AGNC vs. AMDY
AGNC (AGNC Investment Corp.) is a stock, while AMDY (YieldMax AMD Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax. Over the past year, AGNC returned 28.97% vs 218.08% for AMDY. At a 0.24 correlation, their price movements are largely independent.
Performance
AGNC vs. AMDY - Performance Comparison
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Returns By Period
In the year-to-date period, AGNC achieves a 2.35% return, which is significantly lower than AMDY's 107.12% return.
AGNC
- 1D
- 0.78%
- 1M
- 2.43%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 28.97%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
AMDY
- 1D
- 3.87%
- 1M
- 14.85%
- YTD
- 107.12%
- 6M
- 109.15%
- 1Y
- 218.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGNC vs. AMDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 1.99% |
AMDY YieldMax AMD Option Income Strategy ETF | 107.12% | 53.93% | -17.00% | 25.92% |
Correlation
The correlation between AGNC and AMDY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2023 | 0.24 |
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Return for Risk
AGNC vs. AMDY — Risk / Return Rank
AGNC
AMDY
AGNC vs. AMDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and YieldMax AMD Option Income Strategy ETF (AMDY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGNC | AMDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.56 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 7.96 | -6.40 |
| Martin ratioReturn relative to average drawdown | 4.44 | 17.75 | -13.31 |
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Drawdowns
AGNC vs. AMDY - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, roughly equal to the maximum AMDY drawdown of -53.92%. Use the drawdown chart below to compare losses from any high point for AGNC and AMDY.
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Drawdown Indicators
| AGNC | AMDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -53.92% | -0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -27.59% | +8.88% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -50.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | — | — |
Current DrawdownCurrent decline from peak | -9.85% | -1.92% | -7.93% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -17.82% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 12.34% | -5.80% |
Volatility
AGNC vs. AMDY - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 5.55%, while YieldMax AMD Option Income Strategy ETF (AMDY) has a volatility of 21.43%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than AMDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | AMDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 21.43% | -15.88% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 43.65% | -27.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 55.92% | -36.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 46.89% | -21.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.41% | 46.89% | -21.48% |
Dividends
AGNC vs. AMDY - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.87%, less than AMDY's 64.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
AMDY YieldMax AMD Option Income Strategy ETF | 64.04% | 80.68% | 109.98% | 6.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGNC and AMDY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMDY has higher volatility (21.43%) compared to AGNC (5.55%). In terms of maximum drawdown, AGNC dropped -54.56% vs AMDY's -53.92%.
AMDY currently has the higher Sharpe Ratio (3.93 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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