.30%
107.58%
AGNCN (AGNC Investment Corp.)
Benchmark (^GSPC)

S&P 500

Returns By Period

AGNC Investment Corp. had a return of 5.04% year-to-date (YTD) and 16.40% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.04%7.41%
1 month1.49%-0.81%
6 months7.78%18.38%
1 year16.40%23.57%
5 years (annualized)8.19%12.02%
10 years (annualized)N/A10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.98%0.47%0.44%
20231.88%-5.07%4.72%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AGNCN is 92, placing it in the top 8% of the market 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 AGNCN is 9292
AGNC Investment Corp.(AGNCN)
The Sharpe Ratio Rank of AGNCN is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of AGNCN is 9191Sortino Ratio Rank
The Omega Ratio Rank of AGNCN is 9191Omega Ratio Rank
The Calmar Ratio Rank of AGNCN is 9393Calmar Ratio Rank
The Martin Ratio Rank of AGNCN is 9494Martin 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. (AGNCN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGNCN
Sharpe ratio
The chart of Sharpe ratio for AGNCN, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for AGNCN, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for AGNCN, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for AGNCN, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Martin ratio
The chart of Martin ratio for AGNCN, currently valued at 13.13, compared to the broader market0.0010.0020.0030.0013.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-2.00-1.000.001.002.003.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.008.76

Sharpe Ratio

The current AGNC Investment Corp. Sharpe ratio is 2.05. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.05
2.15
AGNCN (AGNC Investment Corp.)
Benchmark (^GSPC)

Dividends

Dividend History

AGNC Investment Corp. granted a 10.58% dividend yield in the last twelve months. The annual payout for that period amounted to $2.69 per share.


PeriodTTM2023202220212020201920182017
Dividend$2.69$2.63$1.89$1.75$1.75$1.75$1.75$0.70

Dividend yield

10.58%10.60%7.47%6.81%6.87%6.75%6.92%2.70%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.68
2023$0.00$0.00$0.62$0.00$0.00$0.66$0.00$0.00$0.67$0.00$0.00$0.69
2022$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.57
2021$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44
2020$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44
2019$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44
2018$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44
2017$0.26$0.00$0.00$0.44

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-0.39%
-2.49%
AGNCN (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 53.34%, occurring on Mar 18, 2020. Recovery took 185 trading sessions.

The current AGNC Investment Corp. drawdown is 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.34%Jan 31, 202033Mar 18, 2020185Dec 9, 2020218
-13.62%Jul 1, 2021244Jun 17, 2022116Dec 2, 2022360
-7.17%Oct 2, 202321Oct 30, 202341Dec 28, 202362
-7.02%Mar 6, 202315Mar 24, 202341May 23, 202356
-4.97%Nov 1, 201783Mar 2, 201865Jun 5, 2018148

Volatility

Volatility Chart

The current AGNC Investment Corp. volatility is 1.58%, 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%NovemberDecember2024FebruaryMarchApril
1.58%
3.24%
AGNCN (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

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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