LNC vs. AGNC
LNC (Lincoln National Corporation) and AGNC (AGNC Investment Corp.) are both stocks. LNC operates in Insurance - Life (Financial Services), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 10 years, LNC returned 2.50%/yr vs 6.33%/yr for AGNC. At a 0.34 correlation, their price movements are largely independent.
Performance
LNC vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, LNC achieves a -14.56% return, which is significantly lower than AGNC's 2.35% return. Over the past 10 years, LNC has underperformed AGNC with an annualized return of 2.50%, while AGNC has yielded a comparatively higher 6.33% annualized return.
LNC
- 1D
- -0.59%
- 1M
- 4.76%
- YTD
- -14.56%
- 6M
- -17.67%
- 1Y
- 17.55%
- 3Y*
- 21.93%
- 5Y*
- -4.22%
- 10Y*
- 2.50%
AGNC
- 1D
- 0.78%
- 1M
- 2.43%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 28.97%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
LNC vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LNC Lincoln National Corporation | -14.56% | 48.02% | 24.78% | -5.55% | -53.53% | 39.49% | -11.08% | 17.95% | -31.98% | 17.98% |
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between LNC and AGNC is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.34 |
The correlation between LNC and AGNC shifts across timeframes, from 0.28 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LNC:
$12.09
AGNC:
$1.33
LNC:
3.08
AGNC:
7.80
LNC:
0.02
AGNC:
0.02
LNC:
0.28
AGNC:
4.79
LNC:
$18.88B
AGNC:
$2.33B
LNC:
$3.21B
AGNC:
$2.30B
LNC:
$2.45B
AGNC:
$3.72B
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Return for Risk
LNC vs. AGNC — Risk / Return Rank
LNC
AGNC
LNC vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lincoln National Corporation (LNC) 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.
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.
| LNC | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.26 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.56 | -0.95 |
| Martin ratioReturn relative to average drawdown | 1.27 | 4.44 | -3.17 |
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Drawdowns
LNC vs. AGNC - Drawdown Comparison
The maximum LNC drawdown since its inception was -92.87%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for LNC and AGNC.
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Drawdown Indicators
| LNC | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.87% | -54.56% | -38.31% |
Max Drawdown (1Y)Largest decline over 1 year | -29.13% | -18.71% | -10.42% |
Max Drawdown (3Y)Largest decline over 3 years | -29.13% | -31.04% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -73.14% | -50.65% | -22.49% |
Max Drawdown (10Y)Largest decline over 10 years | -79.19% | -54.56% | -24.63% |
Current DrawdownCurrent decline from peak | -38.58% | -9.85% | -28.73% |
Average DrawdownAverage peak-to-trough decline | -25.05% | -13.56% | -11.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.84% | 6.54% | +7.30% |
Volatility
LNC vs. AGNC - Volatility Comparison
Lincoln National Corporation (LNC) has a higher volatility of 7.69% compared to AGNC Investment Corp. (AGNC) at 5.55%. This indicates that LNC's price experiences larger fluctuations and is considered to be riskier 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
| LNC | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 5.55% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 24.95% | 16.28% | +8.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.33% | 19.58% | +13.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.85% | 25.74% | +17.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.75% | 25.41% | +21.34% |
Dividends
LNC vs. AGNC - Dividend Comparison
LNC's dividend yield for the trailing twelve months is around 4.84%, less than AGNC's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
LNC Lincoln National Corporation | 4.84% | 4.04% | 5.68% | 6.67% | 5.86% | 2.46% | 3.18% | 2.51% | 2.57% | 1.51% | 1.51% | 1.59% |
Financials
LNC vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Lincoln National Corporation 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
LNC and AGNC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LNC has higher volatility (7.69%) compared to AGNC (5.55%). In terms of maximum drawdown, LNC dropped -92.87% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.49 vs 0.53), 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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