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Performance analysis of AGNC Investment (AGNC)

Annual Return

Over the past 3 years, AGNC has had an average annual return of +18.92%, underperforming the benchmark SPY, which returned +19.31% annual.

Over the past 5 years, AGNC has had an average annual return of +5.68%, underperforming the benchmark SPY, which returned +12.78% annual.

Over the past 10 years, AGNC has had an average annual return of +6.67%, underperforming the benchmark SPY, which returned +14.91% annual.

Since May 15, 2008, AGNC has had an average annual return of +11.65%, outperforming the benchmark SPY, which returned +11.53% annual.

202620252024202320222021202020192018201720162015
+8.84%+34.85%+8.89%+10.02%-21.73%+5.23%-1.64%+13.32%-2.51%+23.70%+18.19%-9.89%
2014201320122011201020092008
+27.15%-22.32%+20.10%+18.62%+32.14%+53.31%+25.51%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+7.46%-0.61%-9.46%+11.07%-4.45%+5.86%+0.18%+8.84%
2025+9.55%+5.82%-7.00%-6.58%+2.60%+4.14%+3.92%+4.77%+1.54%+3.37%+6.10%+3.34%+34.85%
2024-2.15%+2.13%+4.83%-6.38%+6.12%+0.73%+6.19%+3.20%+3.62%-9.85%+5.05%-3.42%+8.89%
2023+13.27%-5.26%-6.14%-0.48%-6.07%+11.53%+1.76%-1.56%-3.53%-20.47%+21.12%+12.55%+10.02%
2022-0.19%-12.50%+2.39%-15.31%+12.48%-8.51%+15%-4.28%-28.57%-0.94%+23.04%+4.79%-21.73%
2021+0.76%+3.53%+5.30%+7.70%+4.07%-8.25%-5.34%+3.53%-2.58%+1.72%-3.23%-0.86%+5.23%
2020+6.06%-7.50%-37.06%+18.50%+5.14%+0.62%+6.36%+4.63%-0.57%+1.29%+10.22%+2.88%-1.64%
2019+3.13%-0.44%+3%-0.16%-6.92%+3.54%+2.85%-12.31%+9.28%+6.99%+2.52%+3%+13.32%
2018-6.06%-3.59%+6.47%+0.95%+0.40%-0.28%+5.70%-1.39%-1.10%-3.27%+0.22%+0.10%-2.51%
2017+3.96%+6.11%+2.24%+6.85%-0.46%+3.26%+0.33%+2.56%+1.49%-6.33%-0.26%+2.35%+23.70%

Drawdown analysis of AGNC Investment (AGNC)

The maximum drawdown for the AGNC was -54.54%, occurring on Oct 10, 2022. Recovery took 771 trading sessions.

The current AGNC drawdown is -4.46%.

Since May 15, 2008 AGNC has experienced the following drawdowns:

  • 50% or more: 2 times
  • 40% or more: 2 times
  • 30% or more: 4 times
  • 20% or more: 6 times
  • 10% or more: 14 times
DepthStartTo BottomBottomTo RecoverEndTotal
-54.54%Jun 8, 2021338Oct 10, 2022771Nov 5, 20251109
-51.76%Feb 20, 202020Mar 19, 2020271Apr 16, 2021291
-37.29%Apr 30, 2013154Dec 6, 2013836Apr 4, 2017990
-31.04%Dec 31, 200844Mar 6, 200965Jun 9, 2009109
-28.82%May 16, 200837Jul 10, 200841Sep 8, 200878
-22.42%Sep 8, 200824Oct 10, 200817Nov 4, 200841
-18.99%Sep 17, 201240Nov 14, 201291Mar 28, 2013131
-18.68%Jan 27, 202642Mar 27, 202675Jul 16, 2026117
-15.89%Oct 17, 2017471Sep 3, 201947Nov 7, 2019518
-15.36%Sep 23, 200936Nov 12, 200987Mar 22, 2010123
-11.69%Jul 6, 201123Aug 8, 201184Dec 6, 2011107
-11.06%Nov 5, 200811Nov 20, 20083Nov 25, 200814
-10.94%Apr 29, 201015May 20, 201016Jun 14, 201031
-10.17%Dec 3, 20086Dec 11, 20086Dec 19, 200812
-7.92%Apr 27, 20178May 9, 201722Jun 9, 201730
-7.52%Nov 28, 20081Dec 1, 20082Dec 3, 20083
-7.03%Sep 20, 20108Sep 30, 201020Oct 28, 201028
-6.83%Jul 27, 20127Aug 7, 201223Sep 10, 201230
-6.68%Jun 25, 20105Jul 2, 20105Jul 12, 201010
-6.36%Jun 30, 20099Jul 14, 20096Jul 22, 200915
-6.33%Aug 26, 20094Sep 1, 20095Sep 9, 20099
-6.14%Jun 9, 20092Jun 11, 20095Jun 18, 20097
-5.13%Aug 7, 20093Aug 12, 20097Aug 21, 200910
-5.08%Jul 28, 20093Jul 31, 20093Aug 5, 20096
-5.07%Aug 9, 20109Aug 20, 201011Sep 7, 201020