AGNCM vs ALV

Comparison between AGNC Investment Corp (AGNCM, Company) and Autoliv Inc (ALV, Company).

AGNCM is from the Real Estate sector, while ALV is from the Consumer Cyclical sector.

5-Year PerformanceAGNCM has outperformed ALV, delivering a return of +7.6% compared to +6.6%

AGNCM vs ALV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCM(COMPANY)	ALV(COMPANY)
Market Cap	$8.87B	$8.84B
Max Drawdown	56.16%	80.93%
Sharpe Ratio	1.10	0.37
5Y Beta	0.12	0.96
Industry	Reit - Mortgage	Auto Parts
P/E Ratio	30.46	13.92
Forward P/E	N/A	5.71
PEG Ratio	N/A	0.47
Dividend Yield	5.71%	2.70%
5Y Dividends CAGR	9.81%	N/A
5Y EPS CAGR	N/A	14.56%
Debt to Equity	N/A	79.42%
Free Cash Flow Yield	N/A	6.35%
P/S Ratio	4.94	N/A
P/B Ratio	2.30	N/A

Market Cap

Winner

AGNCM

$8.87B

ALV

$8.84B

Max Drawdown

Winner

AGNCM

56.16%

ALV

80.93%

Sharpe Ratio

Winner

AGNCM

1.10

ALV

0.37

5Y Beta

Winner

AGNCM

0.12

ALV

0.96

Industry

AGNCM

Reit - Mortgage

ALV

Auto Parts

P/E Ratio

AGNCM

30.46

Winner

ALV

13.92

Forward P/E

AGNCM

N/A

ALV

5.71

PEG Ratio

AGNCM

N/A

ALV

0.47

Dividend Yield

Winner

AGNCM

5.71%

ALV

2.70%

5Y Dividends CAGR

AGNCM

9.81%

ALV

N/A

5Y EPS CAGR

AGNCM

N/A

ALV

14.56%

Debt to Equity

AGNCM

N/A

ALV

79.42%

Free Cash Flow Yield

AGNCM

N/A

ALV

6.35%

P/S Ratio

AGNCM

4.94

ALV

N/A

P/B Ratio

AGNCM

2.30

ALV

N/A

AGNCM vs ALV - Historical Returns

Returns include dividend reinvestment.

Period	AGNCM	ALV
1 month	+0.80%	-3.59%
3 months	+4.01%	+14.22%
6 months	+4.70%	-0.26%
1 year	+8.68%	+10.33%
5 years(CAGR)	+7.62%	+6.62%
10 years(CAGR)	N/A	+5.56%
Max(CAGR)	+8.09%	+8.86%

Winner

AGNCM

+0.80%

ALV

-3.59%

AGNCM

+4.01%

Winner

ALV

+14.22%

Winner

AGNCM

+4.70%

ALV

-0.26%

AGNCM

+8.68%

Winner

ALV

+10.33%

5Y(CAGR)

Winner

AGNCM

+7.62%

ALV

+6.62%

10Y(CAGR)

AGNCM

N/A

ALV

+5.56%

Max(CAGR)

AGNCM

+8.09%

Winner

ALV

+8.86%

AGNCM vs ALV - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	AGNCM	ALV
2026	+3.67%	-1.60%
2025	+6.51%	+32.28%
2024	+16.94%	-12.49%
2023	+25.53%	+46.19%
2022	-16.89%	-24.07%
2021	+12.21%	+15.74%
2020	+3.83%	+8.27%
2019	+9.96%	+24.06%
2018	N/A	-22.04%
2017	N/A	+14.02%
2016	N/A	-4.95%
2015	N/A	+20.05%
2014	N/A	+20.57%
2013	N/A	+37.10%
2012	N/A	+25.87%
2011	N/A	-32.90%
2010	N/A	+80.39%
2009	N/A	+96.01%
2008	N/A	-57.13%
2007	N/A	-10.16%
2006	N/A	+30.09%
2005	N/A	-2.75%
2004	N/A	+29.83%
2003	N/A	+78.06%
2002	N/A	+7.08%
2001	N/A	+30.48%
2000	N/A	-45.01%
1999	N/A	-8.29%

AGNCM vs ALV Drawdown Comparison

The maximum drawdown for AGNCM was -55.99%, occurring on Mar 18, 2020. Recovery took 226 trading sessions.

