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AGNC Investment Corp. (AGNCN)

Equity · Currency in USD · Last updated Feb 7, 2023

Company Info

ISINUS00123Q5009
CUSIP00123Q500
SectorReal Estate
IndustryREIT—Mortgage

Trading Data

Previous Close$25.13
Year Range$20.86 - $25.27
EMA (50)$24.67
EMA (200)$23.61
Average Volume$33.82K
Market Capitalization$8.63B

AGNCNShare Price Chart


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AGNCNPerformance

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 $14,857 for a total return of roughly 48.57%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%OctoberNovemberDecember2023February
7.77%
3.64%
AGNCN (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCNCompare to other instruments

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

AGNC Investment Corp.

Popular comparisons: AGNCN vs. VOO

AGNCNReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.52%5.55%
YTD-0.55%7.07%
6M7.55%-0.82%
1Y11.65%-8.65%
5Y7.20%8.83%
10Y7.51%9.79%

AGNCNMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.12%
20220.74%-2.69%1.29%4.53%4.83%

AGNCNSharpe 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 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50OctoberNovemberDecember2023February
0.67
-0.34
AGNCN (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCNDividend History

AGNC Investment Corp. granted a 7.51% dividend yield in the last twelve months. The annual payout for that period amounted to $1.89 per share.


PeriodTTM202220212020201920182017
Dividend$1.89$1.89$1.75$1.75$1.75$1.75$0.70

Dividend yield

7.51%7.47%7.36%7.95%8.43%9.25%3.87%

AGNCNMonthly 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$0.44$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

AGNCNDrawdowns 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%OctoberNovemberDecember2023February
-0.55%
-14.29%
AGNCN (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCNWorst 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 53.34%, recorded on Mar 18, 2020. It took 185 trading sessions for the portfolio to recover.


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
-4.97%Nov 1, 201783Mar 2, 201865Jun 5, 2018148
-3.77%Sep 19, 201826Oct 24, 201877Feb 15, 2019103
-2.34%Dec 31, 202021Feb 1, 202120Mar 2, 202141
-2.09%Jul 23, 20183Jul 25, 201818Aug 20, 201821
-1.89%Jun 22, 20215Jun 28, 20212Jun 30, 20217
-1.68%Sep 10, 201927Oct 16, 201921Nov 14, 201948
-1.54%Feb 25, 20194Feb 28, 20193Mar 5, 20197
-1.53%Jul 6, 20189Jul 18, 20182Jul 20, 201811

AGNCNVolatility Chart

Current AGNC Investment Corp. volatility is 8.04%. 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.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2023February
8.04%
16.98%
AGNCN (AGNC Investment Corp.)
Benchmark (^GSPC)