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AGNCN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AGNCNVOO
YTD Return4.23%10.42%
1Y Return19.20%34.26%
3Y Return (Ann)8.67%11.43%
5Y Return (Ann)8.09%15.04%
Sharpe Ratio2.192.94
Daily Std Dev8.78%11.59%
Max Drawdown-53.34%-33.99%
Current Drawdown-0.15%-0.12%

Correlation

0.26
-1.001.00

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.


60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2024FebruaryMarch
69.98%
138.34%
AGNCN
VOO

Compare stocks, funds, or ETFs


AGNC Investment Corp.

Vanguard S&P 500 ETF

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AGNCN
AGNC Investment Corp.
2.19
VOO
Vanguard S&P 500 ETF
2.96

AGNCN vs. VOO - Sharpe Ratio Comparison

The current AGNCN Sharpe Ratio is 2.19, which roughly equals the VOO Sharpe Ratio of 2.96. The chart below compares the 12-month rolling Sharpe Ratio of AGNCN and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.19
2.96
AGNCN
VOO

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.


TTM20232022202120202019201820172016201520142013
AGNCN
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%
VOO
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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.15%
-0.12%
AGNCN
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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.26%
2.89%
AGNCN
VOO