The maximum drawdown for ALV was -79.75%, occurring on Mar 6, 2009. Recovery took 731 trading sessions.

The current AGNCM drawdown is -0.50%. The current ALV drawdown is -10.15%.

Rank	AGNCM	ALV
#1	-55.99% Feb 3, 2020 - Dec 23, 2020	-79.75% Oct 18, 2007 - Sep 14, 2010
#2	-28.38% Jan 3, 2022 - Jul 28, 2023	-63.07% Jun 6, 2018 - Jun 4, 2021
#3	-13.96% Sep 29, 2023 - Dec 26, 2023	-56.14% Nov 3, 1999 - Sep 2, 2003
#4	-6.49% Apr 1, 2025 - Jun 20, 2025	-43.71% Jan 12, 2011 - May 10, 2013
#5	-3.93% Jul 12, 2021 - Dec 31, 2021	-39.27% May 28, 2024 - Sep 5, 2025
#6	-3.65% Feb 18, 2026 - Apr 15, 2026	-36.99% Jan 14, 2022 - Nov 17, 2023
#7	-3.32% May 7, 2021 - Jun 9, 2021	-26.06% May 20, 2015 - Sep 14, 2017
#8	-3.04% Dec 30, 2020 - Mar 5, 2021	-23.64% Jun 4, 2021 - Nov 16, 2021
#9	-2.45% Aug 29, 2019 - Dec 18, 2019	-21.96% Jan 15, 2026 - May 27, 2026
#10	-2.36% Oct 7, 2025 - Dec 17, 2025	-19.60% Mar 15, 2005 - Feb 9, 2006
#11	-2.03% Aug 2, 2023 - Aug 24, 2023	-18.11% Jul 3, 2014 - Dec 26, 2014
#12	-1.97% Jun 24, 2025 - Jul 15, 2025	-13.92% Jan 22, 2004 - Nov 5, 2004
#13	-1.88% Dec 31, 2024 - Apr 1, 2025	-12.80% Jan 24, 2007 - Oct 5, 2007
#14	-1.82% Apr 21, 2021 - May 4, 2021	-12.52% Apr 17, 2018 - Jun 4, 2018
#15	-1.63% Dec 28, 2023 - Jan 8, 2024	-12.05% May 9, 2006 - Nov 16, 2006

Correlation

Correlation between AGNCM and ALV is 0.90 which considered as a strong positive correlation - the stocks tend to move together.

0.90

-101

Dividend Comparison (1999 - 2026)

AGNCM vs ALV dividend yield comparison.

Year	AGNCM	ALV
2026	2.06%	1.47%
2025	9.09%	2.63%
2024	8.94%	2.92%
2023	7.31%	2.41%
2022	8.66%	3.37%
2021	6.67%	1.82%
2020	6.91%	0.67%
2019	5.72%	2.94%
2018	0.00%	3.02%
2017	0.00%	1.87%
2016	0.00%	2.03%
2015	0.00%	1.78%
2014	0.00%	2.00%
2013	0.00%	2.18%
2012	0.00%	2.80%
2011	0.00%	3.23%
2010	0.00%	0.82%
2009	0.00%	0.48%
2008	0.00%	7.46%
2007	0.00%	2.92%
2006	0.00%	2.26%
2005	0.00%	2.58%
2004	0.00%	1.59%
2003	0.00%	1.43%
2002	0.00%	2.10%
2001	0.00%	2.17%
2000	0.00%	2.76%
1999	0.00%	0.38%