AGNCL vs SPY

Comparison between AGNC Investment Corp (AGNCL, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

AGNCL vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCL(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$29B	$652B
Expense Ratio	N/A	0.09%
Max Drawdown	19.72%	56.47%
Sharpe Ratio	0.54	2.07
5Y Beta	0.09	1.00
Industry	Reit - Mortgage	N/A
P/E Ratio	18.46	28.24
Forward P/E	N/A	21.85
PEG Ratio	0.12	N/A
Dividend Yield	5.80%	N/A
5Y Dividends CAGR	N/A	5.43%
5Y EPS CAGR	-25.22%	25.79%
Debt to Equity	0.00%	22.35%
Free Cash Flow Yield	2.97%	N/A
P/S Ratio	N/A	3.55
P/B Ratio	N/A	5.29

Market Cap / Net Assets

AGNCL

$29B

Winner

SPY

$652B

Expense Ratio

AGNCL

N/A

SPY

0.09%

Max Drawdown

Winner

AGNCL

19.72%

SPY

56.47%

Sharpe Ratio

AGNCL

0.54

Winner

SPY

2.07

5Y Beta

Winner

AGNCL

0.09

SPY

1.00

Industry

AGNCL

Reit - Mortgage

SPY

N/A

P/E Ratio

Winner

AGNCL

18.46

SPY

28.24

Forward P/E

AGNCL

N/A

SPY

21.85

PEG Ratio

AGNCL

0.12

SPY

N/A

Dividend Yield

AGNCL

5.80%

SPY

N/A

5Y Dividends CAGR

AGNCL

N/A

SPY

5.43%

5Y EPS CAGR

AGNCL

-25.22%

Winner

SPY

25.79%

Debt to Equity

Winner

AGNCL

0.00%

SPY

22.35%

Free Cash Flow Yield

AGNCL

2.97%

SPY

N/A

P/S Ratio

AGNCL

N/A

SPY

3.55

P/B Ratio

AGNCL

N/A

SPY

5.29

AGNCL vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	AGNCL	SPY
1 month	+4.65%	+9.11%
3 months	+1.84%	+6.59%
6 months	+6.05%	+10.56%
1 year	+7.12%	+32.04%
5 years(CAGR)	N/A	+13.35%
10 years(CAGR)	N/A	+15.49%
Max(CAGR)	+9.50%	+8.50%

AGNCL

+4.65%

Winner

SPY

+9.11%

AGNCL

+1.84%

Winner

SPY

+6.59%

AGNCL

+6.05%

Winner

SPY

+10.56%

AGNCL

+7.12%

Winner

SPY

+32.04%

5Y(CAGR)

AGNCL

N/A

SPY

+13.35%

10Y(CAGR)

AGNCL

N/A

SPY

+15.49%

Max(CAGR)

Winner

AGNCL

+9.50%

SPY

+8.50%

AGNCL vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	AGNCL	SPY
2026	+3.07%	+8.27%
2025	+5.99%	+18.00%
2024	+28.02%	+25.59%
2023	+8.43%	+26.72%
2022	-5.94%	-18.64%
2021	N/A	+30.52%
2020	N/A	+17.28%
2019	N/A	+31.09%
2018	N/A	-5.24%
2017	N/A	+20.78%
2016	N/A	+13.59%
2015	N/A	+1.31%
2014	N/A	+14.56%
2013	N/A	+29.00%
2012	N/A	+14.17%
2011	N/A	+0.85%
2010	N/A	+13.14%
2009	N/A	+22.67%
2008	N/A	-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%

AGNCL vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current AGNCL drawdown is -0.42%.

Rank	AGNCL	SPY
#1	-19.72% Sep 8, 2022 - Jan 26, 2023	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-11.63% Aug 8, 2023 - Dec 26, 2023	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-10.13% Jan 26, 2023 - Aug 4, 2023	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-10.05% Mar 31, 2025 - Aug 4, 2025	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-6.92% Apr 1, 2024 - May 24, 2024	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-6.24% Dec 31, 2024 - Mar 31, 2025	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-4.27% Mar 10, 2026 - Apr 22, 2026	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-3.40% Jul 31, 2024 - Sep 23, 2024	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-2.98% Oct 9, 2025 - Dec 31, 2025	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-2.50% Nov 25, 2024 - Dec 31, 2024	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-2.28% Oct 17, 2024 - Nov 25, 2024	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-2.17% Dec 28, 2023 - Jan 10, 2024	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-2.06% Jul 16, 2024 - Jul 31, 2024	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-1.80% Feb 12, 2024 - Feb 16, 2024	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-1.62% Feb 26, 2024 - Mar 6, 2024	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between AGNCL and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (1999 - 2026)

AGNCL vs SPY dividend yield comparison.

Year	AGNCL	SPY
2026	1.94%	0.24%
2025	7.83%	1.07%
2024	7.51%	1.21%
2023	8.96%	1.40%
2022	2.97%	1.65%
2021	0.00%	1.20%
2020	0.00%	1.52%
2019	0.00%	1.75%
2018	0.00%	2.04%
2017	0.00%	1.80%
2016	0.00%	2.03%
2015	0.00%	2.06%
2014	0.00%	1.87%
2013	0.00%	1.81%
2012	0.00%	2.18%
2011	0.00%	2.05%
2010	0.00%	1.80%
2009	0.00%	1.95%
2008	0.00%	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%