AGNCL vs. ZROZ

In the year-to-date period, AGNCL achieves a -2.81% return, which is significantly higher than ZROZ's -4.95% return.

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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.

The current AGNCL Sharpe Ratio is 0.77, which is higher than the ZROZ Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of AGNCL and ZROZ, 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 ZROZ's 4.88% yield.

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.

The current volatility for AGNC Investment Corp (AGNCL) is 2.66%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 5.87%. 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.