AGNCL vs. ZROZ
AGNCL (AGNC Investment Corp) is a stock, while ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Fund) is Government Bonds fund tracking the ICE BofA Long U.S. Treasury Principal STRIPS Index. Over the past 3 years, AGNCL returned 12.31%/yr vs -8.06%/yr for ZROZ. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
AGNCL vs. ZROZ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AGNCL achieves a 5.03% return, which is significantly higher than ZROZ's -7.23% return.
AGNCL
- 1D
- 0.04%
- 1M
- 0.56%
- 6M
- 3.53%
- YTD
- 5.03%
- 1Y
- 7.90%
- 3Y*
- 12.31%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.01%
ZROZ
- 1D
- -1.24%
- 1M
- -7.20%
- 6M
- -6.41%
- YTD
- -7.23%
- 1Y
- -7.54%
- 3Y*
- -8.06%
- 5Y*
- -14.47%
- 10Y*
- -5.40%
- ALL TIME*
- 1.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AGNCL AGNC Investment Corp | $230.30K | $236.42K | $286.82K |
| $41.31M | $45.82M | $40.38M |
AGNCL vs. ZROZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AGNCL AGNC Investment Corp | 5.03% | 3.69% | 29.17% | 7.78% | -7.72% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | -7.23% | -1.84% | -16.18% | 1.19% | -12.35% |
Correlation
The correlation between AGNCL and ZROZ is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.17 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AGNCL vs. ZROZ — Risk / Return Rank
AGNCL
ZROZ
AGNCL vs. ZROZ - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGNCL | ZROZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.95 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | -0.39 | +2.31 |
| Martin ratioReturn relative to average drawdown | 7.21 | -0.82 | +8.02 |
Loading charts...
Drawdowns
AGNCL vs. ZROZ - Drawdown Comparison
The maximum AGNCL drawdown since its inception was -21.26%, 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.
Loading charts...
Drawdown Indicators
| AGNCL | ZROZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.26% | -62.93% | +41.67% |
Max Drawdown (1Y)Largest decline over 1 year | -4.25% | -14.90% | +10.65% |
Max Drawdown (3Y)Largest decline over 3 years | -11.62% | -26.42% | +14.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -57.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.93% | — |
Current DrawdownCurrent decline from peak | -0.03% | -62.42% | +62.39% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -24.38% | +21.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 7.18% | -6.05% |
Volatility
AGNCL vs. ZROZ - Volatility Comparison
The current volatility for AGNC Investment Corp (AGNCL) is 1.54%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 4.20%. 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.
Loading charts...
Volatility by Period
| AGNCL | ZROZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 4.20% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 4.65% | 11.11% | -6.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.60% | 15.45% | -8.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 23.76% | -9.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.79% | 21.96% | -8.17% |
Dividends
AGNCL vs. ZROZ - Dividend Comparison
AGNCL's dividend yield for the trailing twelve months is around 7.75%, more than ZROZ's 5.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCL AGNC Investment Corp | 7.75% | 7.83% | 7.51% | 8.96% | 2.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 5.59% | 4.96% | 4.58% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.06% | 2.53% | 3.00% | 2.98% |
Frequently Asked Questions
AGNCL and ZROZ have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZROZ has higher volatility (4.20%) compared to AGNCL (1.54%). In terms of maximum drawdown, AGNCL dropped -21.26% vs ZROZ's -62.93%.
AGNCL currently has the higher Sharpe Ratio (1.24 vs -0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for AGNCL and ZROZ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer