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AGNC vs. NLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AGNCNLY
YTD Return2.30%0.36%
1Y Return15.76%17.34%
3Y Return (Ann)-5.71%-7.21%
5Y Return (Ann)-0.47%-2.34%
10Y Return (Ann)4.05%3.60%
Sharpe Ratio0.550.64
Daily Std Dev28.00%25.22%
Max Drawdown-54.56%-60.09%
Current Drawdown-25.23%-26.75%

Fundamentals


AGNCNLY
Market Cap$6.80B$9.98B
EPS$0.05-$3.61
PE Ratio195.604.75
PEG Ratio17.55-3.61
Revenue (TTM)$251.00M-$1.40B
Gross Profit (TTM)-$1.12B$1.97B

Correlation

0.73
-1.001.00

The correlation between AGNC and NLY is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AGNC vs. NLY - Performance Comparison

In the year-to-date period, AGNC achieves a 2.30% return, which is significantly higher than NLY's 0.36% return. Over the past 10 years, AGNC has outperformed NLY with an annualized return of 4.05%, while NLY has yielded a comparatively lower 3.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
375.70%
105.85%
AGNC
NLY

Compare stocks, funds, or ETFs


AGNC Investment Corp.

Annaly Capital Management, Inc.

Risk-Adjusted Performance

AGNC vs. NLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Annaly Capital Management, Inc. (NLY). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AGNC
AGNC Investment Corp.
0.55
NLY
Annaly Capital Management, Inc.
0.64

AGNC vs. NLY - Sharpe Ratio Comparison

The current AGNC Sharpe Ratio is 0.55, which roughly equals the NLY Sharpe Ratio of 0.64. The chart below compares the 12-month rolling Sharpe Ratio of AGNC and NLY.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.55
0.64
AGNC
NLY

Dividends

AGNC vs. NLY - Dividend Comparison

AGNC's dividend yield for the trailing twelve months is around 15.93%, less than NLY's 16.72% yield.


TTM20232022202120202019201820172016201520142013
AGNC
AGNC Investment Corp.
15.93%14.68%13.91%9.56%10.00%11.31%12.31%10.70%12.69%14.30%11.96%19.44%
NLY
Annaly Capital Management, Inc.
16.72%13.42%16.70%11.25%10.77%11.15%12.22%10.09%12.04%12.79%11.10%15.05%

Drawdowns

AGNC vs. NLY - Drawdown Comparison

The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum NLY drawdown of -60.09%. The drawdown chart below compares losses from any high point along the way for AGNC and NLY


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%OctoberNovemberDecember2024FebruaryMarch
-25.23%
-26.75%
AGNC
NLY

Volatility

AGNC vs. NLY - Volatility Comparison

The current volatility for AGNC Investment Corp. (AGNC) is 5.05%, while Annaly Capital Management, Inc. (NLY) has a volatility of 6.47%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than NLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%OctoberNovemberDecember2024FebruaryMarch
5.05%
6.47%
AGNC
NLY