AGNCN vs. VOO
Compare and contrast key facts about AGNC Investment Corp. (AGNCN) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNCN or VOO.
Key characteristics
AGNCN | VOO | |
---|---|---|
YTD Return | 4.23% | 10.42% |
1Y Return | 19.20% | 34.26% |
3Y Return (Ann) | 8.67% | 11.43% |
5Y Return (Ann) | 8.09% | 15.04% |
Sharpe Ratio | 2.19 | 2.94 |
Daily Std Dev | 8.78% | 11.59% |
Max Drawdown | -53.34% | -33.99% |
Current Drawdown | -0.15% | -0.12% |
Correlation
The correlation between AGNCN and VOO is 0.26, 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.
Performance
AGNCN vs. VOO - Performance Comparison
In the year-to-date period, AGNCN achieves a 4.23% return, which is significantly lower than VOO's 10.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
AGNCN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCN) and Vanguard S&P 500 ETF (VOO). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AGNC Investment Corp. | 2.19 | ||||
Vanguard S&P 500 ETF | 2.96 |
Dividends
AGNCN vs. VOO - Dividend Comparison
AGNCN's dividend yield for the trailing twelve months is around 12.78%, more than VOO's 1.33% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC Investment Corp. | 12.78% | 10.60% | 7.47% | 6.81% | 6.87% | 6.75% | 6.92% | 2.70% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 ETF | 1.33% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
AGNCN vs. VOO - Drawdown Comparison
The maximum AGNCN drawdown since its inception was -53.34%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for AGNCN and VOO
Volatility
AGNCN vs. VOO - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNCN) is 1.26%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.89%. This indicates that AGNCN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.