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AGNCN vs. AGNCM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGNCN and AGNCM is 0.40, 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.


-0.50.00.51.00.4

Performance

AGNCN vs. AGNCM - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.12%
5.68%
AGNCN
AGNCM

Key characteristics

Sharpe Ratio

AGNCN:

1.88

AGNCM:

1.99

Sortino Ratio

AGNCN:

3.05

AGNCM:

3.03

Omega Ratio

AGNCN:

1.36

AGNCM:

1.42

Calmar Ratio

AGNCN:

7.10

AGNCM:

6.17

Martin Ratio

AGNCN:

17.05

AGNCM:

20.60

Ulcer Index

AGNCN:

0.69%

AGNCM:

0.56%

Daily Std Dev

AGNCN:

6.27%

AGNCM:

5.83%

Max Drawdown

AGNCN:

-53.34%

AGNCM:

-55.99%

Current Drawdown

AGNCN:

-0.92%

AGNCM:

-1.22%

Fundamentals

Market Cap

AGNCN:

$8.83B

AGNCM:

$8.95B

EPS

AGNCN:

-$1.86

AGNCM:

-$1.86

Total Revenue (TTM)

AGNCN:

$2.99B

AGNCM:

$2.99B

Gross Profit (TTM)

AGNCN:

$2.94B

AGNCM:

$2.94B

EBITDA (TTM)

AGNCN:

$3.01B

AGNCM:

$3.01B

Returns By Period

In the year-to-date period, AGNCN achieves a -0.23% return, which is significantly higher than AGNCM's -1.22% return.


AGNCN

YTD

-0.23%

1M

-0.54%

6M

6.12%

1Y

11.57%

5Y*

8.63%

10Y*

N/A

AGNCM

YTD

-1.22%

1M

-0.00%

6M

5.68%

1Y

12.86%

5Y*

7.44%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AGNCN vs. AGNCM — Risk-Adjusted Performance Rank

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

AGNCN
The Risk-Adjusted Performance Rank of AGNCN is 9494
Overall Rank
The Sharpe Ratio Rank of AGNCN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNCN is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AGNCN is 8989
Omega Ratio Rank
The Calmar Ratio Rank of AGNCN is 9999
Calmar Ratio Rank
The Martin Ratio Rank of AGNCN is 9797
Martin Ratio Rank

AGNCM
The Risk-Adjusted Performance Rank of AGNCM is 9595
Overall Rank
The Sharpe Ratio Rank of AGNCM is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNCM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AGNCM is 9292
Omega Ratio Rank
The Calmar Ratio Rank of AGNCM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of AGNCM is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGNCN vs. AGNCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCN) and AGNC Investment Corp. (AGNCM). 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.


Sharpe ratio
The chart of Sharpe ratio for AGNCN, currently valued at 1.88, compared to the broader market-2.000.002.004.001.881.99
The chart of Sortino ratio for AGNCN, currently valued at 3.05, compared to the broader market-4.00-2.000.002.004.006.003.053.03
The chart of Omega ratio for AGNCN, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.42
The chart of Calmar ratio for AGNCN, currently valued at 7.10, compared to the broader market0.002.004.006.007.106.17
The chart of Martin ratio for AGNCN, currently valued at 17.05, compared to the broader market-10.000.0010.0020.0030.0017.0520.60
AGNCN
AGNCM

The current AGNCN Sharpe Ratio is 1.88, which is comparable to the AGNCM Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of AGNCN and AGNCM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.88
1.99
AGNCN
AGNCM

Dividends

AGNCN vs. AGNCM - Dividend Comparison

AGNCN's dividend yield for the trailing twelve months is around 10.39%, more than AGNCM's 9.05% yield.


TTM20242023202220212020201920182017
AGNCN
AGNC Investment Corp.
10.39%10.37%10.57%7.47%6.81%6.87%6.75%6.93%2.71%
AGNCM
AGNC Investment Corp.
9.05%8.94%7.32%8.66%6.68%6.92%5.73%0.00%0.00%

Drawdowns

AGNCN vs. AGNCM - Drawdown Comparison

The maximum AGNCN drawdown since its inception was -53.34%, roughly equal to the maximum AGNCM drawdown of -55.99%. Use the drawdown chart below to compare losses from any high point for AGNCN and AGNCM. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.92%
-1.22%
AGNCN
AGNCM

Volatility

AGNCN vs. AGNCM - Volatility Comparison

AGNC Investment Corp. (AGNCN) and AGNC Investment Corp. (AGNCM) have volatilities of 1.78% and 1.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
1.78%
1.71%
AGNCN
AGNCM

Financials

AGNCN vs. AGNCM - 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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