AGNCL vs. ZROZ
Compare and contrast key facts about AGNC Investment Corp (AGNCL) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ).
ZROZ is a passively managed fund by PIMCO that tracks the performance of the BofA Merrill Lynch Long Treasury Principal STRIPS Index. It was launched on Oct 30, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNCL or ZROZ.
Correlation
The correlation between AGNCL and ZROZ is 0.21, 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. ZROZ - Performance Comparison
Key characteristics
AGNCL:
2.59
ZROZ:
-0.70
AGNCL:
3.68
ZROZ:
-0.87
AGNCL:
1.52
ZROZ:
0.90
AGNCL:
3.73
ZROZ:
-0.26
AGNCL:
14.28
ZROZ:
-1.40
AGNCL:
1.81%
ZROZ:
11.06%
AGNCL:
9.94%
ZROZ:
22.27%
AGNCL:
-18.04%
ZROZ:
-62.93%
AGNCL:
-1.37%
ZROZ:
-57.89%
Returns By Period
In the year-to-date period, AGNCL achieves a 23.99% return, which is significantly higher than ZROZ's -14.46% return.
AGNCL
23.99%
0.40%
8.46%
24.54%
N/A
N/A
ZROZ
-14.46%
-2.37%
-7.56%
-13.78%
-9.95%
-2.42%
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Risk-Adjusted Performance
AGNCL vs. ZROZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp (AGNCL) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). 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. ZROZ - Dividend Comparison
AGNCL's dividend yield for the trailing twelve months is around 7.67%, more than ZROZ's 4.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCL AGNC Investment Corp | 7.67% | 8.95% | 2.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 4.35% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.91% | 2.53% | 3.00% | 2.98% | 2.00% | 4.28% |
Drawdowns
AGNCL vs. ZROZ - Drawdown Comparison
The maximum AGNCL drawdown since its inception was -18.04%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for AGNCL and ZROZ. For additional features, visit the drawdowns tool.
Volatility
AGNCL vs. ZROZ - Volatility Comparison
The current volatility for AGNC Investment Corp (AGNCL) is 2.40%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 6.90%. This indicates that AGNCL experiences smaller price fluctuations and is considered to be less risky than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.