IVR,AGNC,NLY,TWO: Total Real Return Chart (Dividends Reinvested, Inflation Adjusted)

Fri 2009-06-26💬 to Fri 2026-06-05	YTD Return	1 Year Return
IVR ×	−3.17% 2026-06-05	+22.31% 2026-06-05
Invesco Mortgage Capital Inc NYSE Common Stock
AGNC ×	−2.79% 2026-06-05	+24.56% 2026-06-05
AGNC Investment Corp. NASDAQ Common Stock
NLY ×	−4.86% 2026-06-05	+23.80% 2026-06-05
Annaly Capital Management, Inc. NYSE Common Stock
TWO ×	+21.37% 2026-06-05	+27.55% 2026-06-05
Two Harbors Investments Corp NYSE Common Stock

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Returns

Fri 2009-06-26💬 to Fri 2026-06-05	Overall Return	Exponential Trendline
IVR ×	−73.34% −7.51%/yr	−11.85%/yr (R2=0.508)
Invesco Mortgage Capital Inc NYSE Common Stock
AGNC ×	+199.70% +6.69%/yr	+2.83%/yr (R2=0.357)
AGNC Investment Corp. NASDAQ Common Stock
NLY ×	+86.03% +3.73%/yr	+1.23%/yr (R2=0.136)
Annaly Capital Management, Inc. NYSE Common Stock
TWO ×	+3,976,816.83% +86.85%/yr	+5.02%/yr (R2=0.023)
Two Harbors Investments Corp NYSE Common Stock

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Growth of $10,000

Fri 2009-06-26💬 to Fri 2026-06-05	Start Value	End Value
IVR ×	$10,000.00 2009-06-26	$2,666.31 2026-06-05
Invesco Mortgage Capital Inc NYSE Common Stock
AGNC ×	$10,000.00 2009-06-26	$29,970.49 2026-06-05
AGNC Investment Corp. NASDAQ Common Stock
NLY ×	$10,000.00 2009-06-26	$18,603.28 2026-06-05
Annaly Capital Management, Inc. NYSE Common Stock
TWO ×	$10,000.00 2009-06-26	$397,691,682.54 2026-06-05
Two Harbors Investments Corp NYSE Common Stock

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Annual Returns

Year	IVR	AGNC	NLY	TWO
2026 (YTD)	−3.17%	−2.79%	−4.86%	+21.37%
2025	+21.62%	+31.40%	+36.35%	−0.15%
2024	+5.97%	+5.85%	+5.04%	−5.45%
2023	−17.08%	+6.55%	+1.54%	−1.00%
2022	−47.93%	−26.41%	−26.18%	−27.92%
2021	−15.30%	−1.72%	−4.25%	−6.55%
2020	−78.96%	−3.10%	+1.01%	−52.83%
2019	+26.09%	+10.78%	+4.82%	+25.86%
2018	−11.02%	−4.29%	−8.96%	−12.01%
2017	+31.82%	+21.17%	+29.18%	+23.94%
2016	+29.23%	+15.83%	+16.78%	+17.78%
2015	−10.53%	−10.59%	−2.90%	−10.57%
2014	+17.56%	+26.22%	+19.73%	+18.63%
2013	−16.21%	−23.46%	−21.19%	−0.88%
2012	+57.74%	+18.10%	−1.75%	+37.69%
2011	−25.03%	+15.17%	−0.51%	+7.52%
2010	+10.68%	+30.17%	+18.14%	+15.56%
2009	+25.94%	+49.51%	+23.78%	+3,701,826.88%
2008	—	+28.72%	−0.35%	−0.09%
2007	—	—	+34.03%	+0.04%
2006	—	—	+29.66%	—
2005	—	—	−42.55%	—
2004	—	—	+14.89%	—
2003	—	—	+6.65%	—
2002	—	—	+32.83%	—
2001	—	—	+96.79%	—
2000	—	—	+13.84%	—
1999	—	—	+19.35%	—
1998	—	—	−15.40%	—
1997	—	—	−10.98%	—

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Drawdowns

Fri 2009-06-26💬 to Fri 2026-06-05	Current Drawdown	Worst Drawdown
IVR ×	−91.19% from 2020-02-20 peak	−95.14% 2023-10-25 from 2020-02-20 peak
Invesco Mortgage Capital Inc NYSE Common Stock
AGNC ×	−14.09% from 2026-01-27 peak	−58.74% 2022-10-10 from 2021-06-08 peak
AGNC Investment Corp. NASDAQ Common Stock
NLY ×	−12.65% from 2026-01-16 peak	−60.01% 2020-04-03 from 2020-02-20 peak
Annaly Capital Management, Inc. NYSE Common Stock
TWO ×	−66.52% from 2020-02-20 peak	−84.68% 2020-04-03 from 2020-02-20 peak
Two Harbors Investments Corp NYSE Common Stock

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Rolling Returns

Period ending Fri 2026-06-05	1 Year	2 Years	3 Years	5 Years	10 Years
IVR ×	+22.31%	+16.17% +7.79%/yr	+17.77% +5.60%/yr	−54.62% −14.61%/yr	−84.69% −17.10%/yr
Invesco Mortgage Capital Inc NYSE Common Stock
AGNC ×	+24.56%	+30.02% +14.04%/yr	+51.88% +14.94%/yr	−12.95% −2.73%/yr	+31.29% +2.76%/yr
AGNC Investment Corp. NASDAQ Common Stock
NLY ×	+23.80%	+30.73% +14.35%/yr	+47.56% +13.84%/yr	−11.79% −2.48%/yr	+21.75% +1.99%/yr
Annaly Capital Management, Inc. NYSE Common Stock
TWO ×	+27.55%	+17.09% +8.21%/yr	+29.90% +9.11%/yr	−33.22% −7.76%/yr	−45.74% −5.93%/yr
Two Harbors Investments Corp NYSE Common Stock