AGNCL vs ILMN

Comparison between AGNC Investment Corp (AGNCL, Company) and Illumina Inc (ILMN, Company).

AGNCL is from the Real Estate sector, while ILMN is from the Healthcare sector.

AGNCL vs ILMN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCL(COMPANY)	ILMN(COMPANY)
Market Cap	$29B	$29B
Max Drawdown	19.72%	96.14%
Sharpe Ratio	0.67	1.56
5Y Beta	0.08	1.00
Industry	Reit - Mortgage	Diagnostics & Research
P/E Ratio	18.44	44.12
Forward P/E	N/A	36.36
PEG Ratio	0.12	3.34
Dividend Yield	5.79%	N/A
5Y EPS CAGR	-25.22%	-6.80%
Debt to Equity	0.00%	0.00%
Free Cash Flow Yield	2.97%	3.40%
P/S Ratio	N/A	6.45
P/B Ratio	N/A	10.81

Market Cap

AGNCL

$29B

Winner

ILMN

$29B

Max Drawdown

Winner

AGNCL

19.72%

ILMN

96.14%

Sharpe Ratio

AGNCL

0.67

Winner

ILMN

1.56

5Y Beta

Winner

AGNCL

0.08

ILMN

1.00

Industry

AGNCL

Reit - Mortgage

ILMN

Diagnostics & Research

P/E Ratio

Winner

AGNCL

18.44

ILMN

44.12

Forward P/E

AGNCL

N/A

ILMN

36.36

PEG Ratio

Winner

AGNCL

0.12

ILMN

3.34

Dividend Yield

AGNCL

5.79%

ILMN

N/A

5Y EPS CAGR

AGNCL

-25.22%

Winner

ILMN

-6.80%

Debt to Equity

AGNCL

0.00%

ILMN

0.00%

Free Cash Flow Yield

AGNCL

2.97%

Winner

ILMN

3.40%

P/S Ratio

AGNCL

N/A

ILMN

6.45

P/B Ratio

AGNCL

N/A

ILMN

10.81

AGNCL vs ILMN - Historical Returns

Returns include dividend reinvestment.

Period	AGNCL	ILMN
1 month	+0.74%	+17.32%
3 months	+3.30%	+38.77%
6 months	+4.04%	+31.77%
1 year	+7.28%	+90.60%
5 years(CAGR)	N/A	-16.24%
10 years(CAGR)	N/A	+2.52%
Max(CAGR)	+9.40%	+9.19%

AGNCL

+0.74%

Winner

ILMN

+17.32%

AGNCL

+3.30%

Winner

ILMN

+38.77%

AGNCL

+4.04%

Winner

ILMN

+31.77%

AGNCL

+7.28%

Winner

ILMN

+90.60%

5Y(CAGR)

AGNCL

N/A

ILMN

-16.24%

10Y(CAGR)

AGNCL

N/A

ILMN

+2.52%

Max(CAGR)

Winner

AGNCL

+9.40%

ILMN

+9.19%

AGNCL vs ILMN - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

Year	AGNCL	ILMN
2026	+4.50%	+38.93%
2025	+5.99%	+0.18%
2024	+28.02%	-0.17%
2023	+8.43%	-30.68%
2022	-5.94%	-46.91%
2021	N/A	+3.45%
2020	N/A	+13.15%
2019	N/A	+12.64%
2018	N/A	+33.88%
2017	N/A	+66.62%
2016	N/A	-29.37%
2015	N/A	+3.52%
2014	N/A	+67.28%
2013	N/A	+99.55%
2012	N/A	+75.20%
2011	N/A	-52.63%
2010	N/A	+107.33%
2009	N/A	+14.26%
2008	N/A	-12.53%
2007	N/A	+54.28%
2006	N/A	+165.43%
2005	N/A	+52.10%
2004	N/A	+34.09%
2003	N/A	+114.94%
2002	N/A	-70.04%
2001	N/A	-22.89%
2000	N/A	-59.00%

AGNCL vs ILMN Drawdown Comparison

The maximum drawdown for AGNCL was -19.72%, occurring on Oct 20, 2022. Recovery took 93 trading sessions.

The maximum drawdown for ILMN was -96.14%, occurring on Mar 13, 2003. Recovery took 1731 trading sessions.

The current AGNCL drawdown is -0.71%. The current ILMN drawdown is -63.44%.

Rank	AGNCL	ILMN
#1	-19.72% Sep 8, 2022 - Jan 26, 2023	-96.14% Sep 1, 2000 - Jul 26, 2007
#2	-11.63% Aug 8, 2023 - Dec 26, 2023	-86.23% Aug 16, 2021 - Apr 8, 2025
#3	-10.13% Jan 26, 2023 - Aug 4, 2023	-66.67% Jul 6, 2011 - Jul 24, 2013
#4	-10.05% Mar 31, 2025 - Aug 4, 2025	-57.85% Aug 15, 2008 - Aug 6, 2010
#5	-6.92% Apr 1, 2024 - May 24, 2024	-49.16% Jul 20, 2015 - Jan 9, 2018
#6	-6.24% Dec 31, 2024 - Mar 31, 2025	-44.69% Jul 5, 2019 - Jul 6, 2020
#7	-4.27% Mar 10, 2026 - Apr 22, 2026	-33.00% Aug 5, 2020 - Jan 20, 2021
#8	-3.40% Jul 31, 2024 - Sep 23, 2024	-27.01% Feb 25, 2014 - Jul 1, 2014
#9	-2.98% Oct 9, 2025 - Dec 31, 2025	-26.90% Feb 12, 2021 - Aug 5, 2021
#10	-2.50% Nov 25, 2024 - Dec 31, 2024	-25.77% Sep 28, 2018 - Jun 28, 2019
#11	-2.28% Oct 17, 2024 - Nov 25, 2024	-18.45% Jul 3, 2014 - Oct 22, 2014
#12	-2.17% Dec 28, 2023 - Jan 10, 2024	-17.87% Oct 23, 2007 - Jan 10, 2008
#13	-2.06% Jul 16, 2024 - Jul 31, 2024	-17.78% Feb 25, 2008 - Mar 31, 2008
#14	-1.80% Feb 12, 2024 - Feb 16, 2024	-15.79% Feb 14, 2011 - May 10, 2011
#15	-1.62% Feb 26, 2024 - Mar 6, 2024	-14.54% Jan 22, 2018 - Mar 9, 2018

Correlation

Correlation between AGNCL and ILMN is -0.54 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.54

-101