AGNCM vs. AGNCN
Compare and contrast key facts about AGNC Investment Corp. (AGNCM) and AGNC Investment Corp. (AGNCN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNCM or AGNCN.
Key characteristics
| AGNCM | AGNCN | |
|---|---|---|
| YTD Return | 12.26% | 9.44% |
| 1Y Return | 14.95% | 11.44% |
| 3Y Return (Ann) | 7.13% | 8.97% |
| 5Y Return (Ann) | 7.25% | 8.07% |
| Sharpe Ratio | 1.49 | 1.53 |
| Daily Std Dev | 10.03% | 7.47% |
| Max Drawdown | -55.99% | -53.34% |
| Current Drawdown | -0.43% | -0.40% |
Fundamentals
| AGNCM | AGNCN | |
|---|---|---|
| Market Cap | $8.99B | $8.85B |
| EPS | -$1.86 | -$1.86 |
| Total Revenue (TTM) | $2.68B | $2.68B |
| Gross Profit (TTM) | $2.69B | $2.69B |
| EBITDA (TTM) | $3.31B | $3.31B |
Correlation
The correlation between AGNCM and AGNCN is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AGNCM vs. AGNCN - Performance Comparison
In the year-to-date period, AGNCM achieves a 12.26% return, which is significantly higher than AGNCN's 9.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
AGNCM vs. AGNCN - Dividend Comparison
AGNCM's dividend yield for the trailing twelve months is around 7.57%, less than AGNCN's 10.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
AGNCM AGNC Investment Corp. | 7.57% | 7.31% | 8.66% | 6.67% | 6.92% | 5.72% | 0.00% | 0.00% |
AGNCN AGNC Investment Corp. | 10.51% | 10.60% | 7.47% | 6.81% | 6.87% | 6.75% | 6.92% | 2.70% |
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.
Volatility
AGNCM vs. AGNCN - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNCM) is 1.42%, while AGNC Investment Corp. (AGNCN) has a volatility of 1.55%. This indicates that AGNCM experiences smaller price fluctuations and is considered to be less risky than AGNCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities