AGNCL vs. SPYD

In the year-to-date period, AGNCL achieves a -2.81% return, which is significantly lower than SPYD's -0.81% return.

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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.

The current AGNCL Sharpe Ratio is 0.77, which is comparable to the SPYD Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of AGNCL and SPYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AGNCL's dividend yield for the trailing twelve months is around 7.87%, more than SPYD's 4.50% yield.

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.

The current volatility for AGNC Investment Corp (AGNCL) is 2.66%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 4.59%. This indicates that AGNCL experiences smaller price fluctuations and is considered to be less risky than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.