AGNC vs. NPCT
AGNC (AGNC Investment Corp.) is a stock, while NPCT (Nuveen Core Plus Impact Fund) is Intermediate Core-Plus Bond fund actively managed by Nuveen. Over the past 5 years, AGNC returned 5.73%/yr vs -3.47%/yr for NPCT. At a 0.38 correlation, their price movements are largely independent.
Performance
AGNC vs. NPCT - Performance Comparison
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Returns By Period
In the year-to-date period, AGNC achieves a 8.86% return, which is significantly higher than NPCT's 2.61% return.
AGNC
- 1D
- -2.67%
- 1M
- 6.36%
- 6M
- -2.18%
- YTD
- 8.86%
- 1Y
- 35.55%
- 3Y*
- 18.92%
- 5Y*
- 5.73%
- 10Y*
- 6.66%
- ALL TIME*
- 11.62%
NPCT
- 1D
- 0.10%
- 1M
- 0.19%
- 6M
- 1.62%
- YTD
- 2.61%
- 1Y
- -1.24%
- 3Y*
- 11.48%
- 5Y*
- -3.47%
- 10Y*
- —
- ALL TIME*
- -3.15%
AGNC vs. NPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 8.86% | 34.92% | 8.90% | 10.14% | -21.65% | -9.56% |
NPCT Nuveen Core Plus Impact Fund | 2.61% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
Correlation
The correlation between AGNC and NPCT is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.38 |
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Return for Risk
AGNC vs. NPCT — Risk / Return Rank
AGNC
NPCT
AGNC vs. NPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Nuveen Core Plus Impact Fund (NPCT). 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 | NPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.99 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | -0.18 | +2.09 |
| Martin ratioReturn relative to average drawdown | 5.34 | -0.41 | +5.75 |
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Drawdowns
AGNC vs. NPCT - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, which is greater than NPCT's maximum drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for AGNC and NPCT.
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Drawdown Indicators
| AGNC | NPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -46.77% | -7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -6.79% | -11.92% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -12.42% | -18.62% |
Max Drawdown (5Y)Largest decline over 5 years | -50.28% | -46.50% | -3.78% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | — | — |
Current DrawdownCurrent decline from peak | -4.46% | -16.70% | +12.24% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -25.00% | +11.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 3.05% | +3.63% |
Volatility
AGNC vs. NPCT - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 6.27% compared to Nuveen Core Plus Impact Fund (NPCT) at 2.40%. This indicates that AGNC's price experiences larger fluctuations and is considered to be riskier than NPCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | NPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 2.40% | +3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 16.72% | 7.50% | +9.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.27% | 9.32% | +10.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.76% | 13.09% | +12.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.46% | 12.98% | +12.48% |
Dividends
AGNC vs. NPCT - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.19%, more than NPCT's 12.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.19% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
NPCT Nuveen Core Plus Impact Fund | 12.30% | 13.15% | 12.20% | 10.28% | 11.93% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGNC and NPCT have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNC has higher volatility (6.27%) compared to NPCT (2.40%). In terms of maximum drawdown, AGNC dropped -54.56% vs NPCT's -46.77%.
AGNC currently has the higher Sharpe Ratio (1.77 vs -0.13), 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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