AGNCN vs. GSBD
AGNCN (AGNC Investment Corp.) and GSBD (Goldman Sachs BDC, Inc.) are both stocks. AGNCN operates in REIT - Mortgage (Real Estate), while GSBD operates in Credit Services (Financial Services). Over the past 5 years, AGNCN returned 9.30%/yr vs -2.85%/yr for GSBD. At a 0.16 correlation, their price movements are largely independent.
Performance
AGNCN vs. GSBD - Performance Comparison
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Returns By Period
In the year-to-date period, AGNCN achieves a 4.16% return, which is significantly higher than GSBD's 2.10% return.
AGNCN
- 1D
- 0.08%
- 1M
- -0.23%
- YTD
- 4.16%
- 6M
- 5.60%
- 1Y
- 10.38%
- 3Y*
- 11.43%
- 5Y*
- 9.30%
- 10Y*
- —
GSBD
- 1D
- 2.36%
- 1M
- -9.98%
- YTD
- 2.10%
- 6M
- -3.16%
- 1Y
- -4.84%
- 3Y*
- 1.36%
- 5Y*
- -2.85%
- 10Y*
- 3.35%
AGNCN vs. GSBD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNCN AGNC Investment Corp. | 4.16% | 7.77% | 15.21% | 9.13% | 6.33% | 7.91% | 6.01% | 9.80% | 5.20% | 6.32% |
GSBD Goldman Sachs BDC, Inc. | 2.10% | -8.81% | -6.24% | 20.97% | -20.13% | 10.85% | 0.71% | 26.36% | -9.44% | 2.53% |
Correlation
The correlation between AGNCN and GSBD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2017 | 0.16 |
Fundamentals
AGNCN:
$28.87B
GSBD:
$1.03B
AGNCN:
$1.33
GSBD:
$0.98
AGNCN:
19.32
GSBD:
9.31
AGNCN:
0.05
GSBD:
0.21
AGNCN:
11.86
GSBD:
3.65
AGNCN:
2.83
GSBD:
0.75
AGNCN:
$2.33B
GSBD:
$286.69M
AGNCN:
$2.30B
GSBD:
$141.38M
AGNCN:
$3.72B
GSBD:
$164.11M
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Return for Risk
AGNCN vs. GSBD — Risk / Return Rank
AGNCN
GSBD
AGNCN vs. GSBD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCN) and Goldman Sachs BDC, Inc. (GSBD). 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.
| AGNCN | GSBD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.98 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | -0.26 | +4.17 |
| Martin ratioReturn relative to average drawdown | 15.04 | -0.40 | +15.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGNCN | GSBD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | -0.24 | +2.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | -0.15 | +1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.13 | +0.26 |
Drawdowns
AGNCN vs. GSBD - Drawdown Comparison
The maximum AGNCN drawdown since its inception was -53.34%, smaller than the maximum GSBD drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for AGNCN and GSBD.
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Drawdown Indicators
| AGNCN | GSBD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.34% | -62.67% | +9.33% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -18.41% | +15.74% |
Max Drawdown (3Y)Largest decline over 3 years | -7.17% | -29.59% | +22.42% |
Max Drawdown (5Y)Largest decline over 5 years | -13.62% | -29.59% | +15.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.67% | — |
Current DrawdownCurrent decline from peak | -0.69% | -22.67% | +21.98% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -11.70% | +9.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 12.06% | -11.37% |
Volatility
AGNCN vs. GSBD - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNCN) is 1.05%, while Goldman Sachs BDC, Inc. (GSBD) has a volatility of 9.62%. This indicates that AGNCN experiences smaller price fluctuations and is considered to be less risky than GSBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNCN | GSBD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 9.62% | -8.57% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 16.42% | -13.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.07% | 20.28% | -15.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.51% | 19.23% | -9.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.94% | 30.99% | -8.05% |
Dividends
AGNCN vs. GSBD - Dividend Comparison
AGNCN's dividend yield for the trailing twelve months is around 9.27%, less than GSBD's 18.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCN AGNC Investment Corp. | 9.27% | 9.60% | 10.37% | 10.57% | 7.47% | 6.81% | 6.87% | 6.74% | 6.92% | 2.70% | 0.00% | 0.00% |
GSBD Goldman Sachs BDC, Inc. | 18.66% | 20.26% | 14.88% | 12.29% | 13.12% | 10.18% | 9.41% | 8.46% | 9.79% | 8.12% | 7.65% | 9.47% |
Financials
AGNCN vs. GSBD - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Goldman Sachs BDC, Inc.. 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
Frequently Asked Questions
AGNCN and GSBD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSBD has higher volatility (9.62%) compared to AGNCN (1.05%). In terms of maximum drawdown, AGNCN dropped -53.34% vs GSBD's -62.67%.
AGNCN currently has the higher Sharpe Ratio (2.06 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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