Correlation
The correlation between AGNCM and TLT is -0.08. 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.
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.
Performance
AGNCM vs. TLT - Performance Comparison
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Key characteristics
AGNCM:
0.99
TLT:
0.06
AGNCM:
1.31
TLT:
-0.07
AGNCM:
1.23
TLT:
0.99
AGNCM:
1.23
TLT:
-0.04
AGNCM:
6.39
TLT:
-0.21
AGNCM:
1.25%
TLT:
8.36%
AGNCM:
8.33%
TLT:
14.53%
AGNCM:
-55.99%
TLT:
-48.35%
AGNCM:
-1.20%
TLT:
-42.69%
Returns By Period
In the year-to-date period, AGNCM achieves a -1.12% return, which is significantly lower than TLT's 0.04% return.
AGNCM
-1.12%
0.49%
2.33%
8.19%
11.01%
9.93%
N/A
TLT
0.04%
-4.14%
-5.38%
0.87%
-7.01%
-9.61%
-0.85%
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Risk-Adjusted Performance
AGNCM vs. TLT — Risk-Adjusted Performance Rank
AGNCM
TLT
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.
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Dividends
AGNCM vs. TLT - Dividend Comparison
AGNCM's dividend yield for the trailing twelve months is around 9.75%, more than TLT's 4.39% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCM AGNC Investment Corp. | 9.75% | 8.94% | 7.32% | 8.66% | 6.68% | 6.92% | 5.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.39% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
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.
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Volatility
AGNCM vs. TLT - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNCM) is 2.54%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.59%. 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.
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