ASG vs. AGNC
ASG (Liberty All-Star Growth) and AGNC (AGNC Investment Corp.) are both stocks. ASG operates in Asset Management (Financial Services), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 10 years, ASG returned 11.55%/yr vs 6.25%/yr for AGNC. At a 0.37 correlation, their price movements are largely independent.
Performance
ASG vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, ASG achieves a 2.87% return, which is significantly higher than AGNC's -0.32% return. Over the past 10 years, ASG has outperformed AGNC with an annualized return of 11.55%, while AGNC has yielded a comparatively lower 6.25% annualized return.
ASG
- 1D
- 0.38%
- 1M
- -0.76%
- YTD
- 2.87%
- 6M
- 2.29%
- 1Y
- 7.09%
- 3Y*
- 8.85%
- 5Y*
- -1.18%
- 10Y*
- 11.55%
AGNC
- 1D
- -0.59%
- 1M
- -5.84%
- YTD
- -0.32%
- 6M
- 3.01%
- 1Y
- 27.55%
- 3Y*
- 17.15%
- 5Y*
- 1.42%
- 10Y*
- 6.25%
ASG vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASG Liberty All-Star Growth | 2.87% | 2.21% | 16.78% | 16.23% | -40.91% | 22.60% | 37.99% | 60.54% | -14.35% | 44.64% |
AGNC AGNC Investment Corp. | -0.32% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between ASG and AGNC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 16, 2008 | 0.37 |
The correlation between ASG and AGNC shifts across timeframes, from 0.37 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ASG:
$328.14M
AGNC:
$11.35B
ASG:
$1.04
AGNC:
$1.33
ASG:
5.03
AGNC:
7.60
ASG:
4.83
AGNC:
4.66
ASG:
0.89
AGNC:
1.11
ASG:
$67.50M
AGNC:
$2.33B
ASG:
$57.76M
AGNC:
$2.30B
ASG:
$61.00M
AGNC:
$3.72B
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Return for Risk
ASG vs. AGNC — Risk / Return Rank
ASG
AGNC
ASG vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Growth (ASG) and AGNC Investment Corp. (AGNC). 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.
| ASG | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.48 | -1.03 |
| Martin ratioReturn relative to average drawdown | 1.68 | 4.39 | -2.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASG | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.43 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.06 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.25 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.42 | -0.21 |
Drawdowns
ASG vs. AGNC - Drawdown Comparison
The maximum ASG drawdown since its inception was -66.77%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ASG and AGNC.
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Drawdown Indicators
| ASG | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.77% | -54.56% | -12.21% |
Max Drawdown (1Y)Largest decline over 1 year | -15.77% | -18.71% | +2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -25.25% | -31.04% | +5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -45.91% | -54.36% | +8.45% |
Max Drawdown (10Y)Largest decline over 10 years | -45.91% | -54.56% | +8.65% |
Current DrawdownCurrent decline from peak | -20.05% | -12.19% | -7.86% |
Average DrawdownAverage peak-to-trough decline | -17.61% | -13.56% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 6.30% | -2.07% |
Volatility
ASG vs. AGNC - Volatility Comparison
Liberty All-Star Growth (ASG) has a higher volatility of 5.68% compared to AGNC Investment Corp. (AGNC) at 4.92%. This indicates that ASG's price experiences larger fluctuations and is considered to be riskier than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASG | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 4.92% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.94% | 15.96% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.79% | 19.38% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.87% | 25.82% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.09% | 25.39% | -0.30% |
Dividends
ASG vs. AGNC - Dividend Comparison
ASG's dividend yield for the trailing twelve months is around 9.00%, less than AGNC's 14.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 14.24% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
ASG Liberty All-Star Growth | 9.00% | 8.68% | 8.32% | 8.14% | 10.14% | 11.33% | 7.68% | 7.08% | 10.48% | 7.58% | 8.61% | 16.81% |
Financials
ASG vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Liberty All-Star Growth and AGNC Investment Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ASG and AGNC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASG has higher volatility (5.68%) compared to AGNC (4.92%). In terms of maximum drawdown, ASG dropped -66.77% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.43 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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