AGNC·AGNC Investment Corp.

Realized volatility (21d)

20.0% 71st pct

Below its peak

-64.2%

vs 200-day average

-19.4%

Up days (1y)

46%

AGNC Investment Corp. is currently running 20.0% annualised volatility over the last 21 sessions. Measured against AGNC's own 13 years of daily returns rather than a market-wide average, that is the 71st percentile — a little above its own norm, against a typical reading of 16.2%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

AGNC is trading -64.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -20.1%, and the deepest was -53.6% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -19.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 4th percentile — a narrower gap than it typically runs. Over the past year AGNC closed higher on 46% of sessions, and it is currently 9 sessions into a falling streak.

On October specifically: over 13 years of records, AGNC finished the month higher 5 of 13 times, with a median return of -3.4% and an average of -2.9%. Its strongest month historically has been November at +2.8% on average, its weakest September at -3.9%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: AGNC has opened more than 2% away from the prior close in 42 of 3,267 sessions (1.3% of the time), with the largest gaps running +11.0% and -8.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against AGNC's own 13-year history, not a peer group or index.