AGNCM vs. TLT
Compare and contrast key facts about AGNC Investment Corp. (AGNCM) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNCM or TLT.
Correlation
The correlation between AGNCM and TLT is 0.11, 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.
Performance
AGNCM vs. TLT - Performance Comparison
Key characteristics
AGNCM:
2.64
TLT:
-0.55
AGNCM:
3.95
TLT:
-0.68
AGNCM:
1.56
TLT:
0.92
AGNCM:
9.67
TLT:
-0.18
AGNCM:
34.34
TLT:
-1.17
AGNCM:
0.46%
TLT:
6.79%
AGNCM:
5.99%
TLT:
14.32%
AGNCM:
-55.99%
TLT:
-48.35%
AGNCM:
-0.16%
TLT:
-42.59%
Returns By Period
In the year-to-date period, AGNCM achieves a 15.66% return, which is significantly higher than TLT's -7.87% return.
AGNCM
15.66%
0.99%
5.26%
15.35%
7.61%
N/A
TLT
-7.87%
-2.48%
-5.03%
-7.49%
-6.20%
-1.00%
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Risk-Adjusted Performance
AGNCM vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCM) and iShares 20+ Year Treasury Bond ETF (TLT). 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. TLT - Dividend Comparison
AGNCM's dividend yield for the trailing twelve months is around 8.33%, more than TLT's 4.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCM AGNC Investment Corp. | 8.33% | 7.32% | 8.66% | 6.68% | 6.92% | 5.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.29% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
AGNCM vs. TLT - Drawdown Comparison
The maximum AGNCM drawdown since its inception was -55.99%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for AGNCM and TLT. For additional features, visit the drawdowns tool.
Volatility
AGNCM vs. TLT - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNCM) is 1.47%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 4.55%. This indicates that AGNCM experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.