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 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AGNCL vs. SPYD - Performance Comparison
Key characteristics
AGNCL:
1.54
SPYD:
0.58
AGNCL:
2.28
SPYD:
0.93
AGNCL:
1.34
SPYD:
1.13
AGNCL:
1.78
SPYD:
0.59
AGNCL:
7.15
SPYD:
1.93
AGNCL:
2.50%
SPYD:
4.96%
AGNCL:
12.02%
SPYD:
15.48%
AGNCL:
-18.04%
SPYD:
-46.42%
AGNCL:
-1.62%
SPYD:
-8.93%
Returns By Period
In the year-to-date period, AGNCL achieves a -0.48% return, which is significantly higher than SPYD's -1.61% return.
AGNCL
-0.48%
2.03%
3.27%
18.36%
N/A
N/A
SPYD
-1.61%
8.58%
-5.85%
8.97%
14.38%
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 7.69%, more than SPYD's 4.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCL AGNC Investment Corp | 7.69% | 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 | 4.53% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.43% | 4.75% | 4.63% | 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
The current volatility for AGNC Investment Corp (AGNCL) is 6.87%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 7.47%. 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.