CNH vs AGNC

Comparison between CNH Industrial NV (CNH, Company) and AGNC Investment Corp (AGNC, Company).

CNH is from the Industrials sector, while AGNC is from the Real Estate sector.

5-Year PerformanceAGNC has outperformed CNH, delivering a return of +7.0% compared to -5.4%

CNH vs AGNC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CNH(COMPANY)	AGNC(COMPANY)
Market Cap	$13B	$13B
Max Drawdown	66.90%	81.08%
Sharpe Ratio	-0.48	1.69
5Y Beta	1.08	0.66
Industry	Farm & Heavy Construction Machinery	Reit - Mortgage
P/E Ratio	34.18	8.39
Forward P/E	24.51	6.86
PEG Ratio	0.59	0.06
Dividend Yield	0.96%	12.90%
5Y Dividends CAGR	21.53%	1.61%
5Y EPS CAGR	N/A	-25.22%
Debt to Equity	0.00%	0.00%
Free Cash Flow Yield	18.39%	6.53%
P/S Ratio	0.72	8.00
P/B Ratio	1.66	1.23

Market Cap

Winner

CNH

$13B

AGNC

$13B

Max Drawdown

Winner

CNH

66.90%

AGNC

81.08%

Sharpe Ratio

CNH

-0.48

Winner

AGNC

1.69

5Y Beta

CNH

1.08

Winner

AGNC

0.66

Industry

CNH

Farm & Heavy Construction Machinery

AGNC

Reit - Mortgage

P/E Ratio

CNH

34.18

Winner

AGNC

8.39

Forward P/E

CNH

24.51

Winner

AGNC

6.86

PEG Ratio

CNH

0.59

Winner

AGNC

0.06

Dividend Yield

CNH

0.96%

Winner

AGNC

12.90%

5Y Dividends CAGR

Winner

CNH

21.53%

AGNC

1.61%

5Y EPS CAGR

CNH

N/A

AGNC

-25.22%

Debt to Equity

CNH

0.00%

AGNC

0.00%

Free Cash Flow Yield

Winner

CNH

18.39%

AGNC

6.53%

P/S Ratio

Winner

CNH

0.72

AGNC

8.00

P/B Ratio

CNH

1.66

Winner

AGNC

1.23

CNH vs AGNC - Historical Returns

Returns include dividend reinvestment.

Period	CNH	AGNC
1 month	+0.95%	+9.43%
3 months	+2.93%	+11.90%
6 months	-1.88%	+2.37%
1 year	-17.01%	+41.51%
5 years(CAGR)	-5.43%	+7.04%
10 years(CAGR)	+6.24%	+7.35%
Max(CAGR)	+0.57%	+11.94%

CNH

+0.95%

Winner

AGNC

+9.43%

CNH

+2.93%

Winner

AGNC

+11.90%

CNH

-1.88%

Winner

AGNC

+2.37%

CNH

-17.01%

Winner

AGNC

+41.51%

5Y(CAGR)

CNH

-5.43%

Winner

AGNC

+7.04%

10Y(CAGR)

CNH

+6.24%

Winner

AGNC

+7.35%

Max(CAGR)

CNH

+0.57%

Winner

AGNC

+11.94%

CNH vs AGNC - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	CNH	AGNC
2026	+14.59%	+11.74%
2025	-15.24%	+33.83%
2024	-3.02%	+10.58%
2023	-22.27%	+8.86%
2022	-2.21%	-23.81%
2021	+56.90%	+6.67%
2020	+13.73%	-2.19%
2019	+23.94%	+12.74%
2018	-31.08%	-1.28%
2017	+57.46%	+20.77%
2016	+34.05%	+15.72%
2015	-11.39%	-11.87%
2014	-26.30%	+26.43%
2013	-9.20%	-25.71%
2012	N/A	+19.74%
2011	N/A	+18.83%
2010	N/A	+31.30%
2009	N/A	+56.39%
2008	N/A	+25.51%

CNH vs AGNC Drawdown Comparison

The maximum drawdown for CNH was -65.82%, occurring on Mar 23, 2020. Recovery took 767 trading sessions.

The maximum drawdown for AGNC was -54.54%, occurring on Oct 10, 2022. Recovery took 1109 trading sessions.

The current CNH drawdown is -39.31%.

Rank	CNH	AGNC
#1	-65.82% Feb 1, 2018 - Feb 19, 2021	-54.54% Jun 8, 2021 - Nov 5, 2025
#2	-53.56% Oct 1, 2013 - Jul 11, 2017	-51.76% Feb 20, 2020 - Apr 16, 2021
#3	-47.78% Dec 27, 2021 - Dec 31, 2025	-37.29% Apr 30, 2013 - Apr 4, 2017
#4	-16.87% Jun 8, 2021 - Nov 12, 2021	-31.04% Dec 31, 2008 - Jun 9, 2009
#5	-14.52% Nov 17, 2021 - Dec 27, 2021	-28.81% May 16, 2008 - Sep 8, 2008
#6	-8.74% Jul 19, 2017 - Oct 2, 2017	-22.42% Sep 8, 2008 - Nov 4, 2008
#7	-6.69% Apr 5, 2021 - May 6, 2021	-18.99% Sep 17, 2012 - Mar 28, 2013
#8	-5.59% Mar 18, 2021 - Mar 30, 2021	-18.68% Jan 27, 2026 - Jul 16, 2026
#9	-5.11% May 17, 2021 - Jun 1, 2021	-15.90% Oct 17, 2017 - Nov 7, 2019
#10	-4.80% May 7, 2021 - May 14, 2021	-15.36% Sep 23, 2009 - Mar 22, 2010
#11	-4.13% Nov 1, 2017 - Nov 24, 2017	-11.69% Jul 6, 2011 - Dec 6, 2011
#12	-3.37% Mar 8, 2021 - Mar 18, 2021	-11.06% Nov 5, 2008 - Nov 25, 2008
#13	-3.35% Feb 24, 2021 - Mar 8, 2021	-10.94% Apr 29, 2010 - Jun 14, 2010
#14	-3.10% Oct 3, 2017 - Oct 24, 2017	-10.17% Dec 3, 2008 - Dec 19, 2008
#15	-2.97% Jan 26, 2018 - Feb 1, 2018	-7.92% Apr 27, 2017 - Jun 9, 2017

Correlation

Correlation between CNH and AGNC is 0.53 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.53

-101

Dividend Comparison (2008 - 2026)

CNH vs AGNC dividend yield comparison.

Year	CNH	AGNC
2026	0.94%	6.30%
2025	2.71%	13.43%
2024	4.15%	15.64%
2023	3.25%	14.68%
2022	1.88%	13.91%
2021	0.68%	9.57%
2020	0.00%	10.00%
2019	1.85%	11.31%
2018	1.87%	12.31%
2017	1.64%	10.70%
2016	1.50%	12.69%
2015	2.92%	14.30%
2014	2.48%	11.96%
2013	0.00%	19.44%
2012	0.00%	17.30%
2011	0.00%	19.94%
2010	0.00%	19.49%
2009	0.00%	19.40%
2008	0.00%	11.75%