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AGNC correlations (AGNC Investment Corp.)

Which assets move with AGNC and which ones diversify it, computed from weekly returns across 4756 stocks and ETFs.

Data as of 2026-08-27 · refreshed every trading day · US Listed

Volatility (ann.)

25.1%

3y weekly

Beta vs S&P 500

0.87

3y weekly

1-year return

+28.0%

price, adjusted

5-year return

+33.5%

price, adjusted

Market cap

$13.0B

latest

P/E ratio

5.4

trailing

Dividend yield

13.32%

trailing

Max drawdown

-30.5%

3y, daily closes

AGNC over the last 12 months, weekly closes indexed to 100 at the start.

Stocks and ETFs most correlated with AGNC

Asset		Correlation (3Y)
NLY	Annaly Capital Management Inc.	0.94
DX	Dynex Capital, Inc.	0.88
IVR	INVESCO MORTGAGE CAPITAL INC	0.86
ARR	ARMOUR Residential REIT, Inc.	0.83
ORC	Orchid Island Capital, Inc.	0.81

The least-correlated liquid assets in our universe, meaning the ones that historically moved most independently from AGNC.

Asset		Correlation (3Y)
VXZ	iPath Series B S&P 500 VIX Mid-Term Futures ETN	-0.51
VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	-0.44
FNGD	MicroSectors FANG Index -3X Inverse Leveraged ETNs due	-0.29

Free API · no key required

$ curl https://www.pairbook.io/api/v1/symbols/agnc.json

Correlations, diversifiers, beta and volatility for AGNC, plus one endpoint per pair. API documentation.