NEHI vs. AGNC

Last updated Jun 5, 2026

NEHI (NEOS Ethereum High Income ETF) is Cryptocurrency fund actively managed by Neos, while AGNC (AGNC Investment Corp.) is a stock. At a 0.30 correlation, their price movements are largely independent.

Performance

NEHI vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Ethereum High Income ETF (NEHI) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NEHI achieves a -36.78% return, which is significantly lower than AGNC's 1.46% return.

NEHI

• 1D: -1.50%
• 1M: -23.11%
• YTD: -36.78%
• 6M: -38.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AGNC

• 1D: 1.18%
• 1M: -2.91%
• YTD: 1.46%
• 6M: 4.85%
• 1Y: 30.97%
• 3Y*: 19.07%
• 5Y*: 1.79%
• 10Y*: 6.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NEHI vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025
NEHI NEOS Ethereum High Income ETF	-36.78%	-3.02%
AGNC AGNC Investment Corp.	1.46%	3.64%

Correlation

The correlation between NEHI and AGNC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 4, 2025	0.31

Return for Risk

NEHI vs. AGNC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGNC

AGNC Risk / Return Rank: 77
AGNC Sharpe Ratio Rank: 83
AGNC Sortino Ratio Rank: 79
AGNC Omega Ratio Rank: 77
AGNC Calmar Ratio Rank: 71
AGNC Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NEHI vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Ethereum High Income ETF (NEHI) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	NEHI	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.61	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.07	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.10	0.43	-1.53

Drawdowns

NEHI vs. AGNC - Drawdown Comparison

The maximum NEHI drawdown since its inception was -43.46%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for NEHI and AGNC.

Drawdown Indicators

	NEHI	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-43.46%	-54.56%	+11.10%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.71%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-31.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-54.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-54.56%	—
Current Drawdown Current decline from peak	-43.46%	-10.63%	-32.83%
Average Drawdown Average peak-to-trough decline	-25.23%	-13.56%	-11.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.20%	—

Volatility

Volatility by Period

	NEHI	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.90%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.90%	—
Volatility (1Y) Calculated over the trailing 1-year period	57.19%	19.31%	+37.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.19%	25.82%	+31.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.19%	25.38%	+31.81%

Dividends

NEHI vs. AGNC - Dividend Comparison

NEHI's dividend yield for the trailing twelve months is around 24.72%, more than AGNC's 13.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNC AGNC Investment Corp.	13.99%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%
NEHI NEOS Ethereum High Income ETF	24.72%	2.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NEHI and AGNC in my portfolio?

NEHI and AGNC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.