AGNCN vs. JEPQ

In the year-to-date period, AGNCN achieves a 0.35% return, which is significantly higher than JEPQ's -6.90% return.

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This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCN) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

The current AGNCN Sharpe Ratio is 1.25, which is higher than the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of AGNCN and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AGNCN's dividend yield for the trailing twelve months is around 10.30%, less than JEPQ's 11.29% yield.

The maximum AGNCN drawdown since its inception was -53.34%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for AGNCN and JEPQ. For additional features, visit the drawdowns tool.

The current volatility for AGNC Investment Corp. (AGNCN) is 5.28%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 14.72%. This indicates that AGNCN experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.