AGNC vs. PG
AGNC (AGNC Investment Corp.) and PG (The Procter & Gamble Company) are both stocks. AGNC operates in REIT - Mortgage (Real Estate), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, AGNC returned 6.63%/yr vs 8.96%/yr for PG. At a 0.23 correlation, their price movements are largely independent.
Performance
AGNC vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, AGNC achieves a 1.66% return, which is significantly lower than PG's 5.93% return. Over the past 10 years, AGNC has underperformed PG with an annualized return of 6.63%, while PG has yielded a comparatively higher 8.96% annualized return.
AGNC
- 1D
- 0.10%
- 1M
- -1.89%
- YTD
- 1.66%
- 6M
- 6.78%
- 1Y
- 26.20%
- 3Y*
- 16.54%
- 5Y*
- 2.89%
- 10Y*
- 6.63%
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
AGNC vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 1.66% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between AGNC and PG is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.23 |
Fundamentals
AGNC:
$11.57B
PG:
$361.53B
AGNC:
$1.33
PG:
$5.23
AGNC:
7.75
PG:
28.63
AGNC:
0.02
PG:
7.00
AGNC:
4.76
PG:
4.20
AGNC:
1.13
PG:
6.70
AGNC:
$2.33B
PG:
$86.72B
AGNC:
$2.30B
PG:
$43.64B
AGNC:
$3.72B
PG:
$22.63B
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Return for Risk
AGNC vs. PG — Risk / Return Rank
AGNC
PG
AGNC vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.97 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | -0.37 | +1.77 |
| Martin ratioReturn relative to average drawdown | 4.08 | -0.68 | +4.76 |
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Drawdowns
AGNC vs. PG - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, roughly equal to the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for AGNC and PG.
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Drawdown Indicators
| AGNC | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -54.25% | -0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -15.52% | -3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -21.15% | -9.89% |
Max Drawdown (5Y)Largest decline over 5 years | -51.80% | -23.77% | -28.03% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -23.77% | -30.79% |
Current DrawdownCurrent decline from peak | -10.46% | -13.29% | +2.83% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -12.16% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.44% | 8.80% | -2.36% |
Volatility
AGNC vs. PG - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNC) is 5.37%, while The Procter & Gamble Company (PG) has a volatility of 6.99%. This indicates that AGNC experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 6.99% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 15.01% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 18.78% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.75% | 17.82% | +7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 19.05% | +6.34% |
Dividends
AGNC vs. PG - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.97%, more than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.97% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
AGNC vs. PG - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and The Procter & Gamble Company. 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 PG have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to AGNC (5.37%). In terms of maximum drawdown, AGNC dropped -54.56% vs PG's -54.25%.
AGNC currently has the higher Sharpe Ratio (1.35 vs -0.30), 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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