AGNC vs. VUAG.L
AGNC (AGNC Investment Corp.) is a stock, while VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, AGNC returned 2.89%/yr vs 13.21%/yr for VUAG.L. At a 0.35 correlation, their price movements are largely independent.
Performance
AGNC vs. VUAG.L - Performance Comparison
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Different Trading Currencies
AGNC is traded in USD, while VUAG.L is traded in GBP. To make them comparable, the VUAG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AGNC achieves a 1.66% return, which is significantly lower than VUAG.L's 8.30% 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%
VUAG.L
- 1D
- 1.32%
- 1M
- 0.25%
- YTD
- 8.30%
- 6M
- 9.40%
- 1Y
- 24.14%
- 3Y*
- 20.66%
- 5Y*
- 13.21%
- 10Y*
- —
AGNC vs. VUAG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 1.66% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 9.53% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 8.30% | 17.61% | 25.21% | 25.96% | -18.62% | 29.78% | 19.79% | -10.64% |
Correlation
The correlation between AGNC and VUAG.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.35 |
The correlation between AGNC and VUAG.L shifts across timeframes, from 0.25 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AGNC vs. VUAG.L — Risk / Return Rank
AGNC
VUAG.L
AGNC vs. VUAG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). 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 | VUAG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.77 | -1.36 |
| Martin ratioReturn relative to average drawdown | 4.08 | 11.64 | -7.56 |
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Drawdowns
AGNC vs. VUAG.L - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, which is greater than VUAG.L's maximum drawdown of -37.82%. Use the drawdown chart below to compare losses from any high point for AGNC and VUAG.L.
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Drawdown Indicators
| AGNC | VUAG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -37.82% | -16.74% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -8.69% | -10.02% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -18.69% | -12.35% |
Max Drawdown (5Y)Largest decline over 5 years | -51.80% | -25.18% | -26.62% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | — | — |
Current DrawdownCurrent decline from peak | -10.46% | -2.33% | -8.13% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -7.07% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.44% | 2.07% | +4.37% |
Volatility
AGNC vs. VUAG.L - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 5.37% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.28%. This indicates that AGNC's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | VUAG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 3.28% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 8.38% | +7.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 11.44% | +8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.75% | 15.69% | +10.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 19.17% | +6.22% |
Dividends
AGNC vs. VUAG.L - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.97%, while VUAG.L has not paid dividends to shareholders.
| 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% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGNC and VUAG.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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