AGNCL vs. CLOA
AGNCL (AGNC Investment Corp) is a stock, while CLOA (iShares AAA CLO Active ETF) is CLO fund actively managed by BlackRock. Over the past 3 years, AGNCL returned 12.65%/yr vs 6.62%/yr for CLOA. At a 0.12 correlation, their price movements are largely independent.
Performance
AGNCL vs. CLOA - Performance Comparison
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Returns By Period
In the year-to-date period, AGNCL achieves a 3.09% return, which is significantly higher than CLOA's 2.27% return.
AGNCL
- 1D
- 0.04%
- 1M
- 0.68%
- YTD
- 3.09%
- 6M
- 4.61%
- 1Y
- 7.30%
- 3Y*
- 12.65%
- 5Y*
- —
- 10Y*
- —
CLOA
- 1D
- 0.09%
- 1M
- 0.26%
- YTD
- 2.27%
- 6M
- 2.47%
- 1Y
- 5.23%
- 3Y*
- 6.62%
- 5Y*
- —
- 10Y*
- —
AGNCL vs. CLOA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AGNCL AGNC Investment Corp | 3.09% | 3.69% | 29.17% | 6.37% |
CLOA iShares AAA CLO Active ETF | 2.27% | 5.44% | 7.25% | 8.38% |
Correlation
The correlation between AGNCL and CLOA is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2023 | 0.12 |
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Return for Risk
AGNCL vs. CLOA — Risk / Return Rank
AGNCL
CLOA
AGNCL vs. CLOA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp (AGNCL) and iShares AAA CLO Active ETF (CLOA). 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 | CLOA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.51 | ||
| Sortino ratioReturn per unit of downside risk | -12.65 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 3.43 | -2.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 29.72 | -28.00 |
| Martin ratioReturn relative to average drawdown | 6.52 | 151.56 | -145.04 |
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Drawdowns
AGNCL vs. CLOA - Drawdown Comparison
The maximum AGNCL drawdown since its inception was -21.26%, which is greater than CLOA's maximum drawdown of -1.34%. Use the drawdown chart below to compare losses from any high point for AGNCL and CLOA.
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Drawdown Indicators
| AGNCL | CLOA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.26% | -1.34% | -19.92% |
Max Drawdown (1Y)Largest decline over 1 year | -4.25% | -0.18% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -11.62% | -1.13% | -10.49% |
Current DrawdownCurrent decline from peak | -0.79% | 0.00% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -0.05% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 0.03% | +1.09% |
Volatility
AGNCL vs. CLOA - Volatility Comparison
AGNC Investment Corp (AGNCL) has a higher volatility of 1.59% compared to iShares AAA CLO Active ETF (CLOA) at 0.15%. This indicates that AGNCL's price experiences larger fluctuations and is considered to be riskier than CLOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNCL | CLOA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 0.15% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 4.61% | 0.49% | +4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 0.69% | +6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.95% | 1.31% | +12.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.95% | 1.31% | +12.64% |
Dividends
AGNCL vs. CLOA - Dividend Comparison
AGNCL's dividend yield for the trailing twelve months is around 7.75%, more than CLOA's 4.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AGNCL AGNC Investment Corp | 7.75% | 7.83% | 7.51% | 8.96% | 2.97% |
CLOA iShares AAA CLO Active ETF | 4.95% | 5.35% | 6.01% | 5.88% | 0.00% |
Frequently Asked Questions
AGNCL and CLOA have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNCL has higher volatility (1.59%) compared to CLOA (0.15%). In terms of maximum drawdown, AGNCL dropped -21.26% vs CLOA's -1.34%.
CLOA currently has the higher Sharpe Ratio (7.58 vs 1.07), 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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