AGNCO vs TCOM

Comparison between AGNC Investment Corp (AGNCO, Company) and Trip.com Group Ltd (TCOM, Company).

AGNCO is from the Real Estate sector, while TCOM is from the Consumer Cyclical sector.

5-Year PerformanceAGNCO has outperformed TCOM, delivering a return of +8.0% compared to +4.2%

AGNCO vs TCOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCO(COMPANY)	TCOM(COMPANY)
Market Cap	$29B	$29B
Max Drawdown	59.78%	76.44%
Sharpe Ratio	1.41	-0.73
5Y Beta	0.08	0.75
Industry	Reit - Mortgage	Travel Services
P/E Ratio	18.93	6.15
Forward P/E	N/A	12.08
PEG Ratio	0.12	0.06
Dividend Yield	5.63%	0.57%
5Y Dividends CAGR	12.69%	N/A
5Y EPS CAGR	-25.22%	N/A
Debt to Equity	0.00%	18.01%
Free Cash Flow Yield	2.89%	6.63%

Market Cap

Winner

AGNCO

$29B

TCOM

$29B

Max Drawdown

Winner

AGNCO

59.78%

TCOM

76.44%

Sharpe Ratio

Winner

AGNCO

1.41

TCOM

-0.73

5Y Beta

Winner

AGNCO

0.08

TCOM

0.75

Industry

AGNCO

Reit - Mortgage

TCOM

Travel Services

P/E Ratio

AGNCO

18.93

Winner

TCOM

6.15

Forward P/E

AGNCO

N/A

TCOM

12.08

PEG Ratio

AGNCO

0.12

Winner

TCOM

0.06

Dividend Yield

Winner

AGNCO

5.63%

TCOM

0.57%

5Y Dividends CAGR

AGNCO

12.69%

TCOM

N/A

5Y EPS CAGR

AGNCO

-25.22%

TCOM

N/A

Debt to Equity

Winner

AGNCO

0.00%

TCOM

18.01%

Free Cash Flow Yield

AGNCO

2.89%

Winner

TCOM

6.63%

AGNCO vs TCOM - Historical Returns

Returns include dividend reinvestment.

Period	AGNCO	TCOM
1 month	+0.31%	-8.56%
3 months	+3.32%	-13.20%
6 months	+5.28%	-36.70%
1 year	+9.39%	-20.23%
5 years(CAGR)	+7.98%	+4.20%
10 years(CAGR)	N/A	+1.76%
Max(CAGR)	+8.05%	+14.65%

Winner

AGNCO

+0.31%

TCOM

-8.56%

Winner

AGNCO

+3.32%

TCOM

-13.20%

Winner

AGNCO

+5.28%

TCOM

-36.70%

Winner

AGNCO

+9.39%

TCOM

-20.23%

5Y(CAGR)

Winner

AGNCO

+7.98%

TCOM

+4.20%

10Y(CAGR)

AGNCO

N/A

TCOM

+1.76%

Max(CAGR)

AGNCO

+8.05%

Winner

TCOM

+14.65%

AGNCO vs TCOM - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	AGNCO	TCOM
2026	+4.18%	-39.45%
2025	+8.49%	+11.52%
2024	+18.14%	+92.54%
2023	+22.63%	+0.90%
2022	-16.30%	+36.83%
2021	+11.79%	-26.51%
2020	+3.16%	-8.76%
2019	+4.82%	+21.57%
2018	N/A	-41.26%
2017	N/A	+8.92%
2016	N/A	-11.56%
2015	N/A	+104.91%
2014	N/A	-7.91%
2013	N/A	+114.25%
2012	N/A	-7.92%
2011	N/A	-43.79%
2010	N/A	+11.59%
2009	N/A	+203.98%
2008	N/A	-58.04%
2007	N/A	+75.86%
2006	N/A	+112.70%
2005	N/A	+27.57%
2004	N/A	+21.11%
2003	N/A	+0.20%

AGNCO vs TCOM Drawdown Comparison

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

The maximum drawdown for TCOM was -76.33%, occurring on Nov 20, 2008. Recovery took 387 trading sessions.

The current AGNCO drawdown is -0.08%. The current TCOM drawdown is -42.88%.

Rank	AGNCO	TCOM
#1	-59.78% Jan 21, 2020 - Dec 28, 2020	-76.33% May 5, 2008 - Nov 13, 2009
#2	-26.73% Nov 4, 2021 - Jul 11, 2023	-76.07% Nov 2, 2010 - Sep 25, 2013
#3	-10.45% Sep 29, 2023 - Dec 18, 2023	-71.96% Jul 31, 2017 - Sep 27, 2024
#4	-5.33% Mar 14, 2025 - May 9, 2025	-42.88% Jan 12, 2026 - Jun 18, 2026
#5	-3.00% Sep 17, 2021 - Nov 3, 2021	-40.19% Dec 12, 2003 - Oct 6, 2004
#6	-2.88% Aug 31, 2023 - Sep 29, 2023	-40.09% Sep 5, 2014 - May 14, 2015
#7	-2.77% Jan 22, 2021 - Mar 11, 2021	-37.97% Oct 2, 2013 - Jun 16, 2014
#8	-2.47% Feb 26, 2026 - Apr 10, 2026	-34.93% Nov 20, 2015 - May 10, 2017
#9	-2.33% Jul 12, 2021 - Sep 13, 2021	-33.57% Dec 7, 2004 - Jul 5, 2005
#10	-2.14% Jul 28, 2023 - Aug 29, 2023	-31.47% Nov 8, 2007 - May 1, 2008
#11	-1.90% Dec 30, 2020 - Jan 22, 2021	-30.13% Dec 9, 2024 - Aug 28, 2025
#12	-1.70% Jun 24, 2025 - Jul 11, 2025	-28.51% May 22, 2015 - Oct 26, 2015
#13	-1.62% May 7, 2021 - May 14, 2021	-28.36% Jun 21, 2010 - Sep 24, 2010
#14	-1.39% Mar 21, 2024 - Apr 1, 2024	-24.90% Jan 30, 2007 - May 17, 2007
#15	-1.32% Mar 11, 2021 - Mar 31, 2021	-22.04% Dec 16, 2009 - Mar 1, 2010

Correlation

Correlation between AGNCO and TCOM is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (2005 - 2026)

AGNCO vs TCOM dividend yield comparison.

Year	AGNCO	TCOM
2026	2.18%	0.00%
2025	9.58%	0.42%
2024	7.28%	0.00%
2023	7.01%	0.00%
2022	8.17%	0.00%
2021	6.33%	0.00%
2020	6.58%	0.00%
2019	1.79%	0.00%
2008	0.00%	0.94%
2007	0.00%	0.22%
2006	0.00%	0.38%
2005	0.00%	0.49%