AGNC vs. SPHD
Compare and contrast key facts about AGNC Investment Corp. (AGNC) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNC or SPHD.
Correlation
The correlation between AGNC and SPHD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AGNC vs. SPHD - Performance Comparison
Loading data...
Key characteristics
AGNC:
0.38
SPHD:
0.72
AGNC:
0.71
SPHD:
1.14
AGNC:
1.10
SPHD:
1.16
AGNC:
0.35
SPHD:
0.85
AGNC:
1.38
SPHD:
2.85
AGNC:
6.87%
SPHD:
3.95%
AGNC:
21.50%
SPHD:
14.37%
AGNC:
-54.56%
SPHD:
-41.39%
AGNC:
-18.28%
SPHD:
-6.40%
Returns By Period
In the year-to-date period, AGNC achieves a 2.68% return, which is significantly higher than SPHD's -0.02% return. Over the past 10 years, AGNC has underperformed SPHD with an annualized return of 3.92%, while SPHD has yielded a comparatively higher 8.01% annualized return.
AGNC
2.68%
9.23%
0.22%
8.00%
7.67%
3.92%
SPHD
-0.02%
3.60%
-3.86%
10.20%
14.21%
8.01%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
AGNC vs. SPHD — Risk-Adjusted Performance Rank
AGNC
SPHD
AGNC vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.
Loading data...
Dividends
AGNC vs. SPHD - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 16.00%, more than SPHD's 3.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 16.00% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.41% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% |
Drawdowns
AGNC vs. SPHD - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for AGNC and SPHD. For additional features, visit the drawdowns tool.
Loading data...
Volatility
AGNC vs. SPHD - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 6.94% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 4.48%. This indicates that AGNC's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...