BTT vs. AGNCM
BTT (Blackrock Municipal 2030 Target Term Trust) and AGNCM (AGNC Investment Corp.) are both stocks. BTT operates in Asset Management (Financial Services), while AGNCM operates in REIT - Mortgage (Real Estate). Over the past 5 years, BTT returned 0.01%/yr vs 7.66%/yr for AGNCM. At a 0.16 correlation, their price movements are largely independent.
Performance
BTT vs. AGNCM - Performance Comparison
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Returns By Period
In the year-to-date period, BTT achieves a 0.30% return, which is significantly lower than AGNCM's 4.44% return.
BTT
- 1D
- -0.26%
- 1M
- -0.02%
- YTD
- 0.30%
- 6M
- 2.27%
- 1Y
- 7.44%
- 3Y*
- 5.65%
- 5Y*
- 0.01%
- 10Y*
- 2.62%
AGNCM
- 1D
- -0.44%
- 1M
- 0.72%
- YTD
- 4.44%
- 6M
- 4.61%
- 1Y
- 9.55%
- 3Y*
- 13.08%
- 5Y*
- 7.66%
- 10Y*
- —
BTT vs. AGNCM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BTT Blackrock Municipal 2030 Target Term Trust | 0.30% | 13.71% | 1.64% | 0.76% | -15.16% | 3.94% | 9.51% | 13.05% |
AGNCM AGNC Investment Corp. | 4.44% | 5.19% | 18.72% | 27.86% | -16.44% | 10.76% | 4.22% | 10.14% |
Correlation
The correlation between BTT and AGNCM is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.16 |
Fundamentals
BTT:
$1.44B
AGNCM:
$28.13B
BTT:
$1.87
AGNCM:
$1.33
BTT:
12.10
AGNCM:
18.83
BTT:
8.53
AGNCM:
11.56
BTT:
0.91
AGNCM:
2.75
BTT:
$166.87M
AGNCM:
$2.33B
BTT:
$151.85M
AGNCM:
$2.30B
BTT:
$103.66M
AGNCM:
$3.72B
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Return for Risk
BTT vs. AGNCM — Risk / Return Rank
BTT
AGNCM
BTT vs. AGNCM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock Municipal 2030 Target Term Trust (BTT) and AGNC Investment Corp. (AGNCM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BTT | AGNCM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.63 | +0.26 |
| Martin ratioReturn relative to average drawdown | 8.86 | 9.79 | -0.93 |
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Drawdowns
BTT vs. AGNCM - Drawdown Comparison
The maximum BTT drawdown since its inception was -30.71%, smaller than the maximum AGNCM drawdown of -55.99%. Use the drawdown chart below to compare losses from any high point for BTT and AGNCM.
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Drawdown Indicators
| BTT | AGNCM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.71% | -55.99% | +25.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -3.64% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -9.56% | -13.96% | +4.40% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -28.38% | +5.02% |
Max Drawdown (10Y)Largest decline over 10 years | -23.36% | — | — |
Current DrawdownCurrent decline from peak | -2.10% | -0.58% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -7.73% | -4.12% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.98% | -0.14% |
Volatility
BTT vs. AGNCM - Volatility Comparison
The current volatility for Blackrock Municipal 2030 Target Term Trust (BTT) is 1.22%, while AGNC Investment Corp. (AGNCM) has a volatility of 1.31%. This indicates that BTT experiences smaller price fluctuations and is considered to be less risky than AGNCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTT | AGNCM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 1.31% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 4.28% | 4.22% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.60% | 5.92% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 13.30% | -5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.72% | 26.45% | -16.73% |
Dividends
BTT vs. AGNCM - Dividend Comparison
BTT's dividend yield for the trailing twelve months is around 2.46%, less than AGNCM's 8.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCM AGNC Investment Corp. | 8.73% | 9.09% | 8.94% | 7.31% | 8.66% | 6.67% | 6.91% | 5.72% | 0.00% | 0.00% | 0.00% | 0.00% |
BTT Blackrock Municipal 2030 Target Term Trust | 2.46% | 2.44% | 2.70% | 3.11% | 3.50% | 2.89% | 2.92% | 3.10% | 3.93% | 4.08% | 4.40% | 4.46% |
Financials
BTT vs. AGNCM - Financials Comparison
This section allows you to compare key financial metrics between Blackrock Municipal 2030 Target Term Trust 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
BTT and AGNCM have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNCM has higher volatility (1.31%) compared to BTT (1.22%). In terms of maximum drawdown, BTT dropped -30.71% vs AGNCM's -55.99%.
AGNCM currently has the higher Sharpe Ratio (1.62 vs 1.34), 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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