AGNCL vs. BKLN
AGNCL (AGNC Investment Corp) is a stock, while BKLN (Invesco Senior Loan ETF) is Bank Loan fund tracking the Morningstar LSTA US Leveraged Loan 100 Index. Over the past 3 years, AGNCL returned 12.35%/yr vs 7.20%/yr for BKLN. At a 0.23 correlation, their price movements are largely independent.
Performance
AGNCL vs. BKLN - Performance Comparison
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Returns By Period
In the year-to-date period, AGNCL achieves a 2.26% return, which is significantly higher than BKLN's -0.13% return.
AGNCL
- 1D
- -0.80%
- 1M
- -0.12%
- YTD
- 2.26%
- 6M
- 3.40%
- 1Y
- 6.25%
- 3Y*
- 12.35%
- 5Y*
- —
- 10Y*
- —
BKLN
- 1D
- -0.10%
- 1M
- -0.14%
- YTD
- -0.13%
- 6M
- 0.06%
- 1Y
- 4.27%
- 3Y*
- 7.20%
- 5Y*
- 5.11%
- 10Y*
- 4.32%
AGNCL vs. BKLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AGNCL AGNC Investment Corp | 2.26% | 3.69% | 29.17% | 7.78% | -7.72% |
BKLN Invesco Senior Loan ETF | -0.13% | 6.88% | 8.21% | 12.53% | 0.74% |
Correlation
The correlation between AGNCL and BKLN is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.23 |
The correlation between AGNCL and BKLN shifts across timeframes, from 0.04 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AGNCL vs. BKLN — Risk / Return Rank
AGNCL
BKLN
AGNCL vs. BKLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp (AGNCL) and Invesco Senior Loan ETF (BKLN). 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.
| AGNCL | BKLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.39 | +0.08 |
| Martin ratioReturn relative to average drawdown | 5.57 | 5.44 | +0.13 |
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Drawdowns
AGNCL vs. BKLN - Drawdown Comparison
The maximum AGNCL drawdown since its inception was -21.26%, smaller than the maximum BKLN drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for AGNCL and BKLN.
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Drawdown Indicators
| AGNCL | BKLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.26% | -24.17% | +2.91% |
Max Drawdown (1Y)Largest decline over 1 year | -4.25% | -3.07% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -11.62% | -3.55% | -8.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.31% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.17% | — |
Current DrawdownCurrent decline from peak | -1.59% | -0.57% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -1.09% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 0.79% | +0.34% |
Volatility
AGNCL vs. BKLN - Volatility Comparison
AGNC Investment Corp (AGNCL) has a higher volatility of 1.75% compared to Invesco Senior Loan ETF (BKLN) at 0.54%. This indicates that AGNCL's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNCL | BKLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | 0.54% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 4.61% | 2.54% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.88% | 2.76% | +4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.95% | 4.48% | +9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.95% | 6.43% | +7.52% |
Dividends
AGNCL vs. BKLN - Dividend Comparison
AGNCL's dividend yield for the trailing twelve months is around 7.81%, more than BKLN's 6.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCL AGNC Investment Corp | 7.81% | 7.83% | 7.51% | 8.96% | 2.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BKLN Invesco Senior Loan ETF | 6.59% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
Frequently Asked Questions
AGNCL and BKLN have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNCL has higher volatility (1.75%) compared to BKLN (0.54%). In terms of maximum drawdown, AGNCL dropped -21.26% vs BKLN's -24.17%.
BKLN currently has the higher Sharpe Ratio (1.55 vs 0.91), 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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