AGNC vs LI

Comparison between AGNC Investment Corp (AGNC, Company) and Li Auto Inc (LI, Company).

AGNC is from the Real Estate sector, while LI is from the Consumer Cyclical sector.

5-Year PerformanceAGNC has outperformed LI, delivering a return of +5.2% compared to -18.1%

AGNC vs LI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNC(COMPANY)	LI(COMPANY)
Market Cap	$12B	$12B
Max Drawdown	81.08%	74.83%
Sharpe Ratio	1.44	-1.91
5Y Beta	0.66	0.74
Industry	Reit - Mortgage	Auto Manufacturers
P/E Ratio	8.00	76.11
Forward P/E	6.75	53.19
PEG Ratio	0.05	0.82
Dividend Yield	13.40%	N/A
5Y Dividends CAGR	1.61%	N/A
5Y EPS CAGR	-25.22%	N/A
Debt to Equity	0.00%	13.11%
Free Cash Flow Yield	6.85%	-9.93%
P/S Ratio	7.87	0.11
P/B Ratio	1.21	1.18

Market Cap

AGNC

$12B

Winner

$12B

Max Drawdown

AGNC

81.08%

Winner

74.83%

Sharpe Ratio

Winner

AGNC

1.44

-1.91

5Y Beta

Winner

AGNC

0.66

0.74

Industry

AGNC

Reit - Mortgage

Auto Manufacturers

P/E Ratio

Winner

AGNC

8.00

76.11

Forward P/E

Winner

AGNC

6.75

53.19

PEG Ratio

Winner

AGNC

0.05

0.82

Dividend Yield

AGNC

13.40%

N/A

5Y Dividends CAGR

AGNC

1.61%

N/A

5Y EPS CAGR

AGNC

-25.22%

N/A

Debt to Equity

Winner

AGNC

0.00%

13.11%

Free Cash Flow Yield

Winner

AGNC

6.85%

-9.93%

P/S Ratio

AGNC

7.87

Winner

0.11

P/B Ratio

AGNC

1.21

Winner

1.18

AGNC vs LI - Historical Returns

Returns include dividend reinvestment.

Period	AGNC	LI
1 month	+9.03%	-22.10%
3 months	+12.04%	-34.92%
6 months	+7.53%	-30.32%
1 year	+34.02%	-54.02%
5 years(CAGR)	+5.19%	-18.13%
10 years(CAGR)	+6.67%	N/A
Max(CAGR)	+11.73%	-5.17%

Winner

AGNC

+9.03%

-22.10%

Winner

AGNC

+12.04%

-34.92%

Winner

AGNC

+7.53%

-30.32%

Winner

AGNC

+34.02%

-54.02%

5Y(CAGR)

Winner

AGNC

+5.19%

-18.13%

10Y(CAGR)

AGNC

+6.67%

N/A

Max(CAGR)

Winner

AGNC

+11.73%

-5.17%

AGNC vs LI - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	AGNC	LI
2026	+7.53%	-30.32%
2025	+33.83%	-29.52%
2024	+10.58%	-30.64%
2023	+8.86%	+78.41%
2022	-23.81%	-36.92%
2021	+6.67%	-1.11%
2020	-2.19%	+75.15%
2019	+12.74%	N/A
2018	-1.28%	N/A
2017	+20.77%	N/A
2016	+15.72%	N/A
2015	-11.87%	N/A
2014	+26.43%	N/A
2013	-25.71%	N/A
2012	+19.74%	N/A
2011	+18.83%	N/A
2010	+31.30%	N/A
2009	+56.39%	N/A
2008	+25.51%	N/A

AGNC vs LI Drawdown Comparison

The maximum drawdown for AGNC was -54.54%, occurring on Oct 10, 2022. Recovery took 1109 trading sessions.

The maximum drawdown for LI was -74.83%, occurring on Jun 30, 2026. This drawdown has not yet recovered.

The current AGNC drawdown is -3.42%. The current LI drawdown is -74.23%.

Rank	AGNC	LI
#1	-54.54% Jun 8, 2021 - Nov 5, 2025	-74.83% Aug 7, 2023 - Jun 30, 2026
#2	-51.76% Feb 20, 2020 - Apr 16, 2021	-69.02% Nov 24, 2020 - Aug 1, 2023
#3	-37.29% Apr 30, 2013 - Apr 4, 2017	-35.46% Aug 26, 2020 - Nov 3, 2020
#4	-31.04% Dec 31, 2008 - Jun 9, 2009	-21.08% Aug 6, 2020 - Aug 26, 2020
#5	-28.81% May 16, 2008 - Sep 8, 2008	-11.11% Nov 5, 2020 - Nov 12, 2020
#6	-22.42% Sep 8, 2008 - Nov 4, 2008	-2.79% Jul 30, 2020 - Aug 4, 2020
#7	-18.99% Sep 17, 2012 - Mar 28, 2013	-1.83% Nov 12, 2020 - Nov 16, 2020
#8	-18.68% Jan 27, 2026 - Mar 27, 2026	-1.50% Aug 3, 2023 - Aug 7, 2023
#9	-15.90% Oct 17, 2017 - Nov 7, 2019	-1.41% Nov 16, 2020 - Nov 19, 2020
#10	-15.36% Sep 23, 2009 - Mar 22, 2010	N/A
#11	-11.69% Jul 6, 2011 - Dec 6, 2011	N/A
#12	-11.06% Nov 5, 2008 - Nov 25, 2008	N/A
#13	-10.94% Apr 29, 2010 - Jun 14, 2010	N/A
#14	-10.17% Dec 3, 2008 - Dec 19, 2008	N/A
#15	-7.92% Apr 27, 2017 - Jun 9, 2017	N/A

Correlation

Correlation between AGNC and LI is -0.39 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.39

-101