AGNCP vs SPY

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

5-Year PerformanceSPY has outperformed AGNCP, delivering a return of +13.9% compared to +7.8%

AGNCP vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCP(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$6.42B	$735B
Expense Ratio	N/A	0.09%
Max Drawdown	60.54%	56.47%
Sharpe Ratio	1.27	1.76
5Y Beta	0.08	1.00
Industry	Reit - Mortgage	N/A
P/E Ratio	N/A	28.46
Forward P/E	N/A	21.99
Dividend Yield	5.78%	N/A
5Y Dividends CAGR	11.70%	5.43%
5Y EPS CAGR	N/A	25.20%
Debt to Equity	N/A	33.33%
P/S Ratio	3.90	3.65
P/B Ratio	N/A	5.50

Market Cap / Net Assets

AGNCP

$6.42B

Winner

SPY

$735B

Expense Ratio

AGNCP

N/A

SPY

0.09%

Max Drawdown

AGNCP

60.54%

Winner

SPY

56.47%

Sharpe Ratio

AGNCP

1.27

Winner

SPY

1.76

5Y Beta

Winner

AGNCP

0.08

SPY

1.00

Industry

AGNCP

Reit - Mortgage

SPY

N/A

P/E Ratio

AGNCP

N/A

SPY

28.46

Forward P/E

AGNCP

N/A

SPY

21.99

Dividend Yield

AGNCP

5.78%

SPY

N/A

5Y Dividends CAGR

Winner

AGNCP

11.70%

SPY

5.43%

5Y EPS CAGR

AGNCP

N/A

SPY

25.20%

Debt to Equity

AGNCP

N/A

SPY

33.33%

P/S Ratio

AGNCP

3.90

Winner

SPY

3.65

P/B Ratio

AGNCP

N/A

SPY

5.50

AGNCP vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	AGNCP	SPY
1 month	+1.88%	+4.01%
3 months	+1.81%	+7.93%
6 months	+4.87%	+12.54%
1 year	+9.47%	+25.60%
5 years(CAGR)	+7.80%	+13.94%
10 years(CAGR)	N/A	+15.56%
Max(CAGR)	+7.34%	+8.49%

AGNCP

+1.88%

Winner

SPY

+4.01%

AGNCP

+1.81%

Winner

SPY

+7.93%

AGNCP

+4.87%

Winner

SPY

+12.54%

AGNCP

+9.47%

Winner

SPY

+25.60%

5Y(CAGR)

AGNCP

+7.80%

Winner

SPY

+13.94%

10Y(CAGR)

AGNCP

N/A

SPY

+15.56%

Max(CAGR)

AGNCP

+7.34%

Winner

SPY

+8.49%

AGNCP vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	AGNCP	SPY
2026	+3.51%	+8.42%
2025	+8.13%	+18.00%
2024	+20.43%	+25.59%
2023	+20.28%	+26.72%
2022	-17.95%	-18.64%
2021	+13.14%	+30.52%
2020	+2.24%	+17.28%
2019	N/A	+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%

AGNCP vs SPY Drawdown Comparison

The maximum drawdown for AGNCP was -60.54%, occurring on Mar 18, 2020. Recovery took 217 trading sessions.

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

The current AGNCP drawdown is -0.04%. The current SPY drawdown is -1.27%.

Rank	AGNCP	SPY
#1	-60.54% Feb 20, 2020 - Dec 29, 2020	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-28.95% Jan 3, 2022 - Dec 22, 2023	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-5.79% Apr 1, 2025 - Jun 12, 2025	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-4.47% Jan 20, 2021 - Apr 6, 2021	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-3.62% Jan 23, 2026 - Apr 21, 2026	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-2.80% May 10, 2021 - May 18, 2021	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-2.59% Oct 14, 2021 - Dec 31, 2021	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-2.00% Mar 26, 2024 - Apr 3, 2024	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-1.88% Jul 7, 2021 - Aug 5, 2021	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-1.80% Nov 8, 2024 - Dec 31, 2024	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-1.61% Jul 19, 2024 - Aug 26, 2024	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-1.57% Aug 5, 2021 - Aug 31, 2021	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-1.53% Sep 25, 2024 - Oct 17, 2024	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-1.49% Apr 4, 2024 - May 1, 2024	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-1.48% Sep 13, 2021 - Sep 30, 2021	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between AGNCP 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)

AGNCP vs SPY dividend yield comparison.

Year	AGNCP	SPY
2026	2.16%	0.24%
2025	8.65%	1.07%
2024	6.21%	1.21%
2023	7.04%	1.40%
2022	7.94%	1.65%
2021	6.06%	1.20%
2020	5.95%	1.52%
2019	0.00%	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%