AGNCO vs ILMN

Comparison between AGNC Investment Corp (AGNCO, Company) and Illumina Inc (ILMN, Company).

AGNCO is from the Real Estate sector, while ILMN is from the Healthcare sector.

5-Year PerformanceAGNCO has outperformed ILMN, delivering a return of +7.9% compared to -16.4%

AGNCO vs ILMN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCO(COMPANY)	ILMN(COMPANY)
Market Cap	$29B	$29B
Max Drawdown	59.78%	96.14%
Sharpe Ratio	1.37	1.53
5Y Beta	0.08	1.01
Industry	Reit - Mortgage	Diagnostics & Research
P/E Ratio	18.93	45.00
Forward P/E	N/A	36.63
PEG Ratio	0.12	3.36
Dividend Yield	5.68%	N/A
5Y Dividends CAGR	12.44%	N/A
5Y EPS CAGR	-25.22%	-6.80%
Debt to Equity	0.00%	0.00%
Free Cash Flow Yield	2.89%	3.34%
P/S Ratio	N/A	6.57
P/B Ratio	N/A	10.89

Market Cap

Winner

AGNCO

$29B

ILMN

$29B

Max Drawdown

Winner

AGNCO

59.78%

ILMN

96.14%

Sharpe Ratio

AGNCO

1.37

Winner

ILMN

1.53

5Y Beta

Winner

AGNCO

0.08

ILMN

1.01

Industry

AGNCO

Reit - Mortgage

ILMN

Diagnostics & Research

P/E Ratio

Winner

AGNCO

18.93

ILMN

45.00

Forward P/E

AGNCO

N/A

ILMN

36.63

PEG Ratio

Winner

AGNCO

0.12

ILMN

3.36

Dividend Yield

AGNCO

5.68%

ILMN

N/A

5Y Dividends CAGR

AGNCO

12.44%

ILMN

N/A

5Y EPS CAGR

AGNCO

-25.22%

Winner

ILMN

-6.80%

Debt to Equity

AGNCO

0.00%

ILMN

0.00%

Free Cash Flow Yield

AGNCO

2.89%

Winner

ILMN

3.34%

P/S Ratio

AGNCO

N/A

ILMN

6.57

P/B Ratio

AGNCO

N/A

ILMN

10.89

AGNCO vs ILMN - Historical Returns

Returns include dividend reinvestment.

Period	AGNCO	ILMN
1 month	+1.97%	+19.36%
3 months	+1.85%	+56.94%
6 months	+4.57%	+31.00%
1 year	+9.22%	+88.18%
5 years(CAGR)	+7.89%	-16.40%
10 years(CAGR)	N/A	+2.99%
Max(CAGR)	+8.16%	+9.40%

AGNCO

+1.97%

Winner

ILMN

+19.36%

AGNCO

+1.85%

Winner

ILMN

+56.94%

AGNCO

+4.57%

Winner

ILMN

+31.00%

AGNCO

+9.22%

Winner

ILMN

+88.18%

5Y(CAGR)

Winner

AGNCO

+7.89%

ILMN

-16.40%

10Y(CAGR)

AGNCO

N/A

ILMN

+2.99%

Max(CAGR)

AGNCO

+8.16%

Winner

ILMN

+9.40%

AGNCO vs ILMN - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

Year	AGNCO	ILMN
2026	+5.69%	+46.53%
2025	+8.49%	+0.18%
2024	+18.14%	-0.17%
2023	+22.63%	-30.68%
2022	-16.30%	-46.91%
2021	+11.79%	+3.45%
2020	+3.16%	+13.15%
2019	+4.82%	+12.64%
2018	N/A	+33.88%
2017	N/A	+66.62%
2016	N/A	-29.37%
2015	N/A	+3.52%
2014	N/A	+67.28%
2013	N/A	+99.55%
2012	N/A	+75.20%
2011	N/A	-52.63%
2010	N/A	+107.33%
2009	N/A	+14.26%
2008	N/A	-12.53%
2007	N/A	+54.28%
2006	N/A	+165.43%
2005	N/A	+52.10%
2004	N/A	+34.09%
2003	N/A	+114.94%
2002	N/A	-70.04%
2001	N/A	-22.89%
2000	N/A	-59.00%

AGNCO vs ILMN Drawdown Comparison

The maximum drawdown for AGNCO was -59.78%, occurring on Mar 18, 2020. Recovery took 237 trading sessions.

The maximum drawdown for ILMN was -96.14%, occurring on Mar 13, 2003. Recovery took 1731 trading sessions.

The current AGNCO drawdown is -0.20%. The current ILMN drawdown is -61.44%.

Rank	AGNCO	ILMN
#1	-59.78% Jan 21, 2020 - Dec 28, 2020	-96.14% Sep 1, 2000 - Jul 26, 2007
#2	-26.73% Nov 4, 2021 - Jul 11, 2023	-86.23% Aug 16, 2021 - Apr 8, 2025
#3	-10.45% Sep 29, 2023 - Dec 18, 2023	-66.67% Jul 6, 2011 - Jul 24, 2013
#4	-5.33% Mar 14, 2025 - May 9, 2025	-57.85% Aug 15, 2008 - Aug 6, 2010
#5	-3.00% Sep 17, 2021 - Nov 3, 2021	-49.16% Jul 20, 2015 - Jan 9, 2018
#6	-2.88% Aug 31, 2023 - Sep 29, 2023	-44.69% Jul 5, 2019 - Jul 6, 2020
#7	-2.77% Jan 22, 2021 - Mar 11, 2021	-33.00% Aug 5, 2020 - Jan 20, 2021
#8	-2.47% Feb 26, 2026 - Apr 10, 2026	-27.01% Feb 25, 2014 - Jul 1, 2014
#9	-2.33% Jul 12, 2021 - Sep 13, 2021	-26.90% Feb 12, 2021 - Aug 5, 2021
#10	-2.14% Jul 28, 2023 - Aug 29, 2023	-25.77% Sep 28, 2018 - Jun 28, 2019
#11	-1.90% Dec 30, 2020 - Jan 22, 2021	-18.45% Jul 3, 2014 - Oct 22, 2014
#12	-1.70% Jun 24, 2025 - Jul 11, 2025	-17.87% Oct 23, 2007 - Jan 10, 2008
#13	-1.62% May 7, 2021 - May 14, 2021	-17.78% Feb 25, 2008 - Mar 31, 2008
#14	-1.39% Mar 21, 2024 - Apr 1, 2024	-15.79% Feb 14, 2011 - May 10, 2011
#15	-1.32% Mar 11, 2021 - Mar 31, 2021	-14.54% Jan 22, 2018 - Mar 9, 2018

Correlation

Correlation between AGNCO and ILMN is -0.65 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.65

-101