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.
Key characteristics
| AGNCM | TLT | |
|---|---|---|
| YTD Return | 7.63% | -9.24% |
| 1Y Return | 30.18% | -13.03% |
| 3Y Return (Ann) | 7.14% | -11.50% |
| 5Y Return (Ann) | 7.46% | -4.29% |
| Sharpe Ratio | 2.39 | -0.64 |
| Daily Std Dev | 12.56% | 16.88% |
| Max Drawdown | -55.99% | -48.35% |
| Current Drawdown | 0.00% | -43.45% |
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
In the year-to-date period, AGNCM achieves a 7.63% return, which is significantly higher than TLT's -9.24% 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. 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 6.91%, more than TLT's 3.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCM AGNC Investment Corp. | 6.91% | 7.31% | 8.66% | 6.67% | 6.92% | 5.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.96% | 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 1.44%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 4.08%. 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.