AGNC vs. USD=X
AGNC (AGNC Investment Corp.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, AGNC returned 6.33%/yr vs 0.00%/yr for USD=X.
Performance
AGNC vs. USD=X - Performance Comparison
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Returns By Period
AGNC
- 1D
- 0.78%
- 1M
- 2.43%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 28.97%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
AGNC vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
AGNC vs. USD=X — Risk / Return Rank
AGNC
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AGNC vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | — | — |
| Martin ratioReturn relative to average drawdown | 4.44 | — | — |
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Drawdowns
AGNC vs. USD=X - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for AGNC and USD=X.
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Drawdown Indicators
| AGNC | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | 0.00% | -54.56% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | 0.00% | -18.71% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | 0.00% | -31.04% |
Max Drawdown (5Y)Largest decline over 5 years | -50.65% | 0.00% | -50.65% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | 0.00% | -54.56% |
Current DrawdownCurrent decline from peak | -9.85% | 0.00% | -9.85% |
Average DrawdownAverage peak-to-trough decline | -13.56% | 0.00% | -13.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 0.00% | +6.54% |
Volatility
AGNC vs. USD=X - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 5.55% compared to USD Cash (USD=X) at 0.00%. This indicates that AGNC's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 0.00% | +5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 0.00% | +16.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 0.00% | +19.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 0.00% | +25.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.41% | 0.00% | +25.41% |
Frequently Asked Questions
AGNC has higher volatility (5.55%) compared to USD=X (0.00%). In terms of maximum drawdown, AGNC dropped -54.56% vs USD=X's 0.00%.
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