AGNCO vs SPY

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

5-Year PerformanceSPY has outperformed AGNCO, delivering a return of +13.8% compared to +8.2%

AGNCO vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCO(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$29B	$735B
Expense Ratio	N/A	0.09%
Max Drawdown	59.78%	56.47%
Sharpe Ratio	1.47	1.67
5Y Beta	N/A	1.00
Industry	Reit - Mortgage	N/A
P/E Ratio	18.93	28.81
Forward P/E	N/A	22.07
PEG Ratio	0.12	N/A
Dividend Yield	5.64%	N/A
5Y Dividends CAGR	12.69%	5.43%
5Y EPS CAGR	-25.22%	25.84%
Debt to Equity	0.00%	34.16%
Free Cash Flow Yield	2.89%	N/A
P/S Ratio	N/A	3.69
P/B Ratio	N/A	5.54

Market Cap / Net Assets

AGNCO

$29B

Winner

SPY

$735B

Expense Ratio

AGNCO

N/A

SPY

0.09%

Max Drawdown

AGNCO

59.78%

Winner

SPY

56.47%

Sharpe Ratio

AGNCO

1.47

Winner

SPY

1.67

5Y Beta

AGNCO

N/A

SPY

1.00

Industry

AGNCO

Reit - Mortgage

SPY

N/A

P/E Ratio

Winner

AGNCO

18.93

SPY

28.81

Forward P/E

AGNCO

N/A

SPY

22.07

PEG Ratio

AGNCO

0.12

SPY

N/A

Dividend Yield

AGNCO

5.64%

SPY

N/A

5Y Dividends CAGR

Winner

AGNCO

12.69%

SPY

5.43%

5Y EPS CAGR

AGNCO

-25.22%

Winner

SPY

25.84%

Debt to Equity

Winner

AGNCO

0.00%

SPY

34.16%

Free Cash Flow Yield

AGNCO

2.89%

SPY

N/A

P/S Ratio

AGNCO

N/A

SPY

3.69

P/B Ratio

AGNCO

N/A

SPY

5.54

AGNCO vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	AGNCO	SPY
1 month	+1.39%	+4.59%
3 months	+2.51%	+7.81%
6 months	+6.33%	+14.24%
1 year	+10.24%	+26.47%
5 years(CAGR)	+8.19%	+13.84%
10 years(CAGR)	N/A	+15.57%
Max(CAGR)	+8.11%	+8.50%

AGNCO

+1.39%

Winner

SPY

+4.59%

AGNCO

+2.51%

Winner

SPY

+7.81%

AGNCO

+6.33%

Winner

SPY

+14.24%

AGNCO

+10.24%

Winner

SPY

+26.47%

5Y(CAGR)

AGNCO

+8.19%

Winner

SPY

+13.84%

10Y(CAGR)

AGNCO

N/A

SPY

+15.57%

Max(CAGR)

AGNCO

+8.11%

Winner

SPY

+8.50%

AGNCO vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	AGNCO	SPY
2026	+3.94%	+8.80%
2025	+8.49%	+18.00%
2024	+18.14%	+25.59%
2023	+22.63%	+26.72%
2022	-16.30%	-18.64%
2021	+11.79%	+30.52%
2020	+3.16%	+17.28%
2019	+4.82%	+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%

AGNCO vs SPY Drawdown Comparison

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

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

The current AGNCO drawdown is -0.16%. The current SPY drawdown is -0.92%.

Rank	AGNCO	SPY
#1	-59.78% Jan 21, 2020 - Dec 28, 2020	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-26.73% Nov 4, 2021 - Jul 11, 2023	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-10.45% Sep 29, 2023 - Dec 18, 2023	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-5.33% Mar 14, 2025 - May 9, 2025	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-3.00% Sep 17, 2021 - Nov 3, 2021	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-2.88% Aug 31, 2023 - Sep 29, 2023	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-2.77% Jan 22, 2021 - Mar 11, 2021	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-2.47% Feb 26, 2026 - Apr 10, 2026	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-2.33% Jul 12, 2021 - Sep 13, 2021	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-2.14% Jul 28, 2023 - Aug 29, 2023	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-1.90% Dec 30, 2020 - Jan 22, 2021	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-1.70% Jun 24, 2025 - Jul 11, 2025	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-1.62% May 7, 2021 - May 14, 2021	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-1.39% Mar 21, 2024 - Apr 1, 2024	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-1.32% Mar 11, 2021 - Mar 31, 2021	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between AGNCO 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)

AGNCO vs SPY dividend yield comparison.

Year	AGNCO	SPY
2026	2.18%	0.24%
2025	9.58%	1.07%
2024	7.28%	1.21%
2023	7.01%	1.40%
2022	8.17%	1.65%
2021	6.33%	1.20%
2020	6.58%	1.52%
2019	1.79%	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%