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AGNC vs. NPCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AGNC vs. NPCT

Last updated Jun 9, 2026

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 1.42%/yr vs -3.28%/yr for NPCT. At a 0.38 correlation, their price movements are largely independent.

Performance

AGNC vs. NPCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGNC Investment Corp. (AGNC) and Nuveen Core Plus Impact Fund (NPCT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGNC achieves a -0.32% return, which is significantly lower than NPCT's 1.19% 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%

NPCT

1D
-0.81%
1M
-5.58%
YTD
1.19%
6M
-0.38%
1Y
3.33%
3Y*
11.54%
5Y*
-3.28%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGNC vs. NPCT - Yearly Performance Comparison

2026 (YTD)20252024202320222021
AGNC
AGNC Investment Corp.		-0.32%34.92%8.90%10.14%-21.65%-10.62%
NPCT
Nuveen Core Plus Impact Fund		1.19%9.87%17.23%7.78%-37.50%-4.98%

Correlation

The correlation between AGNC and NPCT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2021

0.38

Compare stocks, funds, or ETFs

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AGNC Investment Corp.

Nuveen Core Plus Impact Fund

Often compared with AGNC:
AGNC vs. NLYAGNC vs. OAGNC vs. ARRAGNC vs. ORCAGNC vs. DXAGNC vs. EFCAGNC vs. SCHD
Often compared with NPCT:
NPCT vs. EINFXNPCT vs. BCPIXNPCT vs. ARINXNPCT vs. PGSIXNPCT vs. FASEXNPCT vs. MCFIXNPCT vs. GUGAX

Return for Risk

AGNC vs. NPCT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AGNC
AGNC Risk / Return Rank: 7575
Overall Rank
AGNC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AGNC Sortino Ratio Rank: 7777
Sortino Ratio Rank
AGNC Omega Ratio Rank: 7474
Omega Ratio Rank
AGNC Calmar Ratio Rank: 6969
Calmar Ratio Rank
AGNC Martin Ratio Rank: 7474
Martin Ratio Rank
NPCT
NPCT Risk / Return Rank: 66
Overall Rank
NPCT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NPCT Sortino Ratio Rank: 66
Sortino Ratio Rank
NPCT Omega Ratio Rank: 66
Omega Ratio Rank
NPCT Calmar Ratio Rank: 77
Calmar Ratio Rank
NPCT Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

AGNCNPCTDifference
Sharpe ratioReturn per unit of total volatility
1.43
0.34

+1.09

Sortino ratioReturn per unit of downside risk
2.02
0.59

+1.43

Omega ratioGain probability vs. loss probability

1.25

1.07

+0.18

Calmar ratioReturn relative to maximum drawdown

1.48

0.49

+0.99

Martin ratioReturn relative to average drawdown

4.39

1.22

+3.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGNC vs. NPCT - Sharpe Ratio Comparison

The current AGNC Sharpe Ratio is 1.43, which is higher than the NPCT Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of AGNC and NPCT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

AGNCNPCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

0.34

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.25

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

-0.27

+0.69

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

AGNCNPCTDifference

Max Drawdown

Largest 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%

-12.59%

-18.45%

Max Drawdown (5Y)

Largest decline over 5 years

-54.36%

-46.77%

-7.59%

Max Drawdown (10Y)

Largest decline over 10 years

-54.56%

—

—

Current Drawdown

Current decline from peak

-12.19%

-17.85%

+5.66%

Average Drawdown

Average peak-to-trough decline

-13.56%

-25.21%

+11.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

2.73%

+3.57%

Volatility

AGNC vs. NPCT - Volatility Comparison

AGNC Investment Corp. (AGNC) has a higher volatility of 4.92% compared to Nuveen Core Plus Impact Fund (NPCT) at 3.31%. 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

AGNCNPCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

3.31%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

15.96%

7.20%

+8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

19.38%

9.80%

+9.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

13.12%

+12.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

13.07%

+12.32%

Dividends

AGNC vs. NPCT - Dividend Comparison

AGNC's dividend yield for the trailing twelve months is around 14.24%, more than NPCT's 12.62% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
NPCT
Nuveen Core Plus Impact Fund		12.62%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 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGNC has higher volatility (4.92%) compared to NPCT (3.31%). In terms of maximum drawdown, AGNC dropped -54.56% vs NPCT's -46.77%.

AGNC currently has the higher Sharpe Ratio (1.43 vs 0.34), 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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