AGNCN vs FDS

Comparison between AGNC Investment Corp (AGNCN, Company) and Factset Research Systems Inc (FDS, Company).

AGNCN is from the Real Estate sector, while FDS is from the Financial Services sector.

5-Year PerformanceAGNCN has outperformed FDS, delivering a return of +8.6% compared to -4.9%

AGNCN vs FDS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCN(COMPANY)	FDS(COMPANY)
Market Cap	$8.78B	$8.79B
Max Drawdown	53.98%	61.66%
Sharpe Ratio	1.33	-1.17
5Y Beta	0.06	0.48
Industry	Reit - Mortgage	Financial Data & Stock Exchanges
P/E Ratio	N/A	16.01
Forward P/E	N/A	11.57
PEG Ratio	N/A	1.71
Dividend Yield	5.70%	1.88%
5Y Dividends CAGR	11.06%	12.18%
5Y EPS CAGR	N/A	8.47%
Debt to Equity	N/A	68.38%
Free Cash Flow Yield	N/A	9.44%
P/S Ratio	4.89	3.73
P/B Ratio	N/A	3.94

Market Cap

AGNCN

$8.78B

Winner

FDS

$8.79B

Max Drawdown

Winner

AGNCN

53.98%

FDS

61.66%

Sharpe Ratio

Winner

AGNCN

1.33

FDS

-1.17

5Y Beta

Winner

AGNCN

0.06

FDS

0.48

Industry

AGNCN

Reit - Mortgage

FDS

Financial Data & Stock Exchanges

P/E Ratio

AGNCN

N/A

FDS

16.01

Forward P/E

AGNCN

N/A

FDS

11.57

PEG Ratio

AGNCN

N/A

FDS

1.71

Dividend Yield

Winner

AGNCN

5.70%

FDS

1.88%

5Y Dividends CAGR

AGNCN

11.06%

Winner

FDS

12.18%

5Y EPS CAGR

AGNCN

N/A

FDS

8.47%

Debt to Equity

AGNCN

N/A

FDS

68.38%

Free Cash Flow Yield

AGNCN

N/A

FDS

9.44%

P/S Ratio

AGNCN

4.89

Winner

FDS

3.73

P/B Ratio

AGNCN

N/A

FDS

3.94

AGNCN vs FDS - Historical Returns

Returns include dividend reinvestment.

Period	AGNCN	FDS
1 month	+0.17%	-2.17%
3 months	+4.03%	+10.44%
6 months	+4.67%	-11.30%
1 year	+10.11%	-43.16%
5 years(CAGR)	+8.62%	-4.88%
10 years(CAGR)	+8.83%	+5.62%
Max(CAGR)	+8.83%	+10.26%

Winner

AGNCN

+0.17%

FDS

-2.17%

AGNCN

+4.03%

Winner

FDS

+10.44%

Winner

AGNCN

+4.67%

FDS

-11.30%

Winner

AGNCN

+10.11%

FDS

-43.16%

5Y(CAGR)

Winner

AGNCN

+8.62%

FDS

-4.88%

10Y(CAGR)

Winner

AGNCN

+8.83%

FDS

+5.62%

Max(CAGR)

AGNCN

+8.83%

Winner

FDS

+10.26%

AGNCN vs FDS - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	AGNCN	FDS
2026	+4.67%	-11.30%
2025	+7.64%	-38.39%
2024	+14.40%	+4.75%
2023	+10.24%	+18.58%
2022	+6.49%	-15.01%
2021	+9.59%	+48.34%
2020	+5.42%	+24.93%
2019	+8.58%	+36.00%
2018	+4.60%	+5.64%
2017	+6.32%	+18.21%
2016	N/A	+5.61%
2015	N/A	+16.85%
2014	N/A	+31.43%
2013	N/A	+22.63%
2012	N/A	+1.24%
2011	N/A	-7.28%
2010	N/A	+42.32%
2009	N/A	+46.56%
2008	N/A	-18.61%
2007	N/A	+0.54%
2006	N/A	+38.99%
2005	N/A	+8.92%
2004	N/A	+55.38%
2003	N/A	+33.05%
2002	N/A	-20.85%
2001	N/A	-1.10%
2000	N/A	-5.80%
1999	N/A	+10.78%

AGNCN vs FDS Drawdown Comparison

The maximum drawdown for AGNCN was -53.34%, occurring on Mar 18, 2020. Recovery took 218 trading sessions.

