AGNC AGNC Investment Corp. Common Stock

Last close: 8.78
504-day return: +25.77%
Median $/day: $172.3M
Relationships shown: 14

together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture

AGNC vs NLY

Both indexed to 100 at 2026-05-11.

AGNC NLY · range 83–109 · 2026-05-11 → 2026-11-06

Moves with AGNC

Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").

NLY Annaly Capital Management. Inc.

ρ +0.90beyond mkt +0.81holdout +0.93stable 100%robust

REM iShares Mortgage Real Estate ETF

ρ +0.89beyond mkt +0.80holdout +0.91stable 100%robust

DX Dynex Capital, Inc.

ρ +0.85beyond mkt +0.73holdout +0.88stable 100%robust

ORC Orchid Island Capital, Inc.

ρ +0.76beyond mkt +0.63holdout +0.77stable 100%robust

ARR ARMOUR Residential REIT, Inc.

ρ +0.75beyond mkt +0.60holdout +0.77stable 100%robust

IVR Invesco Mortgage Capital Inc.

ρ +0.74beyond mkt +0.58holdout +0.77stable 100%robust

Moves against AGNC

VXX iPath Series B S&P 500 VIX Short-Term Futures ETN

ρ -0.44beyond mkt -0.10holdout -0.47stable 100%robust

VIXM ProShares VIX Mid-Term Futures ETF

ρ -0.39beyond mkt -0.09holdout -0.42stable 100%robust

BTAL AGF U.S. Market Neutral Anti-Beta Fund

ρ -0.30beyond mkt -0.03holdout -0.37stable 88%robust

Weekly, not daily

No day-to-day relationship, but 5- or 10-day returns move together.

VCV INVESCO CALIFORNIA VALUE MUNI INCOME TRUST

horizon 10dρ +0.46holdout +0.78stable 62%moderate

MHF Western Asset Municipal High Income Fund, Inc

horizon 10dρ +0.41holdout +0.55stable 75%robust

PSBD Palmer Square Capital BDC Inc.

horizon 10dρ +0.40holdout +0.56stable 38%moderate

PRVA Privia Health Group, Inc. Common Stock

horizon 10dρ +0.36holdout +0.45stable 75%robust

FRBA First Bank Common Stock

horizon 5dρ +0.31holdout +0.32stable 75%robust

Changed this quarter

Biggest shifts in same-day correlation over the last 63 trading days versus the year before.

DBMF iMGP DBi Managed Futures Strategy ETF

Δ -0.66recent -0.57prior +0.08beyond mkt -0.09

BTA Beacon Tactical Alternatives Risk ETF

Δ -0.58recent -0.36prior +0.21beyond mkt -0.03

SXI Standex International Corporation

Δ -0.55recent -0.20prior +0.35beyond mkt -0.10

MEOH Methanex Corporation Common Stock

Δ -0.54recent -0.42prior +0.12beyond mkt -0.02

TAIL Cambria Tail Risk ETF

Δ +0.54recent +0.31prior -0.23beyond mkt -0.06

RSST Return Stacked U.S. Stocks & Managed Futures ETF

Δ -0.53recent -0.15prior +0.39beyond mkt -0.05

Hidden links

Strong beyond-the-market co-movement with few shared neighbours.

Symbol	beyond mkt	raw ρ	shared
KBWD Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF	+0.57	+0.76	11
SRET Global X Funds Global X SuperDividend REIT ETF	+0.45	+0.72	10
RIET Hoya Capital High Dividend Yield ETF	+0.38	+0.70	9
REM iShares Mortgage Real Estate ETF	+0.80	+0.89	26
ORC Orchid Island Capital, Inc.	+0.63	+0.76	26
NLY Annaly Capital Management. Inc.	+0.81	+0.90	27