GSBD vs. AGNCN
GSBD (Goldman Sachs BDC, Inc.) and AGNCN (AGNC Investment Corp.) are both stocks. GSBD operates in Credit Services (Financial Services), while AGNCN operates in REIT - Mortgage (Real Estate). Over the past 5 years, GSBD returned -2.74%/yr vs 9.32%/yr for AGNCN. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
GSBD vs. AGNCN - Performance Comparison
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Returns By Period
In the year-to-date period, GSBD achieves a -0.22% return, which is significantly lower than AGNCN's 6.99% return.
GSBD
- 1D
- -0.58%
- 1M
- -10.13%
- 6M
- -1.70%
- YTD
- -0.22%
- 1Y
- -8.58%
- 3Y*
- -2.12%
- 5Y*
- -2.74%
- 10Y*
- 2.74%
- ALL TIME*
- 3.86%
AGNCN
- 1D
- 0.51%
- 1M
- 1.79%
- 6M
- 5.66%
- YTD
- 6.99%
- 1Y
- 10.16%
- 3Y*
- 10.74%
- 5Y*
- 9.32%
- 10Y*
- —
- ALL TIME*
- 9.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $583.47K | $585.65K | $642.90K | |
| $6.44M | $8.07M | $9.68M |
GSBD vs. AGNCN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSBD Goldman Sachs BDC, Inc. | -0.22% | -8.81% | -6.24% | 20.97% | -20.13% | 10.85% | 0.71% | 26.36% | -9.44% | 2.85% |
AGNCN AGNC Investment Corp. | 6.99% | 7.77% | 15.21% | 9.13% | 6.33% | 7.91% | 6.01% | 9.80% | 5.20% | 6.53% |
Correlation
The correlation between GSBD and AGNCN is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2017 | 0.15 |
Fundamentals
GSBD:
$969.22M
AGNCN:
$8.87B
GSBD:
$0.99
AGNCN:
$2.00
GSBD:
8.74
AGNCN:
12.89
GSBD:
0.19
AGNCN:
0.03
GSBD:
3.43
AGNCN:
9.28
GSBD:
0.71
AGNCN:
2.84
GSBD:
$286.69M
AGNCN:
$3.09B
GSBD:
$141.38M
AGNCN:
$2.34B
GSBD:
$164.11M
AGNCN:
$3.91B
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Return for Risk
GSBD vs. AGNCN — Risk / Return Rank
GSBD
AGNCN
GSBD vs. AGNCN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and AGNC Investment Corp. (AGNCN). 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.
| GSBD | AGNCN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.48 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.40 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 3.56 | -4.22 |
| Martin ratioReturn relative to average drawdown | -1.02 | 13.45 | -14.46 |
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Drawdowns
GSBD vs. AGNCN - Drawdown Comparison
The maximum GSBD drawdown since its inception was -62.67%, which is greater than AGNCN's maximum drawdown of -53.34%. Use the drawdown chart below to compare losses from any high point for GSBD and AGNCN.
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Drawdown Indicators
| GSBD | AGNCN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -53.34% | -9.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -2.67% | -12.56% |
Max Drawdown (3Y)Largest decline over 3 years | -29.59% | -7.17% | -22.42% |
Max Drawdown (5Y)Largest decline over 5 years | -29.59% | -12.43% | -17.16% |
Max Drawdown (10Y)Largest decline over 10 years | -62.67% | — | — |
Current DrawdownCurrent decline from peak | -24.42% | 0.00% | -24.42% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -2.21% | -9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.91% | 0.71% | +9.20% |
Volatility
GSBD vs. AGNCN - Volatility Comparison
Goldman Sachs BDC, Inc. (GSBD) has a higher volatility of 8.79% compared to AGNC Investment Corp. (AGNCN) at 0.91%. This indicates that GSBD's price experiences larger fluctuations and is considered to be riskier than AGNCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSBD | AGNCN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 0.91% | +7.88% |
Volatility (6M)Calculated over the trailing 6-month period | 18.52% | 3.25% | +15.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.12% | 4.76% | +17.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.71% | 9.21% | +10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.17% | 22.75% | +8.42% |
Dividends
GSBD vs. AGNCN - Dividend Comparison
GSBD's dividend yield for the trailing twelve months is around 17.89%, more than AGNCN's 9.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCN AGNC Investment Corp. | 9.09% | 9.60% | 10.37% | 10.57% | 7.47% | 6.81% | 6.87% | 6.74% | 6.92% | 2.70% | 0.00% | 0.00% |
GSBD Goldman Sachs BDC, Inc. | 17.89% | 20.26% | 14.88% | 12.29% | 13.12% | 10.18% | 9.41% | 8.46% | 9.79% | 8.12% | 7.65% | 9.47% |
Financials
GSBD vs. AGNCN - Financials Comparison
This section allows you to compare key financial metrics between Goldman Sachs BDC, Inc. 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
GSBD and AGNCN have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSBD has higher volatility (8.79%) compared to AGNCN (0.91%). In terms of maximum drawdown, GSBD dropped -62.67% vs AGNCN's -53.34%.
AGNCN currently has the higher Sharpe Ratio (2.00 vs -0.46), 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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