The maximum drawdown for FDS was -61.13%, occurring on Feb 17, 2026. This drawdown has not yet recovered.

The current AGNCN drawdown is -0.02%. The current FDS drawdown is -48.32%.

Rank	AGNCN	FDS
#1	-53.34% Jan 30, 2020 - Dec 9, 2020	-61.13% Nov 14, 2024 - Feb 17, 2026
#2	-13.65% Jun 30, 2021 - Dec 2, 2022	-58.96% Jun 5, 2001 - Jul 1, 2003
#3	-7.17% Sep 29, 2023 - Dec 28, 2023	-54.43% Oct 10, 2007 - Nov 13, 2009
#4	-7.02% Mar 3, 2023 - May 24, 2023	-47.28% Dec 29, 1999 - Dec 12, 2000
#5	-6.03% Mar 27, 2025 - Jul 2, 2025	-36.39% Dec 12, 2000 - Jun 5, 2001
#6	-4.96% Oct 31, 2017 - Jun 5, 2018	-33.56% Feb 19, 2020 - May 29, 2020
#7	-3.77% Sep 18, 2018 - Feb 15, 2019	-31.12% Sep 3, 2003 - Nov 5, 2004
#8	-2.67% Feb 13, 2026 - Apr 13, 2026	-29.87% Dec 29, 2004 - Dec 1, 2005
#9	-2.34% Dec 30, 2020 - Mar 2, 2021	-29.63% May 11, 2011 - Jul 19, 2013
#10	-2.09% Jul 20, 2018 - Aug 20, 2018	-28.36% Dec 29, 2021 - Feb 1, 2024
#11	-1.94% Oct 23, 2025 - Dec 24, 2025	-22.30% Oct 23, 2015 - Aug 18, 2016
#12	-1.89% Jun 21, 2021 - Jun 30, 2021	-22.23% Jun 19, 2019 - Feb 18, 2020
#13	-1.82% Aug 18, 2023 - Aug 31, 2023	-19.93% Jun 20, 2007 - Oct 5, 2007
#14	-1.68% Sep 6, 2019 - Nov 14, 2019	-19.66% Nov 28, 2018 - Feb 27, 2019
#15	-1.65% Nov 5, 2024 - Dec 31, 2024	-18.86% Mar 20, 2024 - Nov 13, 2024

Correlation

Correlation between AGNCN and FDS is 0.48 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.48

-101

Dividend Comparison (1999 - 2026)

AGNCN vs FDS dividend yield comparison.

Year	AGNCN	FDS
2026	4.48%	0.90%
2025	9.60%	1.50%
2024	10.37%	0.85%
2023	10.57%	0.80%
2022	7.47%	0.87%
2021	6.81%	0.66%
2020	6.87%	0.91%
2019	6.74%	1.04%
2018	6.92%	1.24%
2017	2.70%	1.13%
2016	0.00%	1.19%
2015	0.00%	1.05%
2014	0.00%	1.08%
2013	0.00%	1.25%
2012	0.00%	1.36%
2011	0.00%	1.19%
2010	0.00%	0.95%
2009	0.00%	1.18%
2008	0.00%	1.49%
2007	0.00%	0.75%
2006	0.00%	0.41%
2005	0.00%	0.49%
2004	0.00%	0.46%
2003	0.00%	0.60%
2002	0.00%	0.67%
2001	0.00%	0.43%
2000	0.00%	0.30%
1999	0.00%	0.06%