AGNC Investment Correlations

AGNCL Stock

USD 25.45 0.05 0.20%

The current 90-days correlation between AGNC Investment Corp and Annaly Capital Management is 0.44 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as AGNC Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AGNC Investment Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

AGNC Investment Correlation With Market

Average diversification

The correlation between AGNC Investment Corp and DJI is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding AGNC Investment Corp and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in AGNC Investment Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with AGNC Stock

0.63	LU	Lufax Holding	Pair Corr
0.62	DMYY	dMY Squared Technology	Pair Corr
0.64	ARI	Apollo Commercial Real	Pair Corr

Moving against AGNC Stock

0.67	CG	Carlyle Group Normal Trading	Pair Corr
0.66	SF	Stifel Financial	Pair Corr
0.65	BX	Blackstone Group Normal Trading	Pair Corr
0.65	MC	Moelis	Pair Corr
0.64	PX	P10 Inc	Pair Corr
0.57	RM	Regional Management Corp Normal Trading	Pair Corr
0.54	LC	LendingClub Corp Sell-off Trend	Pair Corr
0.53	WD	Walker Dunlop	Pair Corr
0.48	MS	Morgan Stanley	Pair Corr
0.46	WT	WisdomTree	Pair Corr
0.45	BN	Brookfield Corp	Pair Corr
0.44	VCTR	Victory Capital Holdings	Pair Corr
0.4	DIST	Distoken Acquisition	Pair Corr
0.35	GS	Goldman Sachs Group	Pair Corr
0.72	TPG	TPG Inc	Pair Corr
0.71	SYF	Synchrony Financial	Pair Corr
0.69	PWP	Perella Weinberg Partners	Pair Corr
0.66	AXP	American Express Sell-off Trend	Pair Corr
0.58	ECPG	Encore Capital Group	Pair Corr
0.58	GREE	Greenidge Generation	Pair Corr
0.57	WULF	Terawulf	Pair Corr
0.56	AMP	Ameriprise Financial Sell-off Trend	Pair Corr
0.56	IREN	Iris Energy	Pair Corr

Related Correlations Analysis

	AGNCO	AGNCM	AGNCN	NLY-PI	RITM-PD
AGNCO		0.91	0.95	0.93	0.87	AGNCO
AGNCM	0.91		0.92	0.8	0.72	AGNCM
AGNCN	0.95	0.92		0.88	0.8	AGNCN
NLY-PI	0.93	0.8	0.88		0.85	NLY-PI
RITM-PD	0.87	0.72	0.8	0.85		RITM-PD
	AGNCO	AGNCM	AGNCN	NLY-PI	RITM-PD

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Risk-Adjusted Indicators

There is a big difference between AGNC Stock performing well and AGNC Investment Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze AGNC Investment's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
AGNCO	0.22	0.05	0.39	(37.38)	0.00	(0.26)	0.47	(0.43)	2.46
AGNCM	0.25	0.03	0.22	0.42	0.33	(0.28)	0.48	(0.52)	3.21
AGNCN	0.25	0.07	0.40	12.17	0.05	(0.32)	0.58	(0.43)	2.62
NLY-PI	0.24	0.06	0.33	(8.52)	0.15	(0.30)	0.68	(0.32)	2.18
RITM-PD	0.22	0.04	0.34	0.80	0.13	(0.25)	0.54	(0.42)	1.40

AGNC Investment Corporate Executives

Elected by the shareholders, the AGNC Investment's board of directors comprises two types of representatives: AGNC Investment inside directors who are chosen from within the company, and outside directors, selected externally and held independent of AGNC. The board's role is to monitor AGNC Investment's management team and ensure that shareholders' interests are well served. AGNC Investment's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, AGNC Investment's outside directors are responsible for providing unbiased perspectives on the board's policies.

Bernice CPA	Executive CFO	Profile
Bernice Bell	Executive CFO	Profile
Christopher Erhorn	Senior CTO	Profile
Christopher BS	Senior CTO	Profile

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