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AGNCM vs. AGNCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGNCM and AGNCN is 0.40, 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.


-0.50.00.51.00.4

Performance

AGNCM vs. AGNCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGNC Investment Corp. (AGNCM) and AGNC Investment Corp. (AGNCN). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
5.68%
6.12%
AGNCM
AGNCN

Key characteristics

Sharpe Ratio

AGNCM:

1.99

AGNCN:

1.88

Sortino Ratio

AGNCM:

3.03

AGNCN:

3.05

Omega Ratio

AGNCM:

1.42

AGNCN:

1.36

Calmar Ratio

AGNCM:

6.17

AGNCN:

7.10

Martin Ratio

AGNCM:

20.60

AGNCN:

17.05

Ulcer Index

AGNCM:

0.56%

AGNCN:

0.69%

Daily Std Dev

AGNCM:

5.83%

AGNCN:

6.27%

Max Drawdown

AGNCM:

-55.99%

AGNCN:

-53.34%

Current Drawdown

AGNCM:

-1.22%

AGNCN:

-0.92%

Fundamentals

Market Cap

AGNCM:

$8.95B

AGNCN:

$8.83B

EPS

AGNCM:

-$1.86

AGNCN:

-$1.86

Total Revenue (TTM)

AGNCM:

$2.99B

AGNCN:

$2.99B

Gross Profit (TTM)

AGNCM:

$2.94B

AGNCN:

$2.94B

EBITDA (TTM)

AGNCM:

$3.01B

AGNCN:

$3.01B

Returns By Period

In the year-to-date period, AGNCM achieves a -1.22% return, which is significantly lower than AGNCN's -0.23% return.


AGNCM

YTD

-1.22%

1M

-0.00%

6M

5.68%

1Y

12.86%

5Y*

7.44%

10Y*

N/A

AGNCN

YTD

-0.23%

1M

-0.54%

6M

6.12%

1Y

11.57%

5Y*

8.63%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AGNCM vs. AGNCN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGNCM
The Risk-Adjusted Performance Rank of AGNCM is 9595
Overall Rank
The Sharpe Ratio Rank of AGNCM is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNCM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AGNCM is 9292
Omega Ratio Rank
The Calmar Ratio Rank of AGNCM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of AGNCM is 9898
Martin Ratio Rank

AGNCN
The Risk-Adjusted Performance Rank of AGNCN is 9494
Overall Rank
The Sharpe Ratio Rank of AGNCN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNCN is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AGNCN is 8989
Omega Ratio Rank
The Calmar Ratio Rank of AGNCN is 9999
Calmar Ratio Rank
The Martin Ratio Rank of AGNCN is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGNCM vs. AGNCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCM) and AGNC Investment Corp. (AGNCN). 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.


Sharpe ratio
The chart of Sharpe ratio for AGNCM, currently valued at 1.99, compared to the broader market-2.000.002.004.001.991.88
The chart of Sortino ratio for AGNCM, currently valued at 3.03, compared to the broader market-4.00-2.000.002.004.003.033.05
The chart of Omega ratio for AGNCM, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.36
The chart of Calmar ratio for AGNCM, currently valued at 6.17, compared to the broader market0.002.004.006.006.177.10
The chart of Martin ratio for AGNCM, currently valued at 20.60, compared to the broader market-10.000.0010.0020.0020.6017.05
AGNCM
AGNCN

The current AGNCM Sharpe Ratio is 1.99, which is comparable to the AGNCN Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of AGNCM and AGNCN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.99
1.88
AGNCM
AGNCN

Dividends

AGNCM vs. AGNCN - Dividend Comparison

AGNCM's dividend yield for the trailing twelve months is around 9.05%, less than AGNCN's 10.39% yield.


TTM20242023202220212020201920182017
AGNCM
AGNC Investment Corp.
9.05%8.94%7.32%8.66%6.68%6.92%5.73%0.00%0.00%
AGNCN
AGNC Investment Corp.
10.39%10.37%10.57%7.47%6.81%6.87%6.75%6.93%2.71%

Drawdowns

AGNCM vs. AGNCN - Drawdown Comparison

The maximum AGNCM drawdown since its inception was -55.99%, roughly equal to the maximum AGNCN drawdown of -53.34%. Use the drawdown chart below to compare losses from any high point for AGNCM and AGNCN. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-1.22%
-0.92%
AGNCM
AGNCN

Volatility

AGNCM vs. AGNCN - Volatility Comparison

AGNC Investment Corp. (AGNCM) and AGNC Investment Corp. (AGNCN) have volatilities of 1.71% and 1.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
1.71%
1.78%
AGNCM
AGNCN

Financials

AGNCM vs. AGNCN - Financials Comparison

This section allows you to compare key financial metrics between AGNC Investment Corp. and AGNC Investment Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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