AGNCP vs STWD

Comparison between AGNC Investment Corp (AGNCP, Company) and Starwood Property Trust Inc (STWD, Company).

Both AGNCP and STWD are from the Real Estate sector.

5-Year PerformanceAGNCP has outperformed STWD, delivering a return of +7.6% compared to +2.3%

AGNCP vs STWD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AGNCP(COMPANY)	STWD(COMPANY)
Market Cap	$6.42B	$6.35B
Max Drawdown	60.54%	71.31%
Sharpe Ratio	1.28	-0.36
5Y Beta	0.08	0.64
Industry	Reit - Mortgage	Reit - Mortgage
P/E Ratio	N/A	17.54
Forward P/E	N/A	9.74
PEG Ratio	N/A	7.61
Dividend Yield	5.77%	11.40%
5Y Dividends CAGR	11.70%	4.56%
5Y EPS CAGR	N/A	-11.38%
Debt to Equity	N/A	0.00%
Free Cash Flow Yield	N/A	13.10%
P/S Ratio	3.90	11.22
P/B Ratio	N/A	0.95

Market Cap

Winner

AGNCP

$6.42B

STWD

$6.35B

Max Drawdown

Winner

AGNCP

60.54%

STWD

71.31%

Sharpe Ratio

Winner

AGNCP

1.28

STWD

-0.36

5Y Beta

Winner

AGNCP

0.08

STWD

0.64

Industry

AGNCP

Reit - Mortgage

STWD

Reit - Mortgage

P/E Ratio

AGNCP

N/A

STWD

17.54

Forward P/E

AGNCP

N/A

STWD

9.74

PEG Ratio

AGNCP

N/A

STWD

7.61

Dividend Yield

AGNCP

5.77%

Winner

STWD

11.40%

5Y Dividends CAGR

Winner

AGNCP

11.70%

STWD

4.56%

5Y EPS CAGR

AGNCP

N/A

STWD

-11.38%

Debt to Equity

AGNCP

N/A

STWD

0.00%

Free Cash Flow Yield

AGNCP

N/A

STWD

13.10%

P/S Ratio

Winner

AGNCP

3.90

STWD

11.22

P/B Ratio

AGNCP

N/A

STWD

0.95

AGNCP vs STWD - Historical Returns

Returns include dividend reinvestment.

Period	AGNCP	STWD
1 month	+1.38%	-4.93%
3 months	+1.69%	-1.31%
6 months	+5.25%	+2.45%
1 year	+9.75%	-0.47%
5 years(CAGR)	+7.58%	+2.26%
10 years(CAGR)	N/A	+8.34%
Max(CAGR)	+7.34%	+9.63%

Winner

AGNCP

+1.38%

STWD

-4.93%

Winner

AGNCP

+1.69%

STWD

-1.31%

Winner

AGNCP

+5.25%

STWD

+2.45%

Winner

AGNCP

+9.75%

STWD

-0.47%

5Y(CAGR)

Winner

AGNCP

+7.58%

STWD

+2.26%

10Y(CAGR)

AGNCP

N/A

STWD

+8.34%

Max(CAGR)

AGNCP

+7.34%

Winner

STWD

+9.63%

AGNCP vs STWD - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	AGNCP	STWD
2026	+3.55%	-3.24%
2025	+8.13%	+4.32%
2024	+20.43%	-1.26%
2023	+20.28%	+25.31%
2022	-17.95%	-18.59%
2021	+13.14%	+41.55%
2020	+2.24%	-11.03%
2019	N/A	+36.71%
2018	N/A	+1.82%
2017	N/A	+4.87%
2016	N/A	+17.97%
2015	N/A	-4.08%
2014	N/A	+13.37%
2013	N/A	+26.62%
2012	N/A	+31.85%
2011	N/A	-6.67%
2010	N/A	+19.21%
2009	N/A	-4.99%

AGNCP vs STWD Drawdown Comparison

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

The maximum drawdown for STWD was -66.34%, occurring on Mar 24, 2020. Recovery took 265 trading sessions.

The current STWD drawdown is -10.58%.

Rank	AGNCP	STWD
#1	-60.54% Feb 20, 2020 - Dec 29, 2020	-66.34% Feb 5, 2020 - Feb 24, 2021
#2	-28.95% Jan 3, 2022 - Dec 22, 2023	-29.47% Nov 24, 2021 - Dec 14, 2023
#3	-5.79% Apr 1, 2025 - Jun 12, 2025	-26.42% Apr 6, 2015 - Aug 1, 2016
#4	-4.47% Jan 20, 2021 - Apr 6, 2021	-25.94% Feb 28, 2011 - Mar 16, 2012
#5	-3.62% Jan 23, 2026 - Apr 21, 2026	-18.28% May 8, 2013 - Nov 27, 2013
#6	-2.80% May 10, 2021 - May 18, 2021	-16.84% Oct 19, 2009 - Sep 28, 2010
#7	-2.59% Oct 14, 2021 - Dec 31, 2021	-14.51% Jul 10, 2025 - Mar 27, 2026
#8	-2.00% Mar 26, 2024 - Apr 3, 2024	-14.37% Nov 29, 2018 - Jan 31, 2019
#9	-1.88% Jul 7, 2021 - Aug 5, 2021	-13.79% Mar 7, 2025 - May 15, 2025
#10	-1.80% Nov 8, 2024 - Dec 31, 2024	-12.99% Dec 26, 2023 - Aug 29, 2024
#11	-1.61% Jul 19, 2024 - Aug 26, 2024	-10.93% Sep 14, 2012 - Jan 2, 2013
#12	-1.57% Aug 5, 2021 - Aug 31, 2021	-8.62% Jul 3, 2017 - May 4, 2018
#13	-1.53% Sep 25, 2024 - Oct 17, 2024	-8.58% Mar 26, 2012 - Jun 27, 2012
#14	-1.49% Apr 4, 2024 - May 1, 2024	-8.48% Sep 19, 2024 - Feb 27, 2025
#15	-1.48% Sep 13, 2021 - Sep 30, 2021	-8.36% Nov 12, 2010 - Dec 28, 2010

Correlation

Correlation between AGNCP and STWD is 0.80 which considered as a strong positive correlation - the stocks tend to move together.

0.80

-101

Dividend Comparison (2009 - 2026)

AGNCP vs STWD dividend yield comparison.

Year	AGNCP	STWD
2026	2.16%	2.77%
2025	8.65%	10.66%
2024	6.21%	10.13%
2023	7.04%	9.13%
2022	7.94%	10.47%
2021	6.06%	7.90%
2020	5.95%	9.95%
2019	0.00%	7.72%
2018	0.00%	9.74%
2017	0.00%	8.99%
2016	0.00%	8.75%
2015	0.00%	9.34%
2014	0.00%	33.43%
2013	0.00%	6.57%
2012	0.00%	8.10%
2011	0.00%	9.40%
2010	0.00%	7.08%
2009	0.00%	0.58%