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

Correlation

The correlation between AGNCM and AGNCN is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

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Key characteristics

Daily Std Dev

AGNCM:

9.57%

AGNCN:

5.54%

Max Drawdown

AGNCM:

-0.60%

AGNCN:

-0.28%

Current Drawdown

AGNCM:

-0.60%

AGNCN:

-0.28%

Fundamentals

Market Cap

AGNCM:

$8.78B

AGNCN:

$8.81B

EPS

AGNCM:

-$1.86

AGNCN:

-$1.86

PS Ratio

AGNCM:

15.04

AGNCN:

15.08

PB Ratio

AGNCM:

0.00

AGNCN:

0.00

Total Revenue (TTM)

AGNCM:

$1.08B

AGNCN:

$1.08B

Gross Profit (TTM)

AGNCM:

$1.04B

AGNCN:

$1.04B

EBITDA (TTM)

AGNCM:

$2.60B

AGNCN:

$2.60B

Returns By Period


AGNCM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AGNCN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 8585
Overall Rank
The Sharpe Ratio Rank of AGNCM is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNCM is 7777
Sortino Ratio Rank
The Omega Ratio Rank of AGNCM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AGNCM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AGNCM is 9191
Martin Ratio Rank

AGNCN
The Risk-Adjusted Performance Rank of AGNCN is 8989
Overall Rank
The Sharpe Ratio Rank of AGNCN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNCN is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AGNCN is 8686
Omega Ratio Rank
The Calmar Ratio Rank of AGNCN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of AGNCN is 9393
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.



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Dividends

AGNCM vs. AGNCN - Dividend Comparison

AGNCM's dividend yield for the trailing twelve months is around 9.74%, less than AGNCN's 10.15% yield.


TTM20242023202220212020201920182017
AGNCM
AGNC Investment Corp.
9.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGNCN
AGNC Investment Corp.
10.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AGNCM vs. AGNCN - Drawdown Comparison

The maximum AGNCM drawdown since its inception was -0.60%, which is greater than AGNCN's maximum drawdown of -0.28%. Use the drawdown chart below to compare losses from any high point for AGNCM and AGNCN. For additional features, visit the drawdowns tool.


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Volatility

AGNCM vs. AGNCN - Volatility Comparison


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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


-2.00B-1.00B0.001.00B2.00B20212022202320242025
-418.00M
-418.00M
(AGNCM) Total Revenue
(AGNCN) Total Revenue
Values in USD except per share items