AGNC vs SPY
Comparison between AGNC Investment Corp (AGNC, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed AGNC, delivering a return of +13.3% compared to +3.1%
AGNC vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Market Cap / Net Assets
AGNC
$12B
Winner
SPY
$652B
Expense Ratio
AGNC
N/A
SPY
0.09%
Max Drawdown
AGNC
81.08%
Winner
SPY
56.47%
Sharpe Ratio
AGNC
1.75
Winner
SPY
2.07
5Y Beta
Winner
AGNC
0.67
SPY
1.00
Industry
AGNC
Reit - Mortgage
SPY
N/A
P/E Ratio
Winner
AGNC
8.00
SPY
28.24
Forward P/E
Winner
AGNC
6.74
SPY
21.85
PEG Ratio
AGNC
0.05
SPY
N/A
Dividend Yield
AGNC
13.40%
SPY
N/A
5Y Dividends CAGR
AGNC
1.61%
Winner
SPY
5.43%
5Y EPS CAGR
AGNC
-25.22%
Winner
SPY
25.79%
Debt to Equity
Winner
AGNC
0.00%
SPY
22.35%
Free Cash Flow Yield
AGNC
6.85%
SPY
N/A
P/S Ratio
AGNC
7.72
Winner
SPY
3.55
P/B Ratio
Winner
AGNC
1.20
SPY
5.29
AGNC vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
AGNC
+6.38%
Winner
SPY
+9.11%
3M
AGNC
-0.98%
Winner
SPY
+6.59%
6M
Winner
AGNC
+12.23%
SPY
+10.56%
1Y
Winner
AGNC
+40.91%
SPY
+32.04%
5Y(CAGR)
AGNC
+3.10%
Winner
SPY
+13.35%
10Y(CAGR)
AGNC
+6.97%
Winner
SPY
+15.49%
Max(CAGR)
Winner
AGNC
+11.62%
SPY
+8.50%
AGNC vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | AGNC | SPY |
|---|---|---|
| 2026 | +3.81% | +8.27% |
| 2025 | +33.83% | +18.00% |
| 2024 | +10.58% | +25.59% |
| 2023 | +8.86% | +26.72% |
| 2022 | -23.81% | -18.64% |
| 2021 | +6.67% | +30.52% |
| 2020 | -2.19% | +17.28% |
| 2019 | +12.74% | +31.09% |
| 2018 | -1.28% | -5.24% |
| 2017 | +20.77% | +20.78% |
| 2016 | +15.72% | +13.59% |
| 2015 | -11.87% | +1.31% |
| 2014 | +26.43% | +14.56% |
| 2013 | -25.71% | +29.00% |
| 2012 | +19.74% | +14.17% |
| 2011 | +18.83% | +0.85% |
| 2010 | +31.30% | +13.14% |
| 2009 | +56.39% | +22.67% |
| 2008 | +25.51% | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
AGNC vs SPY Drawdown Comparison
The maximum drawdown for AGNC was -54.54%, occurring on Oct 10, 2022. Recovery took 1109 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current AGNC drawdown is -6.76%.
| Rank | AGNC | SPY |
|---|---|---|
| #1 | -54.54% Jun 8, 2021 - Nov 5, 2025 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -51.76% Feb 20, 2020 - Apr 16, 2021 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -37.29% Apr 30, 2013 - Apr 4, 2017 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -31.04% Dec 31, 2008 - Jun 9, 2009 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -28.81% May 16, 2008 - Sep 8, 2008 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -22.42% Sep 8, 2008 - Nov 4, 2008 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -18.99% Sep 17, 2012 - Mar 28, 2013 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -18.68% Jan 27, 2026 - Mar 27, 2026 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -15.90% Oct 17, 2017 - Nov 7, 2019 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -15.36% Sep 23, 2009 - Mar 22, 2010 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -11.69% Jul 6, 2011 - Dec 6, 2011 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -11.06% Nov 5, 2008 - Nov 25, 2008 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -10.94% Apr 29, 2010 - Jun 14, 2010 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -10.17% Dec 3, 2008 - Dec 19, 2008 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -7.92% Apr 27, 2017 - Jun 9, 2017 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between AGNC and SPY is 0.82 which considered as a strong positive correlation - the stocks tend to move together.
0.82
-101
Dividend Comparison (1999 - 2026)
AGNC vs SPY dividend yield comparison.
| Year | AGNC | SPY |
|---|---|---|
| 2026 | 4.42% | 0.24% |
| 2025 | 13.43% | 1.07% |
| 2024 | 15.64% | 1.21% |
| 2023 | 14.68% | 1.40% |
| 2022 | 13.91% | 1.65% |
| 2021 | 9.57% | 1.20% |
| 2020 | 10.00% | 1.52% |
| 2019 | 11.31% | 1.75% |
| 2018 | 12.31% | 2.04% |
| 2017 | 10.70% | 1.80% |
| 2016 | 12.69% | 2.03% |
| 2015 | 14.30% | 2.06% |
| 2014 | 11.96% | 1.87% |
| 2013 | 19.44% | 1.81% |
| 2012 | 17.30% | 2.18% |
| 2011 | 19.94% | 2.05% |
| 2010 | 19.49% | 1.80% |
| 2009 | 19.40% | 1.95% |
| 2008 | 11.75% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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