AGNCL vs. SPYD
Compare and contrast key facts about AGNC Investment Corp (AGNCL) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNCL or SPYD.
Correlation
The correlation between AGNCL and SPYD 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
AGNCL vs. SPYD - Performance Comparison
Key characteristics
AGNCL:
1.63
SPYD:
1.75
AGNCL:
2.46
SPYD:
2.39
AGNCL:
1.33
SPYD:
1.31
AGNCL:
2.52
SPYD:
2.19
AGNCL:
7.14
SPYD:
6.46
AGNCL:
2.44%
SPYD:
3.29%
AGNCL:
10.70%
SPYD:
12.14%
AGNCL:
-18.04%
SPYD:
-46.42%
AGNCL:
-2.64%
SPYD:
-4.38%
Returns By Period
In the year-to-date period, AGNCL achieves a -2.64% return, which is significantly lower than SPYD's 3.31% return.
AGNCL
-2.64%
2.95%
9.28%
16.34%
N/A
N/A
SPYD
3.31%
2.45%
2.47%
20.45%
7.53%
N/A
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Risk-Adjusted Performance
AGNCL vs. SPYD — Risk-Adjusted Performance Rank
AGNCL
SPYD
AGNCL vs. SPYD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp (AGNCL) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.
Dividends
AGNCL vs. SPYD - Dividend Comparison
AGNCL's dividend yield for the trailing twelve months is around 7.71%, more than SPYD's 4.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCL AGNC Investment Corp | 7.71% | 7.51% | 8.95% | 2.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.17% | 4.31% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% |
Drawdowns
AGNCL vs. SPYD - Drawdown Comparison
The maximum AGNCL drawdown since its inception was -18.04%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for AGNCL and SPYD. For additional features, visit the drawdowns tool.
Volatility
AGNCL vs. SPYD - Volatility Comparison
AGNC Investment Corp (AGNCL) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD) have volatilities of 2.53% and 2.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.