AGNC Investment Corp.

10-Year Study

AGNCP.US · Real Estate · US · Preferred Stock

Executive Summary: AGNC Investment Corp. has compounded at 7.3% annually over the last 10 years, with a maximum drawdown of 25.7% and an annualized volatility of 20.1%.

1Y CAGR
+6.9%
3Y CAGR
+14.0%
5Y CAGR
+6.6%
10Y CAGR
+7.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.27
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +21.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.4-0.7-4.93.2————————-0.2%
20250.42.10.1-0.7-0.01.73.9-1.30.80.4-0.21.18.4%
20246.11.8-0.71.73.00.31.30.41.62.5-0.82.020.6%
202312.00.1-8.04.70.04.61.22.80.8-7.67.92.721.4%
2022-2.9-4.61.3-0.9-3.1-8.110.3-3.7-8.5-3.410.6-4.4-17.8%
20210.5-2.52.71.54.71.21.40.70.20.4-1.93.212.5%
2020——-25.722.6-1.7-2.27.22.4-0.1-2.13.08.95.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 42.5% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-02-0110000
2020-03-017430.240471869328
2020-04-019108.880318612624
2020-05-018949.826073805201
2020-06-018757.372958257713
2020-07-019384.07441016334
2020-08-019605.830308529945
2020-09-019592.218693284936
2020-10-019388.422565033274
2020-11-019670.296430732002
2020-12-0110527.57612421859
2021-01-0110576.035995160315
2021-02-0110316.028937285744
2021-03-0110595.760233918129
2021-04-0110757.020064529139
2021-05-0111258.570276265376
2021-06-0111392.795926598104
2021-07-0111551.976204880017
2021-08-0111629.297741480137
2021-09-0111654.252369429321
2021-10-0111695.780399274046
2021-11-0111469.550312563017
2021-12-0111841.979229683404
2022-01-0111499.798346440815
2022-02-0110974.74289171204
2022-03-0111116.59356725146
2022-04-0111016.586005242993
2022-05-0110673.459870941722
2022-06-019807.924984875983
2022-07-0110822.683504738858
2022-08-0110419.691470054446
2022-09-019538.150332728372
2022-10-019211.282516636418
2022-11-0110186.907642669894
2022-12-019735.329703569269
2023-01-0110906.810848961484
2023-02-0110921.934865900384
2023-03-0110046.506352087115
2023-04-0110520.266182698126
2023-05-0110525.433555152249
2023-06-0111010.788465416415
2023-07-0111141.926295624118
2023-08-0111451.401492236337
2023-09-0111546.745815688646
2023-10-0110671.254285138135
2023-11-0111509.376890502117
2023-12-0111819.986388384756
2024-01-0112542.410264166165
2024-02-0112770.530852994554
2024-03-0112675.69066344021
2024-04-0112896.501310748134
2024-05-0113277.437487396654
2024-06-0113321.612220205687
2024-07-0113491.505343819319
2024-08-0113541.981750352894
2024-09-0113755.104355716878
2024-10-0114104.343113530955
2024-11-0113984.674329501917
2024-12-0114260.18350473886
2025-01-0114312.298346440815
2025-02-0114607.468743698326
2025-03-0114619.000806614235
2025-04-0114520.757713248637
2025-05-0114514.897156684816
2025-06-0114755.810143174029
2025-07-0115328.947368421052
2025-08-0115136.431236136319
2025-09-0115256.73018753781
2025-10-0115313.823351482155
2025-11-0115289.183807219199
2025-12-0115464.307320024198
2026-01-0115829.804396047592
2026-02-0115722.675942730388
2026-03-0114954.249848759831
2026-04-0115426.497277676952
Annual Return Matrix
YearAnnual Return
20210.12485334610319643
2022-0.1778967421960641
20230.21413313655429556
20240.20644669428317042
20250.08443957364820665
2026-0.0024449877750610804
Total Factor Risk
0.20062842205181886
VTI.US Exposure
0.42504867133566476
VEA.US Exposure
0.09020799110896455
VWO.US Exposure
-0.014690542808489311
QQQ.US Exposure
-0.0847188066259692
VTV.US Exposure
-0.07319424855848852
IJR.US Exposure
-0.006020108035817513
QUAL.US Exposure
0.0535326628832245
SHV.US Exposure
0.29071105220331916
TLT.US Exposure
-0.009869235738436136
LQD.US Exposure
0.016798588249484915
HYG.US Exposure
0.13539952207986472
GLD.US Exposure
-0.003347349172181623
USO.US Exposure
0.009904635647742539
VNQ.US Exposure
0.07552663994958961
BTC-USD.CC Exposure
-0.0072344435121039835
CPER.US Exposure
0.018064172108021772
VIX.INDX Exposure
-0.027706824643792462
UUP.US Exposure
-0.008060505941782913
TIP.US Exposure
-0.0013088887454272985
Idiosyncratic Exposure
0.12095701821661262
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
72.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.04%
Market Cap$6.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$340
Avg Yield on Cost
3.40%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$339.893.40%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AGNC Investment Corp. a high-risk investment?

AGNC Investment Corp. (AGNCP.US) has an annualized volatility of 20.1% and experienced a maximum drawdown of 25.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AGNCP.US?

Over the past 10 years, AGNCP.US has generated a Compound Annual Growth Rate (CAGR) of 7.3%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on AGNC Investment Corp.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest