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CRF vs. AGNC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

CRF vs. AGNC

Last updated May 12, 2025

Compare and contrast key facts about Cornerstone Total Return Fund, Inc. (CRF) and AGNC Investment Corp. (AGNC).

CRF is managed by Cornerstone. It was launched on Jan 2, 1990.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRF or AGNC.

Correlation

The correlation between CRF and AGNC is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

CRF vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cornerstone Total Return Fund, Inc. (CRF) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

CRF:

28.25%

AGNC:

21.31%

Max Drawdown

CRF:

-2.05%

AGNC:

-1.01%

Current Drawdown

CRF:

-0.88%

AGNC:

-1.01%

Returns By Period

CRF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AGNC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CRF vs. AGNC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CRF
The Risk-Adjusted Performance Rank of CRF is 3535
Overall Rank
The Sharpe Ratio Rank of CRF is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of CRF is 3535
Sortino Ratio Rank
The Omega Ratio Rank of CRF is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CRF is 3636
Calmar Ratio Rank
The Martin Ratio Rank of CRF is 3131
Martin Ratio Rank
AGNC
The Risk-Adjusted Performance Rank of AGNC is 6060
Overall Rank
The Sharpe Ratio Rank of AGNC is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of AGNC is 5454
Omega Ratio Rank
The Calmar Ratio Rank of AGNC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of AGNC is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRF vs. AGNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone Total Return Fund, Inc. (CRF) 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.

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Dividends

CRF vs. AGNC - Dividend Comparison

CRF's dividend yield for the trailing twelve months is around 19.15%, more than AGNC's 16.38% yield.

TTM20242023202220212020201920182017201620152014
CRF
Cornerstone Total Return Fund, Inc.		19.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGNC
AGNC Investment Corp.		16.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CRF vs. AGNC - Drawdown Comparison

The maximum CRF drawdown since its inception was -2.05%, which is greater than AGNC's maximum drawdown of -1.01%. Use the drawdown chart below to compare losses from any high point for CRF and AGNC. For additional features, visit the drawdowns tool.

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Volatility

CRF vs. AGNC - Volatility Comparison

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