AGNC vs. BAC
AGNC (AGNC Investment Corp.) and BAC (Bank of America Corporation) are both stocks. AGNC operates in REIT - Mortgage (Real Estate), while BAC operates in Banks - Diversified (Financial Services). Over the past 10 years, AGNC returned 6.25%/yr vs 17.09%/yr for BAC. At a 0.31 correlation, their price movements are largely independent.
Performance
AGNC vs. BAC - Performance Comparison
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Returns By Period
In the year-to-date period, AGNC achieves a -0.32% return, which is significantly higher than BAC's -1.43% return. Over the past 10 years, AGNC has underperformed BAC with an annualized return of 6.25%, while BAC has yielded a comparatively higher 17.09% annualized return.
AGNC
- 1D
- -0.59%
- 1M
- -5.84%
- YTD
- -0.32%
- 6M
- 3.01%
- 1Y
- 27.55%
- 3Y*
- 17.15%
- 5Y*
- 1.42%
- 10Y*
- 6.25%
BAC
- 1D
- -0.37%
- 1M
- 5.06%
- YTD
- -1.43%
- 6M
- 0.58%
- 1Y
- 21.86%
- 3Y*
- 25.47%
- 5Y*
- 7.45%
- 10Y*
- 17.09%
AGNC vs. BAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | -0.32% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
BAC Bank of America Corporation | -1.43% | 28.04% | 33.85% | 4.83% | -23.82% | 49.61% | -11.63% | 46.19% | -15.00% | 35.69% |
Correlation
The correlation between AGNC and BAC is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 16, 2008 | 0.31 |
The correlation between AGNC and BAC shifts across timeframes, from 0.31 (all time) to 0.46 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AGNC:
$11.35B
BAC:
$397.80B
AGNC:
$1.33
BAC:
$4.19
AGNC:
7.60
BAC:
12.79
AGNC:
0.02
BAC:
5.14
AGNC:
4.66
BAC:
2.32
AGNC:
1.11
BAC:
1.44
AGNC:
$2.33B
BAC:
$174.85B
AGNC:
$2.30B
BAC:
$110.47B
AGNC:
$3.72B
BAC:
$41.74B
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Return for Risk
AGNC vs. BAC — Risk / Return Rank
AGNC
BAC
AGNC vs. BAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Bank of America Corporation (BAC). 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.
| AGNC | BAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.22 | +0.25 |
| Martin ratioReturn relative to average drawdown | 4.39 | 3.15 | +1.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGNC | BAC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.02 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.28 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.56 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.20 | +0.22 |
Drawdowns
AGNC vs. BAC - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for AGNC and BAC.
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Drawdown Indicators
| AGNC | BAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -93.10% | +38.54% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -17.93% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -27.51% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -54.36% | -46.64% | -7.72% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -48.95% | -5.61% |
Current DrawdownCurrent decline from peak | -12.19% | -5.30% | -6.89% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -28.31% | +14.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 6.95% | -0.65% |
Volatility
AGNC vs. BAC - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 4.92%, while Bank of America Corporation (BAC) has a volatility of 6.59%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | BAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 6.59% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 15.96% | 16.36% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.38% | 21.50% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.82% | 26.89% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 30.70% | -5.31% |
Dividends
AGNC vs. BAC - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 14.24%, more than BAC's 2.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 14.24% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
BAC Bank of America Corporation | 2.09% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
Financials
AGNC vs. BAC - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Bank of America Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AGNC and BAC have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAC has higher volatility (6.59%) compared to AGNC (4.92%). In terms of maximum drawdown, AGNC dropped -54.56% vs BAC's -93.10%.
AGNC currently has the higher Sharpe Ratio (1.43 vs 1.02), 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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