AGNC vs WMG

Comparison between AGNC Investment Corp (AGNC, Company) and Warner Music Group Corp - Class A (WMG, Company).

AGNC is from the Real Estate sector, while WMG is from the Communication Services sector.

5-Year PerformanceAGNC has outperformed WMG, delivering a return of +5.9% compared to -4.1%

AGNC vs WMG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNC(COMPANY)	WMG(COMPANY)
Market Cap	$13B	$13B
Max Drawdown	81.08%	54.88%
Sharpe Ratio	1.21	-0.55
5Y Beta	0.66	0.53
Industry	Reit - Mortgage	Entertainment
P/E Ratio	5.32	43.30
Forward P/E	6.80	12.72
PEG Ratio	0.02	0.47
Dividend Yield	13.10%	3.00%
5Y Dividends CAGR	1.61%	14.39%
5Y EPS CAGR	-11.21%	N/A
Debt to Equity	0.00%	551.52%
Free Cash Flow Yield	6.99%	6.61%
P/S Ratio	5.41	1.84
P/B Ratio	1.21	16.18

Market Cap

Winner

AGNC

$13B

WMG

$13B

Max Drawdown

AGNC

81.08%

Winner

WMG

54.88%

Sharpe Ratio

Winner

AGNC

1.21

WMG

-0.55

5Y Beta

AGNC

0.66

Winner

WMG

0.53

Industry

AGNC

Reit - Mortgage

WMG

Entertainment

P/E Ratio

Winner

AGNC

5.32

WMG

43.30

Forward P/E

Winner

AGNC

6.80

WMG

12.72

PEG Ratio

Winner

AGNC

0.02

WMG

0.47

Dividend Yield

Winner

AGNC

13.10%

WMG

3.00%

5Y Dividends CAGR

AGNC

1.61%

Winner

WMG

14.39%

5Y EPS CAGR

AGNC

-11.21%

WMG

N/A

Debt to Equity

Winner

AGNC

0.00%

WMG

551.52%

Free Cash Flow Yield

Winner

AGNC

6.99%

WMG

6.61%

P/S Ratio

AGNC

5.41

Winner

WMG

1.84

P/B Ratio

Winner

AGNC

1.21

WMG

16.18

AGNC vs WMG - Historical Returns

Returns include dividend reinvestment.

Period	AGNC	WMG
1 month	-0.86%	-7.00%
3 months	+7.44%	-21.39%
6 months	+3.16%	-11.86%
1 year	+30.70%	-18.53%
5 years(CAGR)	+5.95%	-4.12%
10 years(CAGR)	+6.62%	N/A
Max(CAGR)	+11.70%	-0.61%

Winner

AGNC

-0.86%

WMG

-7.00%

Winner

AGNC

+7.44%

WMG

-21.39%

Winner

AGNC

+3.16%

WMG

-11.86%

Winner

AGNC

+30.70%

WMG

-18.53%

5Y(CAGR)

Winner

AGNC

+5.95%

WMG

-4.12%

10Y(CAGR)

AGNC

+6.62%

WMG

N/A

Max(CAGR)

Winner

AGNC

+11.70%

WMG

-0.61%

AGNC vs WMG - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	AGNC	WMG
2026	+8.35%	-14.72%
2025	+33.83%	+0.36%
2024	+10.58%	-11.54%
2023	+8.86%	+3.44%
2022	-23.81%	-16.76%
2021	+6.67%	+18.81%
2020	-2.19%	+27.17%
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 WMG Drawdown Comparison

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

The maximum drawdown for WMG was -54.04%, occurring on Oct 10, 2022. This drawdown has not yet recovered.

The current AGNC drawdown is -3.03%. The current WMG drawdown is -42.57%.

Rank	AGNC	WMG
#1	-54.54% Jun 8, 2021 - Nov 5, 2025	-54.04% Oct 28, 2021 - Oct 10, 2022
#2	-51.76% Feb 20, 2020 - Apr 16, 2021	-19.83% Jun 19, 2020 - Dec 9, 2020
#3	-37.29% Apr 30, 2013 - Apr 4, 2017	-17.91% Feb 10, 2021 - Apr 27, 2021
#4	-31.04% Dec 31, 2008 - Jun 9, 2009	-14.36% Apr 27, 2021 - Sep 8, 2021
#5	-28.81% May 16, 2008 - Sep 8, 2008	-9.42% Jan 22, 2021 - Feb 10, 2021
#6	-22.42% Sep 8, 2008 - Nov 4, 2008	-8.76% Sep 21, 2021 - Oct 8, 2021
#7	-18.99% Sep 17, 2012 - Mar 28, 2013	-8.18% Dec 23, 2020 - Jan 20, 2021
#8	-18.68% Jan 27, 2026 - Jul 16, 2026	-6.28% Jun 9, 2020 - Jun 15, 2020
#9	-15.90% Oct 17, 2017 - Nov 7, 2019	-2.78% Sep 17, 2021 - Sep 21, 2021
#10	-15.36% Sep 23, 2009 - Mar 22, 2010	-2.16% Dec 10, 2020 - Dec 17, 2020
#11	-11.69% Jul 6, 2011 - Dec 6, 2011	-1.72% Sep 14, 2021 - Sep 17, 2021
#12	-11.06% Nov 5, 2008 - Nov 25, 2008	-0.87% Oct 20, 2021 - Oct 27, 2021
#13	-10.94% Apr 29, 2010 - Jun 14, 2010	-0.80% Oct 14, 2021 - Oct 18, 2021
#14	-10.17% Dec 3, 2008 - Dec 19, 2008	-0.60% Jun 3, 2020 - Jun 8, 2020
#15	-7.92% Apr 27, 2017 - Jun 9, 2017	-0.34% Jun 15, 2020 - Jun 17, 2020

Correlation

Correlation between AGNC and WMG is 0.17 which considered as a very weak or no correlation - the stocks move independently of each other.

0.17

-101

Dividend Comparison (2008 - 2026)

AGNC vs WMG dividend yield comparison.

Year	AGNC	WMG
2026	7.66%	1.48%
2025	13.43%	2.41%
2024	15.64%	2.26%
2023	14.68%	1.84%
2022	13.91%	1.77%
2021	9.57%	1.25%
2020	10.00%	0.63%
2019	11.31%	0.00%
2018	12.31%	0.00%
2017	10.70%	0.00%
2016	12.69%	0.00%
2015	14.30%	0.00%
2014	11.96%	0.00%
2013	19.44%	0.00%
2012	17.30%	0.00%
2011	19.94%	0.00%
2010	19.49%	0.00%
2009	19.40%	0.00%
2008	11.75%	0.00%