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AGNC Investment Corp. (AGNCN)

Equity · Currency in USD · Last updated Sep 24, 2022

Company Info

ISINUS00123Q5009
CUSIP00123Q500
SectorReal Estate
IndustryREIT—Mortgage

Trading Data

Previous Close$24.57
Year Range$21.75 - $24.90
EMA (50)$24.23
EMA (200)$23.96
Average Volume$42.45K
Market Capitalization$8.44B

AGNCNShare Price Chart


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AGNCNPerformance

The chart shows the growth of $10,000 invested in AGNC Investment Corp. in Aug 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,781 for a total return of roughly 37.81%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
0.49%
-19.28%
AGNCN (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCNReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.24%-10.55%
6M1.44%-18.29%
YTD-1.91%-22.51%
1Y-1.08%-15.98%
5Y6.16%8.10%
10Y6.49%8.22%

AGNCNMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.29%-3.14%3.87%-0.85%0.41%-7.53%7.98%0.74%-0.36%
2021-1.57%1.59%1.20%1.46%1.28%5.43%-2.81%-0.57%2.08%-3.17%-0.43%3.49%
20201.23%-3.88%-21.26%18.25%0.26%0.30%3.70%4.04%-0.88%-4.11%4.38%8.72%
2019-0.40%1.55%1.88%1.13%-0.50%2.60%-0.69%2.09%-0.50%0.54%0.85%0.91%
2018-1.09%-0.98%2.89%-0.00%1.22%2.54%-0.32%1.33%0.60%-2.62%1.34%0.32%
20170.97%4.04%3.52%-3.48%1.29%

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 -0.13. 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.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.13
-0.78
AGNCN (AGNC Investment Corp.)
Benchmark (^GSPC)

AGNCNDividend History

AGNC Investment Corp. granted a 7.20% dividend yield in the last twelve months. The annual payout for that period amounted to $1.75 per share.


PeriodTTM20212020201920182017
Dividend$1.75$1.75$1.75$1.75$1.75$0.70

Dividend yield

7.20%7.06%7.63%8.08%8.87%3.71%

AGNCNDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-3.46%
-23.00%
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, 2022
-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 7.62%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
7.62%
23.28%
AGNCN (AGNC Investment Corp.)
Benchmark (^GSPC)