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AGNCM vs. BINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGNCM vs. BINC - Performance Comparison

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

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Returns By Period

In the year-to-date period, AGNCM achieves a 4.44% return, which is significantly higher than BINC's 1.23% return.


AGNCM

1D
-0.44%
1M
0.72%
YTD
4.44%
6M
4.61%
1Y
9.55%
3Y*
13.08%
5Y*
7.66%
10Y*

BINC

1D
-0.02%
1M
0.63%
YTD
1.23%
6M
1.46%
1Y
5.64%
3Y*
7.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGNCM vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
AGNCM
AGNC Investment Corp.
4.44%5.19%18.72%16.31%
BINC
iShares Flexible Income Active ETF
1.23%7.57%5.76%7.12%

Correlation

The correlation between AGNCM and BINC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (All Time)
Calculated using the full available price history since May 23, 2023

0.22

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Return for Risk

AGNCM vs. BINC — Risk / Return Rank

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

AGNCM
AGNCM Risk / Return Rank: 8484
Overall Rank
AGNCM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AGNCM Sortino Ratio Rank: 8484
Sortino Ratio Rank
AGNCM Omega Ratio Rank: 8383
Omega Ratio Rank
AGNCM Calmar Ratio Rank: 8181
Calmar Ratio Rank
AGNCM Martin Ratio Rank: 8888
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 6868
Overall Rank
BINC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 8484
Sortino Ratio Rank
BINC Omega Ratio Rank: 8585
Omega Ratio Rank
BINC Calmar Ratio Rank: 4343
Calmar Ratio Rank
BINC Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGNCM vs. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCM) and iShares Flexible Income Active ETF (BINC). 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.


AGNCMBINCDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.33

1.49

-0.16

Calmar ratioReturn relative to maximum drawdown

2.63

2.11

+0.53

Martin ratioReturn relative to average drawdown

9.79

8.22

+1.57

AGNCM vs. BINC - Sharpe Ratio Comparison

The current AGNCM Sharpe Ratio is 1.62, which is lower than the BINC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of AGNCM and BINC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGNCM vs. BINC - Drawdown Comparison

The maximum AGNCM drawdown since its inception was -55.99%, which is greater than BINC's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for AGNCM and BINC.


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Drawdown Indicators


AGNCMBINCDifference

Max Drawdown

Largest peak-to-trough decline

-55.99%

-2.69%

-53.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-2.69%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

-2.69%

-11.27%

Max Drawdown (5Y)

Largest decline over 5 years

-28.38%

Current Drawdown

Current decline from peak

-0.58%

-0.16%

-0.42%

Average Drawdown

Average peak-to-trough decline

-4.12%

-0.36%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.69%

+0.29%

Volatility

AGNCM vs. BINC - Volatility Comparison

AGNC Investment Corp. (AGNCM) has a higher volatility of 1.31% compared to iShares Flexible Income Active ETF (BINC) at 0.60%. This indicates that AGNCM's price experiences larger fluctuations and is considered to be riskier than BINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGNCMBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.60%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

1.88%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

5.92%

2.30%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.30%

2.99%

+10.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.45%

2.99%

+23.46%

Dividends

AGNCM vs. BINC - Dividend Comparison

AGNCM's dividend yield for the trailing twelve months is around 8.73%, more than BINC's 5.85% yield.


PositionTTM2025202420232022202120202019
AGNCM
AGNC Investment Corp.
8.73%9.09%8.94%7.31%8.66%6.67%6.91%5.72%
BINC
iShares Flexible Income Active ETF
5.85%5.86%6.14%3.13%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGNCM and BINC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGNCM has higher volatility (1.31%) compared to BINC (0.60%). In terms of maximum drawdown, AGNCM dropped -55.99% vs BINC's -2.69%.

BINC currently has the higher Sharpe Ratio (2.46 vs 1.62), 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.

Portfolio Optimizer

Find the right allocation for AGNCM and BINC

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