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AGNCN vs. JEPQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

AGNCN vs. JEPQ - Performance Comparison

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

35.00%40.00%45.00%50.00%55.00%OctoberNovemberDecember2025FebruaryMarch
42.57%
38.43%
AGNCN
JEPQ

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Risk-Adjusted Performance

AGNCN vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCN) and undefined (undefined). 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 2.08, compared to the broader market-3.00-2.00-1.000.001.002.003.002.080.51
The chart of Sortino ratio for AGNCN, currently valued at 3.40, compared to the broader market-4.00-2.000.002.004.003.400.74
The chart of Omega ratio for AGNCN, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.11
The chart of Calmar ratio for AGNCN, currently valued at 7.85, compared to the broader market0.001.002.003.004.005.007.850.68
The chart of Martin ratio for AGNCN, currently valued at 18.20, compared to the broader market0.005.0010.0015.0020.0018.202.50
AGNCN
JEPQ


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
2.08
0.51
AGNCN
JEPQ

Drawdowns

AGNCN vs. JEPQ - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch0
-10.73%
AGNCN
JEPQ

Volatility

AGNCN vs. JEPQ - Volatility Comparison

The current volatility for AGNC Investment Corp. (AGNCN) is 1.35%, while undefined (JEPQ) has a volatility of 6.20%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
1.35%
6.20%
AGNCN
JEPQ
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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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