AGNCN vs. ZROZ
Compare and contrast key facts about AGNC Investment Corp. (AGNCN) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ).
ZROZ is a passively managed fund by PIMCO that tracks the performance of the BofA Merrill Lynch Long Treasury Principal STRIPS Index. It was launched on Oct 30, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNCN or ZROZ.
Key characteristics
| AGNCN | ZROZ | |
|---|---|---|
| YTD Return | 5.86% | -14.30% |
| 1Y Return | 17.07% | -19.04% |
| 3Y Return (Ann) | 8.88% | -17.02% |
| 5Y Return (Ann) | 8.24% | -6.74% |
| Sharpe Ratio | 1.96 | -0.79 |
| Daily Std Dev | 8.27% | 25.48% |
| Max Drawdown | -53.34% | -62.93% |
| Current Drawdown | 0.00% | -57.81% |
Correlation
The correlation between AGNCN and ZROZ is 0.05, 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. ZROZ - Performance Comparison
In the year-to-date period, AGNCN achieves a 5.86% return, which is significantly higher than ZROZ's -14.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AGNCN vs. ZROZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNCN) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). 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.
Dividends
AGNCN vs. ZROZ - Dividend Comparison
AGNCN's dividend yield for the trailing twelve months is around 10.50%, more than ZROZ's 4.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCN AGNC Investment Corp. | 10.50% | 10.60% | 7.47% | 6.81% | 6.87% | 6.75% | 6.92% | 2.70% | 0.00% | 0.00% | 0.00% | 0.00% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 4.20% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.91% | 2.53% | 3.00% | 2.98% | 2.00% | 4.28% |
Drawdowns
AGNCN vs. ZROZ - Drawdown Comparison
The maximum AGNCN drawdown since its inception was -53.34%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for AGNCN and ZROZ. For additional features, visit the drawdowns tool.
Volatility
AGNCN vs. ZROZ - Volatility Comparison
The current volatility for AGNC Investment Corp. (AGNCN) is 1.61%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 6.10%. This indicates that AGNCN experiences smaller price fluctuations and is considered to be less risky than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.