AGNCM vs MSGS

Comparison between AGNC Investment Corp (AGNCM, Company) and Madison Square Garden Sports Corp - Class A (MSGS, Company).

AGNCM is from the Real Estate sector, while MSGS is from the Communication Services sector.

5-Year PerformanceMSGS has outperformed AGNCM, delivering a return of +15.4% compared to +7.9%

AGNCM vs MSGS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCM(COMPANY)	MSGS(COMPANY)
Market Cap	$8.87B	$8.85B
Max Drawdown	56.16%	41.57%
Sharpe Ratio	1.09	2.24
5Y Beta	0.12	0.67
Industry	Reit - Mortgage	Entertainment
P/E Ratio	30.46	-254.28
Forward P/E	N/A	72.46
Dividend Yield	5.79%	N/A
5Y Dividends CAGR	9.81%	N/A
Debt to Equity	N/A	-87.49%
Free Cash Flow Yield	N/A	0.60%
P/S Ratio	4.94	N/A
P/B Ratio	2.30	N/A

Market Cap

Winner

AGNCM

$8.87B

MSGS

$8.85B

Max Drawdown

AGNCM

56.16%

Winner

MSGS

41.57%

Sharpe Ratio

AGNCM

1.09

Winner

MSGS

2.24

5Y Beta

Winner

AGNCM

0.12

MSGS

0.67

Industry

AGNCM

Reit - Mortgage

MSGS

Entertainment

P/E Ratio

AGNCM

30.46

Winner

MSGS

-254.28

Forward P/E

AGNCM

N/A

MSGS

72.46

Dividend Yield

AGNCM

5.79%

MSGS

N/A

5Y Dividends CAGR

AGNCM

9.81%

MSGS

N/A

Debt to Equity

AGNCM

N/A

MSGS

-87.49%

Free Cash Flow Yield

AGNCM

N/A

MSGS

0.60%

P/S Ratio

AGNCM

4.94

MSGS

N/A

P/B Ratio

AGNCM

2.30

MSGS

N/A

AGNCM vs MSGS - Historical Returns

Returns include dividend reinvestment.

Period	AGNCM	MSGS
1 month	+0.20%	+9.33%
3 months	+1.90%	+10.47%
6 months	+6.22%	+62.24%
1 year	+10.26%	+91.55%
5 years(CAGR)	+7.91%	+15.45%
10 years(CAGR)	N/A	+16.07%
Max(CAGR)	+8.05%	+15.48%

AGNCM

+0.20%

Winner

MSGS

+9.33%

AGNCM

+1.90%

Winner

MSGS

+10.47%

AGNCM

+6.22%

Winner

MSGS

+62.24%

AGNCM

+10.26%

Winner

MSGS

+91.55%

5Y(CAGR)

AGNCM

+7.91%

Winner

MSGS

+15.45%

10Y(CAGR)

AGNCM

N/A

MSGS

+16.07%

Max(CAGR)

AGNCM

+8.05%

Winner

MSGS

+15.48%

AGNCM vs MSGS - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	AGNCM	MSGS
2026	+2.85%	+41.54%
2025	+6.51%	+15.94%
2024	+16.94%	+24.80%
2023	+25.53%	+0.31%
2022	-16.89%	+8.37%
2021	+12.21%	-3.03%
2020	+3.83%	+19.29%
2019	+9.96%	+10.76%
2018	N/A	+27.82%
2017	N/A	+20.73%
2016	N/A	+11.33%
2015	N/A	+1.45%

AGNCM vs MSGS Drawdown Comparison

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

The maximum drawdown for MSGS was -41.57%, occurring on Mar 23, 2020. Recovery took 449 trading sessions.

The current AGNCM drawdown is -0.76%.

Rank	AGNCM	MSGS
#1	-55.99% Feb 3, 2020 - Dec 23, 2020	-41.57% Jul 6, 2018 - Apr 20, 2020
#2	-28.38% Jan 3, 2022 - Jul 28, 2023	-33.28% Mar 1, 2021 - Apr 11, 2023
#3	-13.96% Sep 29, 2023 - Dec 26, 2023	-25.54% Dec 16, 2024 - Dec 12, 2025
#4	-6.49% Apr 1, 2025 - Jun 20, 2025	-22.82% Oct 15, 2015 - Jul 22, 2016
#5	-3.93% Jul 12, 2021 - Dec 31, 2021	-22.36% Apr 20, 2020 - Dec 28, 2020
#6	-3.65% Feb 18, 2026 - Apr 15, 2026	-22.36% Jul 31, 2023 - Oct 3, 2024
#7	-3.32% May 7, 2021 - Jun 9, 2021	-15.83% May 4, 2023 - Jul 28, 2023
#8	-3.04% Dec 30, 2020 - Mar 5, 2021	-14.19% Aug 18, 2016 - Mar 3, 2017
#9	-2.45% Aug 29, 2019 - Dec 18, 2019	-13.16% Jan 6, 2021 - Feb 19, 2021
#10	-2.36% Oct 7, 2025 - Dec 17, 2025	-10.08% Feb 18, 2026 - Apr 30, 2026
#11	-2.03% Aug 2, 2023 - Aug 24, 2023	-9.49% Nov 9, 2017 - Feb 20, 2018
#12	-1.97% Jun 24, 2025 - Jul 15, 2025	-7.36% Sep 6, 2017 - Nov 3, 2017
#13	-1.88% Dec 31, 2024 - Apr 1, 2025	-6.56% Apr 6, 2017 - Jul 19, 2017
#14	-1.82% Apr 21, 2021 - May 4, 2021	-5.72% Jun 20, 2018 - Jun 28, 2018
#15	-1.63% Dec 28, 2023 - Jan 8, 2024	-5.51% Jan 16, 2026 - Feb 13, 2026