AGNCM vs WAL

Comparison between AGNC Investment Corp (AGNCM, Company) and Western Alliance Bancorp (WAL, Company).

AGNCM is from the Real Estate sector, while WAL is from the Financial Services sector.

5-Year PerformanceAGNCM has outperformed WAL, delivering a return of +7.9% compared to -0.2%

AGNCM vs WAL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCM(COMPANY)	WAL(COMPANY)
Market Cap	$8.87B	$8.85B
Max Drawdown	56.16%	92.14%
Sharpe Ratio	0.97	0.24
5Y Beta	0.12	1.41
Industry	Reit - Mortgage	Banks - Regional
P/E Ratio	30.46	10.29
Forward P/E	N/A	7.89
PEG Ratio	N/A	1.07
Dividend Yield	5.73%	1.96%
5Y Dividends CAGR	9.54%	10.07%
5Y EPS CAGR	N/A	11.00%
Debt to Equity	N/A	73.67%
Free Cash Flow Yield	N/A	-17.31%
P/S Ratio	4.94	2.60
P/B Ratio	2.30	1.20

Market Cap

Winner

AGNCM

$8.87B

WAL

$8.85B

Max Drawdown

Winner

AGNCM

56.16%

WAL

92.14%

Sharpe Ratio

Winner

AGNCM

0.97

WAL

0.24

5Y Beta

Winner

AGNCM

0.12

WAL

1.41

Industry

AGNCM

Reit - Mortgage

WAL

Banks - Regional

P/E Ratio

AGNCM

30.46

Winner

WAL

10.29

Forward P/E

AGNCM

N/A

WAL

7.89

PEG Ratio

AGNCM

N/A

WAL

1.07

Dividend Yield

Winner

AGNCM

5.73%

WAL

1.96%

5Y Dividends CAGR

AGNCM

9.54%

Winner

WAL

10.07%

5Y EPS CAGR

AGNCM

N/A

WAL

11.00%

Debt to Equity

AGNCM

N/A

WAL

73.67%

Free Cash Flow Yield

AGNCM

N/A

WAL

-17.31%

P/S Ratio

AGNCM

4.94

Winner

WAL

2.60

P/B Ratio

AGNCM

2.30

Winner

WAL

1.20

AGNCM vs WAL - Historical Returns

Returns include dividend reinvestment.

Period	AGNCM	WAL
1 month	+1.64%	+3.08%
3 months	+4.23%	+9.27%
6 months	+5.40%	-4.00%
1 year	+9.10%	+4.03%
5 years(CAGR)	+7.87%	-0.20%
10 years(CAGR)	N/A	+10.84%
Max(CAGR)	+8.33%	+6.47%

AGNCM

+1.64%

Winner

WAL

+3.08%

AGNCM

+4.23%

Winner

WAL

+9.27%

Winner

AGNCM

+5.40%

WAL

-4.00%

Winner

AGNCM

+9.10%

WAL

+4.03%

5Y(CAGR)

Winner

AGNCM

+7.87%

WAL

-0.20%

10Y(CAGR)

AGNCM

N/A

WAL

+10.84%

Max(CAGR)

Winner

AGNCM

+8.33%

WAL

+6.47%

AGNCM vs WAL - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	AGNCM	WAL
2026	+5.90%	-0.74%
2025	+6.51%	+3.36%
2024	+16.94%	+31.83%
2023	+25.53%	+16.17%
2022	-16.89%	-44.64%
2021	+12.21%	+84.52%
2020	+3.83%	+6.36%
2019	+9.96%	+44.41%
2018	N/A	-30.56%
2017	N/A	+14.78%
2016	N/A	+38.66%
2015	N/A	+29.69%
2014	N/A	+19.11%
2013	N/A	+116.71%
2012	N/A	+60.52%
2011	N/A	-17.92%
2010	N/A	+87.28%
2009	N/A	-62.65%
2008	N/A	-42.01%
2007	N/A	-45.34%
2006	N/A	+15.29%
2005	N/A	+14.88%

AGNCM vs WAL Drawdown Comparison

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

The maximum drawdown for WAL was -92.14%, occurring on Nov 11, 2009. Recovery took 2337 trading sessions.

The current AGNCM drawdown is -0.12%. The current WAL drawdown is -24.16%.

Rank	AGNCM	WAL
#1	-55.99% Feb 3, 2020 - Dec 23, 2020	-92.14% Jul 28, 2006 - Nov 9, 2015
#2	-28.38% Jan 3, 2022 - Jul 28, 2023	-84.79% Nov 3, 2021 - May 4, 2023
#3	-13.96% Sep 29, 2023 - Dec 26, 2023	-64.49% Jun 8, 2018 - Jan 6, 2021
#4	-6.49% Apr 1, 2025 - Jun 20, 2025	-29.41% Nov 30, 2015 - Oct 5, 2016
#5	-3.93% Jul 12, 2021 - Dec 31, 2021	-20.51% Aug 3, 2005 - Jan 31, 2006
#6	-3.65% Feb 18, 2026 - Apr 15, 2026	-17.26% Apr 27, 2021 - Sep 29, 2021
#7	-3.32% May 7, 2021 - Jun 9, 2021	-17.19% Apr 19, 2006 - Jul 28, 2006
#8	-3.04% Dec 30, 2020 - Mar 5, 2021	-15.64% Mar 1, 2017 - Oct 2, 2017
#9	-2.45% Aug 29, 2019 - Dec 18, 2019	-10.50% Mar 9, 2018 - Jun 6, 2018
#10	-2.36% Oct 7, 2025 - Dec 17, 2025	-8.18% Mar 19, 2021 - Apr 16, 2021
#11	-2.03% Aug 2, 2023 - Aug 24, 2023	-7.06% Oct 10, 2016 - Nov 9, 2016
#12	-1.97% Jun 24, 2025 - Jul 15, 2025	-6.37% Oct 22, 2021 - Nov 3, 2021
#13	-1.88% Dec 31, 2024 - Apr 1, 2025	-6.25% Feb 24, 2021 - Mar 12, 2021
#14	-1.82% Apr 21, 2021 - May 4, 2021	-5.89% Dec 8, 2016 - Jan 27, 2017
#15	-1.63% Dec 28, 2023 - Jan 8, 2024	-5.87% Jan 14, 2021 - Feb 4, 2021