AGNCN vs SPY

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

5-Year PerformanceSPY has outperformed AGNCN, delivering a return of +13.7% compared to +9.5%

AGNCN vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCN(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$8.78B	$735B
Expense Ratio	N/A	0.09%
Max Drawdown	53.98%	56.47%
Sharpe Ratio	1.17	1.88
5Y Beta	0.07	1.00
Industry	Reit - Mortgage	N/A
P/E Ratio	N/A	28.46
Forward P/E	N/A	21.99
Dividend Yield	5.60%	N/A
5Y Dividends CAGR	11.31%	5.43%
5Y EPS CAGR	N/A	25.20%
Debt to Equity	N/A	33.33%
P/S Ratio	4.89	3.65
P/B Ratio	N/A	5.50

Market Cap / Net Assets

AGNCN

$8.78B

Winner

SPY

$735B

Expense Ratio

AGNCN

N/A

SPY

0.09%

Max Drawdown

Winner

AGNCN

53.98%

SPY

56.47%

Sharpe Ratio

AGNCN

1.17

Winner

SPY

1.88

5Y Beta

Winner

AGNCN

0.07

SPY

1.00

Industry

AGNCN

Reit - Mortgage

SPY

N/A

P/E Ratio

AGNCN

N/A

SPY

28.46

Forward P/E

AGNCN

N/A

SPY

21.99

Dividend Yield

AGNCN

5.60%

SPY

N/A

5Y Dividends CAGR

Winner

AGNCN

11.31%

SPY

5.43%

5Y EPS CAGR

AGNCN

N/A

SPY

25.20%

Debt to Equity

AGNCN

N/A

SPY

33.33%

P/S Ratio

AGNCN

4.89

Winner

SPY

3.65

P/B Ratio

AGNCN

N/A

SPY

5.50

AGNCN vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	AGNCN	SPY
1 month	+1.02%	+5.60%
3 months	+1.84%	+8.72%
6 months	+6.16%	+10.63%
1 year	+10.23%	+26.62%
5 years(CAGR)	+9.54%	+13.70%
10 years(CAGR)	+8.86%	+15.47%
Max(CAGR)	+8.86%	+8.50%

AGNCN

+1.02%

Winner

SPY

+5.60%

AGNCN

+1.84%

Winner

SPY

+8.72%

AGNCN

+6.16%

Winner

SPY

+10.63%

AGNCN

+10.23%

Winner

SPY

+26.62%

5Y(CAGR)

AGNCN

+9.54%

Winner

SPY

+13.70%

10Y(CAGR)

AGNCN

+8.86%

Winner

SPY

+15.47%

Max(CAGR)

Winner

AGNCN

+8.86%

SPY

+8.50%

AGNCN vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	AGNCN	SPY
2026	+3.77%	+8.50%
2025	+7.64%	+18.00%
2024	+14.40%	+25.59%
2023	+10.24%	+26.72%
2022	+6.49%	-18.64%
2021	+9.59%	+30.52%
2020	+5.42%	+17.28%
2019	+8.58%	+31.09%
2018	+4.60%	-5.24%
2017	+6.32%	+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%

AGNCN vs SPY Drawdown Comparison

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

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

The current AGNCN drawdown is -0.35%. The current SPY drawdown is -1.20%.

Rank	AGNCN	SPY
#1	-53.34% Jan 30, 2020 - Dec 9, 2020	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-13.65% Jun 30, 2021 - Dec 2, 2022	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-7.17% Sep 29, 2023 - Dec 28, 2023	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-7.02% Mar 3, 2023 - May 24, 2023	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-6.03% Mar 27, 2025 - Jul 2, 2025	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-4.96% Oct 31, 2017 - Jun 5, 2018	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-3.77% Sep 18, 2018 - Feb 15, 2019	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-2.67% Feb 13, 2026 - Apr 13, 2026	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-2.34% Dec 30, 2020 - Mar 2, 2021	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-2.09% Jul 20, 2018 - Aug 20, 2018	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-1.94% Oct 23, 2025 - Dec 24, 2025	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-1.89% Jun 21, 2021 - Jun 30, 2021	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-1.82% Aug 18, 2023 - Aug 31, 2023	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-1.68% Sep 6, 2019 - Nov 14, 2019	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-1.65% Nov 5, 2024 - Dec 31, 2024	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between AGNCN and SPY is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (1999 - 2026)

AGNCN vs SPY dividend yield comparison.

Year	AGNCN	SPY
2026	2.20%	0.24%
2025	9.60%	1.07%
2024	10.37%	1.21%
2023	10.57%	1.40%
2022	7.47%	1.65%
2021	6.81%	1.20%
2020	6.87%	1.52%
2019	6.74%	1.75%
2018	6.92%	2.04%
2017	2.70%	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%