GSBD vs. AGNCN
Compare and contrast key facts about Goldman Sachs BDC, Inc. (GSBD) and AGNC Investment Corp. (AGNCN).
Performance
GSBD vs. AGNCN - Performance Comparison
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GSBD vs. AGNCN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSBD Goldman Sachs BDC, Inc. | -1.82% | -8.81% | -6.24% | 20.97% | -20.13% | 10.85% | 0.71% | 26.36% | -9.44% | 2.53% |
AGNCN AGNC Investment Corp. | 0.60% | 7.77% | 15.21% | 9.13% | 6.33% | 7.91% | 6.01% | 9.80% | 5.20% | 6.32% |
Fundamentals
GSBD:
$1.15
AGNCN:
$1.58
GSBD:
7.62
AGNCN:
15.71
GSBD:
0.17
AGNCN:
0.04
GSBD:
3.48
AGNCN:
13.67
GSBD:
$291.45M
AGNCN:
$1.92B
GSBD:
$180.94M
AGNCN:
$1.92B
GSBD:
$173.42M
AGNCN:
$4.52B
Returns By Period
In the year-to-date period, GSBD achieves a -1.82% return, which is significantly lower than AGNCN's 0.60% return.
GSBD
- 1D
- -1.35%
- 1M
- -0.54%
- YTD
- -1.82%
- 6M
- -5.29%
- 1Y
- -10.85%
- 3Y*
- -0.40%
- 5Y*
- -3.21%
- 10Y*
- 3.01%
AGNCN
- 1D
- 0.96%
- 1M
- -0.47%
- YTD
- 0.60%
- 6M
- 1.58%
- 1Y
- 7.02%
- 3Y*
- 12.59%
- 5Y*
- 8.92%
- 10Y*
- —
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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.
| GSBD | AGNCN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.51 | 0.99 | -1.50 |
Sortino ratioReturn per unit of downside risk | -0.58 | 1.42 | -2.01 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.21 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.57 | 1.50 | -2.07 |
Martin ratioReturn relative to average drawdown | -0.92 | 7.49 | -8.41 |
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
| GSBD | AGNCN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.51 | 0.99 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.94 | -1.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.37 | -0.25 |
Correlation
The correlation between GSBD and AGNCN is 0.16, 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.
Dividends
GSBD vs. AGNCN - Dividend Comparison
GSBD's dividend yield for the trailing twelve months is around 19.98%, more than AGNCN's 9.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSBD Goldman Sachs BDC, Inc. | 19.98% | 20.26% | 14.88% | 12.29% | 13.12% | 10.18% | 9.41% | 8.46% | 9.79% | 8.12% | 7.65% | 9.47% |
AGNCN AGNC Investment Corp. | 9.60% | 9.60% | 10.37% | 10.57% | 7.47% | 6.81% | 6.87% | 6.74% | 6.92% | 2.70% | 0.00% | 0.00% |
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 | -18.41% | -4.79% | -13.62% |
Max Drawdown (5Y)Largest decline over 5 years | -29.59% | -13.62% | -15.97% |
Max Drawdown (10Y)Largest decline over 10 years | -62.67% | — | — |
Current DrawdownCurrent decline from peak | -25.64% | -1.62% | -24.02% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -2.28% | -9.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.40% | 0.96% | +10.44% |
Volatility
GSBD vs. AGNCN - Volatility Comparison
Goldman Sachs BDC, Inc. (GSBD) has a higher volatility of 6.26% compared to AGNC Investment Corp. (AGNCN) at 1.84%. 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 | 6.26% | 1.84% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.37% | 3.45% | +9.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 7.10% | +14.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 9.54% | +9.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.75% | 23.17% | +7.58% |
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