AGNCM vs SPY

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

5-Year PerformanceSPY has outperformed AGNCM, delivering a return of +13.7% compared to +8.1%

AGNCM vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCM(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$8.87B	$735B
Expense Ratio	N/A	0.09%
Max Drawdown	56.16%	56.47%
Sharpe Ratio	1.00	1.88
5Y Beta	0.13	1.00
Industry	Reit - Mortgage	N/A
P/E Ratio	30.46	28.46
Forward P/E	N/A	21.99
Dividend Yield	5.76%	N/A
5Y Dividends CAGR	9.81%	5.43%
5Y EPS CAGR	N/A	25.20%
Debt to Equity	N/A	33.33%
P/S Ratio	4.94	3.65
P/B Ratio	2.30	5.50

Market Cap / Net Assets

AGNCM

$8.87B

Winner

SPY

$735B

Expense Ratio

AGNCM

N/A

SPY

0.09%

Max Drawdown

Winner

AGNCM

56.16%

SPY

56.47%

Sharpe Ratio

AGNCM

1.00

Winner

SPY

1.88

5Y Beta

Winner

AGNCM

0.13

SPY

1.00

Industry

AGNCM

Reit - Mortgage

SPY

N/A

P/E Ratio

AGNCM

30.46

Winner

SPY

28.46

Forward P/E

AGNCM

N/A

SPY

21.99

Dividend Yield

AGNCM

5.76%

SPY

N/A

5Y Dividends CAGR

Winner

AGNCM

9.81%

SPY

5.43%

5Y EPS CAGR

AGNCM

N/A

SPY

25.20%

Debt to Equity

AGNCM

N/A

SPY

33.33%

P/S Ratio

AGNCM

4.94

Winner

SPY

3.65

P/B Ratio

Winner

AGNCM

2.30

SPY

5.50

AGNCM vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	AGNCM	SPY
1 month	+0.93%	+5.60%
3 months	+1.37%	+8.72%
6 months	+5.64%	+10.63%
1 year	+10.94%	+26.62%
5 years(CAGR)	+8.09%	+13.70%
10 years(CAGR)	N/A	+15.47%
Max(CAGR)	+8.06%	+8.50%

AGNCM

+0.93%

Winner

SPY

+5.60%

AGNCM

+1.37%

Winner

SPY

+8.72%

AGNCM

+5.64%

Winner

SPY

+10.63%

AGNCM

+10.94%

Winner

SPY

+26.62%

5Y(CAGR)

AGNCM

+8.09%

Winner

SPY

+13.70%

10Y(CAGR)

AGNCM

N/A

SPY

+15.47%

Max(CAGR)

AGNCM

+8.06%

Winner

SPY

+8.50%

AGNCM vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	AGNCM	SPY
2026	+2.64%	+8.50%
2025	+6.51%	+18.00%
2024	+16.94%	+25.59%
2023	+25.53%	+26.72%
2022	-16.89%	-18.64%
2021	+12.21%	+30.52%
2020	+3.83%	+17.28%
2019	+9.96%	+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%

AGNCM vs SPY Drawdown Comparison

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

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

The current AGNCM drawdown is -0.96%. The current SPY drawdown is -1.20%.

Rank	AGNCM	SPY
#1	-55.99% Feb 3, 2020 - Dec 23, 2020	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-28.38% Jan 3, 2022 - Jul 28, 2023	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-13.96% Sep 29, 2023 - Dec 26, 2023	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-6.49% Apr 1, 2025 - Jun 20, 2025	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-3.93% Jul 12, 2021 - Dec 31, 2021	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-3.65% Feb 18, 2026 - Apr 15, 2026	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-3.32% May 7, 2021 - Jun 9, 2021	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-3.04% Dec 30, 2020 - Mar 5, 2021	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-2.45% Aug 29, 2019 - Dec 18, 2019	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-2.36% Oct 7, 2025 - Dec 17, 2025	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-2.03% Aug 2, 2023 - Aug 24, 2023	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-1.97% Jun 24, 2025 - Jul 15, 2025	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-1.88% Dec 31, 2024 - Apr 1, 2025	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-1.82% Apr 21, 2021 - May 4, 2021	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-1.63% Dec 28, 2023 - Jan 8, 2024	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between AGNCM 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)

AGNCM vs SPY dividend yield comparison.

Year	AGNCM	SPY
2026	2.08%	0.24%
2025	9.09%	1.07%
2024	8.94%	1.21%
2023	7.31%	1.40%
2022	8.66%	1.65%
2021	6.67%	1.20%
2020	6.91%	1.52%
2019	5.72%	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%