JRS vs. AGNC
JRS (Nuveen Real Estate Income Fund) and AGNC (AGNC Investment Corp.) are both stocks. JRS operates in Asset Management (Financial Services), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 10 years, JRS returned 5.21%/yr vs 6.25%/yr for AGNC. At a 0.40 correlation, their price movements are largely independent.
Performance
JRS vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, JRS achieves a 8.92% return, which is significantly higher than AGNC's -0.32% return. Over the past 10 years, JRS has underperformed AGNC with an annualized return of 5.21%, while AGNC has yielded a comparatively higher 6.25% annualized return.
JRS
- 1D
- -0.97%
- 1M
- -1.33%
- YTD
- 8.92%
- 6M
- 11.06%
- 1Y
- 11.60%
- 3Y*
- 12.77%
- 5Y*
- 1.86%
- 10Y*
- 5.21%
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%
JRS vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRS Nuveen Real Estate Income Fund | 8.92% | -3.38% | 19.74% | 13.42% | -35.61% | 62.86% | -12.66% | 34.92% | -18.07% | 14.38% |
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 JRS and AGNC is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 16, 2008 | 0.40 |
The correlation between JRS and AGNC shifts across timeframes, from 0.40 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JRS:
$235.76M
AGNC:
$11.35B
JRS:
$0.73
AGNC:
$1.33
JRS:
11.23
AGNC:
7.60
JRS:
0.34
AGNC:
0.02
JRS:
6.03
AGNC:
4.66
JRS:
0.99
AGNC:
1.11
JRS:
$39.07M
AGNC:
$2.33B
JRS:
$34.33M
AGNC:
$2.30B
JRS:
$39.91M
AGNC:
$3.72B
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Return for Risk
JRS vs. AGNC — Risk / Return Rank
JRS
AGNC
JRS vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Income Fund (JRS) 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.
| JRS | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.48 | -0.43 |
| Martin ratioReturn relative to average drawdown | 3.40 | 4.39 | -0.99 |
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
| JRS | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.43 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.06 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.25 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.42 | -0.19 |
Drawdowns
JRS vs. AGNC - Drawdown Comparison
The maximum JRS drawdown since its inception was -87.80%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for JRS and AGNC.
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Drawdown Indicators
| JRS | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.80% | -54.56% | -33.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -18.71% | +7.61% |
Max Drawdown (3Y)Largest decline over 3 years | -25.33% | -31.04% | +5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -45.57% | -54.36% | +8.79% |
Max Drawdown (10Y)Largest decline over 10 years | -54.64% | -54.56% | -0.08% |
Current DrawdownCurrent decline from peak | -7.97% | -12.19% | +4.22% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -13.56% | -5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 6.30% | -2.88% |
Volatility
JRS vs. AGNC - Volatility Comparison
The current volatility for Nuveen Real Estate Income Fund (JRS) is 4.24%, while AGNC Investment Corp. (AGNC) has a volatility of 4.92%. This indicates that JRS experiences smaller price fluctuations and is considered to be less risky 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
| JRS | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.92% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 15.96% | -5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 19.38% | -5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.90% | 25.82% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.31% | 25.39% | -1.08% |
Dividends
JRS vs. AGNC - Dividend Comparison
JRS's dividend yield for the trailing twelve months is around 8.33%, 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% |
JRS Nuveen Real Estate Income Fund | 8.33% | 8.88% | 7.88% | 8.70% | 11.06% | 5.93% | 9.00% | 7.16% | 9.99% | 8.88% | 9.10% | 9.04% |
Financials
JRS vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Nuveen Real Estate Income Fund 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
JRS and AGNC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNC has higher volatility (4.92%) compared to JRS (4.24%). In terms of maximum drawdown, JRS dropped -87.80% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.43 vs 0.82), 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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