AGNCL vs WSM

Comparison between AGNC Investment Corp (AGNCL, Company) and Williams-Sonoma Inc (WSM, Company).

AGNCL is from the Real Estate sector, while WSM is from the Consumer Cyclical sector.

AGNCL vs WSM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCL(COMPANY)	WSM(COMPANY)
Market Cap	$29B	$29B
Max Drawdown	19.72%	89.53%
Sharpe Ratio	0.56	0.66
5Y Beta	0.07	1.31
Industry	Reit - Mortgage	Specialty Retail
P/E Ratio	12.30	27.27
Forward P/E	N/A	24.57
PEG Ratio	0.04	8.77
Dividend Yield	5.73%	1.10%
5Y Dividends CAGR	N/A	26.87%
5Y EPS CAGR	-11.21%	9.75%
Debt to Equity	0.00%	0.00%
Free Cash Flow Yield	3.03%	3.74%
P/S Ratio	N/A	3.71
P/B Ratio	N/A	14.40

Market Cap

Winner

AGNCL

$29B

WSM

$29B

Max Drawdown

Winner

AGNCL

19.72%

WSM

89.53%

Sharpe Ratio

AGNCL

0.56

Winner

WSM

0.66

5Y Beta

Winner

AGNCL

0.07

WSM

1.31

Industry

AGNCL

Reit - Mortgage

WSM

Specialty Retail

P/E Ratio

Winner

AGNCL

12.30

WSM

27.27

Forward P/E

AGNCL

N/A

WSM

24.57

PEG Ratio

Winner

AGNCL

0.04

WSM

8.77

Dividend Yield

Winner

AGNCL

5.73%

WSM

1.10%

5Y Dividends CAGR

AGNCL

N/A

WSM

26.87%

5Y EPS CAGR

AGNCL

-11.21%

Winner

WSM

9.75%

Debt to Equity

AGNCL

0.00%

WSM

0.00%

Free Cash Flow Yield

AGNCL

3.03%

Winner

WSM

3.74%

P/S Ratio

AGNCL

N/A

WSM

3.71

P/B Ratio

AGNCL

N/A

WSM

14.40

AGNCL vs WSM - Historical Returns

Returns include dividend reinvestment.

Period	AGNCL	WSM
1 month	+1.52%	+10.67%
3 months	+3.10%	+32.84%
6 months	+4.53%	+12.68%
1 year	+7.85%	+24.69%
5 years(CAGR)	N/A	+28.55%
10 years(CAGR)	N/A	+28.00%
Max(CAGR)	+9.67%	+13.44%

AGNCL

+1.52%

Winner

WSM

+10.67%

AGNCL

+3.10%

Winner

WSM

+32.84%

AGNCL

+4.53%

Winner

WSM

+12.68%

AGNCL

+7.85%

Winner

WSM

+24.69%

5Y(CAGR)

AGNCL

N/A

WSM

+28.55%

10Y(CAGR)

AGNCL

N/A

WSM

+28.00%

Max(CAGR)

AGNCL

+9.67%

Winner

WSM

+13.44%

AGNCL vs WSM - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	AGNCL	WSM
2026	+6.06%	+32.78%
2025	+5.99%	-3.34%
2024	+28.02%	+85.14%
2023	+8.43%	+81.63%
2022	-5.94%	-30.37%
2021	N/A	+66.81%
2020	N/A	+43.90%
2019	N/A	+50.97%
2018	N/A	-1.32%
2017	N/A	+7.75%
2016	N/A	-13.46%
2015	N/A	-20.56%
2014	N/A	+31.26%
2013	N/A	+31.09%
2012	N/A	+21.28%
2011	N/A	+8.57%
2010	N/A	+74.88%
2009	N/A	+160.07%
2008	N/A	-67.59%
2007	N/A	-16.38%
2006	N/A	-27.32%
2005	N/A	+19.86%
2004	N/A	+2.67%
2003	N/A	+23.04%
2002	N/A	+32.28%
2001	N/A	+98.43%
2000	N/A	-54.15%
1999	N/A	-14.12%

AGNCL vs WSM Drawdown Comparison

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

The maximum drawdown for WSM was -89.01%, occurring on Nov 20, 2008. Recovery took 1314 trading sessions.

The current WSM drawdown is -0.80%.

Rank	AGNCL	WSM
#1	-19.72% Sep 8, 2022 - Jan 26, 2023	-89.01% Jan 11, 2006 - Mar 31, 2011
#2	-11.63% Aug 8, 2023 - Dec 26, 2023	-72.65% Dec 7, 1999 - May 17, 2002
#3	-10.13% Jan 26, 2023 - Aug 4, 2023	-60.60% Aug 18, 2015 - May 29, 2020
#4	-10.05% Mar 31, 2025 - Aug 4, 2025	-51.91% Nov 16, 2021 - Jan 23, 2024
#5	-6.92% Apr 1, 2024 - May 24, 2024	-39.15% May 28, 2002 - Oct 27, 2003
#6	-6.24% Dec 31, 2024 - Mar 31, 2025	-36.79% Feb 18, 2025 - Jan 21, 2026
#7	-4.27% Mar 10, 2026 - Apr 22, 2026	-36.04% May 10, 2011 - Sep 13, 2012
#8	-3.40% Jul 31, 2024 - Sep 23, 2024	-23.29% Feb 6, 2026 - Jun 12, 2026
#9	-2.98% Oct 9, 2025 - Dec 31, 2025	-22.50% Nov 12, 2003 - Sep 29, 2004
#10	-2.50% Nov 25, 2024 - Dec 31, 2024	-20.87% Jul 16, 2024 - Nov 20, 2024
#11	-2.28% Oct 17, 2024 - Nov 25, 2024	-19.31% May 10, 2021 - Aug 26, 2021
#12	-2.17% Dec 28, 2023 - Jan 10, 2024	-18.73% Nov 15, 2004 - Jun 16, 2005
#13	-2.06% Jul 16, 2024 - Jul 31, 2024	-18.65% Jul 28, 2005 - Jan 11, 2006
#14	-1.80% Feb 12, 2024 - Feb 16, 2024	-15.85% Aug 27, 2014 - Nov 20, 2014
#15	-1.62% Feb 26, 2024 - Mar 6, 2024	-15.76% Jan 27, 2021 - Mar 18, 2021

Correlation

Correlation between AGNCL and WSM is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2006 - 2026)

AGNCL vs WSM dividend yield comparison.

Year	AGNCL	WSM
2026	3.85%	0.88%
2025	7.83%	1.43%
2024	7.51%	1.16%
2023	8.96%	1.72%
2022	2.97%	2.65%
2021	0.00%	1.43%
2020	0.00%	1.93%
2019	0.00%	2.55%
2018	0.00%	3.33%
2017	0.00%	2.98%
2016	0.00%	3.02%
2015	0.00%	2.36%
2014	0.00%	1.72%
2013	0.00%	1.97%
2012	0.00%	2.01%
2011	0.00%	1.71%
2010	0.00%	1.54%
2009	0.00%	2.31%
2008	0.00%	6.04%
2007	0.00%	1.72%
2006	0.00%	0.95%