AGNCN vs. AGNCM
Compare and contrast key facts about AGNC Investment Corp. (AGNCN) and AGNC Investment Corp. (AGNCM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNCN or AGNCM.
Key characteristics
| AGNCN | AGNCM | |
|---|---|---|
| YTD Return | 8.35% | 11.59% |
| 1Y Return | 9.82% | 14.27% |
| 3Y Return (Ann) | 8.63% | 6.65% |
| 5Y Return (Ann) | 7.95% | 6.98% |
| Sharpe Ratio | 1.43 | 1.52 |
| Daily Std Dev | 7.49% | 10.06% |
| Max Drawdown | -53.34% | -55.99% |
| Current Drawdown | -1.39% | -1.02% |
Fundamentals
| AGNCN | AGNCM | |
|---|---|---|
| Market Cap | $8.76B | $8.94B |
| EPS | -$1.86 | -$1.86 |
| Total Revenue (TTM) | $2.68B | $2.65B |
| Gross Profit (TTM) | $2.69B | $2.68B |
| EBITDA (TTM) | $3.31B | $3.28B |
Correlation
The correlation between AGNCN and AGNCM is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AGNCN vs. AGNCM - Performance Comparison
In the year-to-date period, AGNCN achieves a 8.35% return, which is significantly lower than AGNCM's 11.59% 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
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.
Dividends
AGNCN vs. AGNCM - Dividend Comparison
AGNCN's dividend yield for the trailing twelve months is around 10.61%, more than AGNCM's 7.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
AGNCN AGNC Investment Corp. | 10.61% | 10.60% | 7.47% | 6.81% | 6.87% | 6.75% | 6.92% | 2.70% |
AGNCM AGNC Investment Corp. | 7.62% | 7.31% | 8.66% | 6.67% | 6.92% | 5.72% | 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.
Volatility
AGNCN vs. AGNCM - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNCN) is 1.67%, while AGNC Investment Corp. (AGNCM) has a volatility of 2.00%. This indicates that AGNCN experiences smaller price fluctuations and is considered to be less risky than AGNCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities