NEHI vs. AGNC

Last updated Aug 4, 2026

NEHI (NEOS Ethereum High Income ETF) is Cryptocurrency fund actively managed by Neos, while AGNC (AGNC Investment Corp.) is a stock. Their 0.31 correlation means their historical movements had little consistent relationship.

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 -34.62% return, which is significantly lower than AGNC's 7.24% return.

NEHI

• 1D: 0.34%
• 1M: 9.03%
• 6M: -18.71%
• YTD: -34.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

AGNC

• 1D: -0.19%
• 1M: -2.20%
• 6M: 1.89%
• YTD: 7.24%
• 1Y: 28.68%
• 3Y*: 18.62%
• 5Y*: 6.17%
• 10Y*: 6.26%
• ALL TIME*: 11.51%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AGNC AGNC Investment Corp.	$252.81M	$216.96M	$178.44M
NEHI NEOS Ethereum High Income ETF	$1.32M	$1.23M	$2.12M

NEHI vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025
NEHI NEOS Ethereum High Income ETF	-34.62%	-1.24%
AGNC AGNC Investment Corp.	7.24%	3.64%

Correlation

The correlation between NEHI and AGNC is 0.31, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025	0.31

Return for Risk

NEHI vs. AGNC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NEHI

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

AGNC

AGNC Risk / Return Rank: 78
AGNC Sharpe Ratio Rank: 83
AGNC Sortino Ratio Rank: 79
AGNC Omega Ratio Rank: 77
AGNC Calmar Ratio Rank: 74
AGNC Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	NEHI	AGNC	Difference
Sharpe ratio: Return per unit of total volatility	—	1.40	—
Sortino ratio: Return per unit of downside risk	—	1.98	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	1.54	—
Martin ratio: Return relative to average drawdown	—	4.24	—

Drawdowns

NEHI vs. AGNC - Drawdown Comparison

The maximum NEHI drawdown since its inception was -50.12%, 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	-50.12%	-54.56%	+4.44%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.71%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-30.48%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-50.28%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-54.56%	—
Current Drawdown Current decline from peak	-41.52%	-5.88%	-35.64%
Average Drawdown Average peak-to-trough decline	-29.67%	-13.50%	-16.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.78%	—

Volatility

Volatility by Period

	NEHI	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.16%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	56.49%	20.62%	+35.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.49%	25.82%	+30.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.49%	25.50%	+30.99%

Dividends

NEHI vs. AGNC - Dividend Comparison

NEHI's dividend yield for the trailing twelve months is around 30.56%, more than AGNC's 13.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGNC AGNC Investment Corp.	13.53%	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	30.56%	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 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.