AGNCM vs ESE

Comparison between AGNC Investment Corp (AGNCM, Company) and Esco Technologies Inc (ESE, Company).

AGNCM is from the Real Estate sector, while ESE is from the Technology sector.

5-Year PerformanceESE has outperformed AGNCM, delivering a return of +31.7% compared to +7.6%

AGNCM vs ESE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCM(COMPANY)	ESE(COMPANY)
Market Cap	$8.87B	$8.90B
Max Drawdown	56.16%	57.84%
Sharpe Ratio	1.10	2.07
5Y Beta	0.12	1.00
Industry	Reit - Mortgage	Scientific & Technical Instruments
P/E Ratio	30.46	73.68
Forward P/E	N/A	25.38
PEG Ratio	N/A	2.31
Dividend Yield	5.71%	0.10%
5Y Dividends CAGR	9.81%	4.56%
5Y EPS CAGR	N/A	9.96%
Debt to Equity	N/A	9.15%
Free Cash Flow Yield	N/A	2.91%
P/S Ratio	4.94	N/A
P/B Ratio	2.30	N/A

Market Cap

AGNCM

$8.87B

Winner

ESE

$8.90B

Max Drawdown

Winner

AGNCM

56.16%

ESE

57.84%

Sharpe Ratio

AGNCM

1.10

Winner

ESE

2.07

5Y Beta

Winner

AGNCM

0.12

ESE

1.00

Industry

AGNCM

Reit - Mortgage

ESE

Scientific & Technical Instruments

P/E Ratio

Winner

AGNCM

30.46

ESE

73.68

Forward P/E

AGNCM

N/A

ESE

25.38

PEG Ratio

AGNCM

N/A

ESE

2.31

Dividend Yield

Winner

AGNCM

5.71%

ESE

0.10%

5Y Dividends CAGR

Winner

AGNCM

9.81%

ESE

4.56%

5Y EPS CAGR

AGNCM

N/A

ESE

9.96%

Debt to Equity

AGNCM

N/A

ESE

9.15%

Free Cash Flow Yield

AGNCM

N/A

ESE

2.91%

P/S Ratio

AGNCM

4.94

ESE

N/A

P/B Ratio

AGNCM

2.30

ESE

N/A

AGNCM vs ESE - Historical Returns

Returns include dividend reinvestment.

Period	AGNCM	ESE
1 month	+0.80%	+19.41%
3 months	+4.01%	+31.77%
6 months	+4.70%	+76.26%
1 year	+8.68%	+86.80%
5 years(CAGR)	+7.62%	+31.71%
10 years(CAGR)	N/A	+24.66%
Max(CAGR)	+8.09%	+17.08%

AGNCM

+0.80%

Winner

ESE

+19.41%

AGNCM

+4.01%

Winner

ESE

+31.77%

AGNCM

+4.70%

Winner

ESE

+76.26%

AGNCM

+8.68%

Winner

ESE

+86.80%

5Y(CAGR)

AGNCM

+7.62%

Winner

ESE

+31.71%

10Y(CAGR)

AGNCM

N/A

ESE

+24.66%

Max(CAGR)

AGNCM

+8.09%

Winner

ESE

+17.08%

AGNCM vs ESE - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	AGNCM	ESE
2026	+3.67%	+78.68%
2025	+6.51%	+48.74%
2024	+16.94%	+16.00%
2023	+25.53%	+34.96%
2022	-16.89%	-0.93%
2021	+12.21%	-9.76%
2020	+3.83%	+11.04%
2019	+9.96%	+43.31%
2018	N/A	+10.04%
2017	N/A	+5.48%
2016	N/A	+62.15%
2015	N/A	+0.56%
2014	N/A	+9.67%
2013	N/A	-9.42%
2012	N/A	+28.95%
2011	N/A	-24.91%
2010	N/A	+3.99%
2009	N/A	-15.18%
2008	N/A	+6.34%
2007	N/A	-9.84%
2006	N/A	-0.13%
2005	N/A	+19.63%
2004	N/A	+74.20%
2003	N/A	+18.58%
2002	N/A	+10.94%
2001	N/A	+74.10%
2000	N/A	+78.98%
1999	N/A	-0.51%

AGNCM vs ESE Drawdown Comparison

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

The maximum drawdown for ESE was -57.13%, occurring on Oct 3, 2011. Recovery took 2582 trading sessions.

The current AGNCM drawdown is -0.50%.

Rank	AGNCM	ESE
#1	-55.99% Feb 3, 2020 - Dec 23, 2020	-57.13% Aug 16, 2006 - Nov 16, 2016
#2	-28.38% Jan 3, 2022 - Jul 28, 2023	-45.96% Mar 19, 2021 - Dec 14, 2023
#3	-13.96% Sep 29, 2023 - Dec 26, 2023	-36.20% Feb 12, 2020 - Dec 15, 2020
#4	-6.49% Apr 1, 2025 - Jun 20, 2025	-35.46% Aug 12, 2005 - May 4, 2006
#5	-3.93% Jul 12, 2021 - Dec 31, 2021	-34.66% May 1, 2002 - May 30, 2003
#6	-3.65% Feb 18, 2026 - Apr 15, 2026	-31.03% Jun 1, 2001 - Dec 5, 2001
#7	-3.32% May 7, 2021 - Jun 9, 2021	-18.61% Nov 5, 1999 - Dec 6, 1999
#8	-3.04% Dec 30, 2020 - Mar 5, 2021	-18.61% Jul 20, 2017 - Nov 21, 2017
#9	-2.45% Aug 29, 2019 - Dec 18, 2019	-18.26% Sep 9, 2003 - May 3, 2004
#10	-2.36% Oct 7, 2025 - Dec 17, 2025	-17.52% Feb 20, 2025 - May 8, 2025
#11	-2.03% Aug 2, 2023 - Aug 24, 2023	-17.39% Dec 27, 2023 - Jul 16, 2024
#12	-1.97% Jun 24, 2025 - Jul 15, 2025	-16.55% Jul 6, 2000 - Dec 28, 2000
#13	-1.88% Dec 31, 2024 - Apr 1, 2025	-16.54% Jan 16, 2018 - Aug 14, 2018
#14	-1.82% Apr 21, 2021 - May 4, 2021	-15.57% May 5, 2006 - Aug 15, 2006
#15	-1.63% Dec 28, 2023 - Jan 8, 2024	-15.48% Mar 4, 2005 - May 18, 2005

Correlation

Correlation between AGNCM and ESE is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2009 - 2026)

AGNCM vs ESE dividend yield comparison.

Year	AGNCM	ESE
2026	2.06%	0.05%
2025	9.09%	0.16%
2024	8.94%	0.24%
2023	7.31%	0.27%
2022	8.66%	0.37%
2021	6.67%	0.27%
2020	6.91%	0.31%
2019	5.72%	0.43%
2018	0.00%	0.49%
2017	0.00%	0.40%
2016	0.00%	0.56%
2015	0.00%	0.89%
2014	0.00%	0.87%
2013	0.00%	1.17%
2012	0.00%	0.86%
2011	0.00%	1.11%
2010	0.00%	0.63%
2009	0.00%	0.22%