FDS vs AGNCM

Comparison between Factset Research Systems Inc (FDS, Company) and AGNC Investment Corp (AGNCM, Company).

FDS is from the Financial Services sector, while AGNCM is from the Real Estate sector.

5-Year PerformanceAGNCM has outperformed FDS, delivering a return of +7.3% compared to -5.4%

FDS vs AGNCM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FDS(COMPANY)	AGNCM(COMPANY)
Market Cap	$8.87B	$8.87B
Max Drawdown	61.66%	56.16%
Sharpe Ratio	-1.18	1.09
5Y Beta	0.47	0.12
Industry	Financial Data & Stock Exchanges	Reit - Mortgage
P/E Ratio	16.15	30.46
Forward P/E	12.56	N/A
PEG Ratio	1.73	N/A
Dividend Yield	1.84%	5.80%
5Y Dividends CAGR	12.18%	9.54%
5Y EPS CAGR	8.47%	N/A
Debt to Equity	68.38%	N/A
Free Cash Flow Yield	9.35%	N/A
P/S Ratio	3.62	4.94
P/B Ratio	4.38	2.30

Market Cap

FDS

$8.87B

Winner

AGNCM

$8.87B

Max Drawdown

FDS

61.66%

Winner

AGNCM

56.16%

Sharpe Ratio

FDS

-1.18

Winner

AGNCM

1.09

5Y Beta

FDS

0.47

Winner

AGNCM

0.12

Industry

FDS

Financial Data & Stock Exchanges

AGNCM

Reit - Mortgage

P/E Ratio

Winner

FDS

16.15

AGNCM

30.46

Forward P/E

FDS

12.56

AGNCM

N/A

PEG Ratio

FDS

1.73

AGNCM

N/A

Dividend Yield

FDS

1.84%

Winner

AGNCM

5.80%

5Y Dividends CAGR

Winner

FDS

12.18%

AGNCM

9.54%

5Y EPS CAGR

FDS

8.47%

AGNCM

N/A

Debt to Equity

FDS

68.38%

AGNCM

N/A

Free Cash Flow Yield

FDS

9.35%

AGNCM

N/A

P/S Ratio

Winner

FDS

3.62

AGNCM

4.94

P/B Ratio

FDS

4.38

Winner

AGNCM

2.30

FDS vs AGNCM - Historical Returns

Returns include dividend reinvestment.

Period	FDS	AGNCM
1 month	-0.76%	+1.62%
3 months	+17.37%	+5.28%
6 months	-15.23%	+4.97%
1 year	-44.14%	+10.17%
5 years(CAGR)	-5.37%	+7.27%
10 years(CAGR)	+5.45%	N/A
Max(CAGR)	+10.20%	+8.25%

FDS

-0.76%

Winner

AGNCM

+1.62%

Winner

FDS

+17.37%

AGNCM

+5.28%

FDS

-15.23%

Winner

AGNCM

+4.97%

FDS

-44.14%

Winner

AGNCM

+10.17%

5Y(CAGR)

FDS

-5.37%

Winner

AGNCM

+7.27%

10Y(CAGR)

FDS

+5.45%

AGNCM

N/A

Max(CAGR)

Winner

FDS

+10.20%

AGNCM

+8.25%

FDS vs AGNCM - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FDS	AGNCM
2026	-12.38%	+5.19%
2025	-38.39%	+6.51%
2024	+4.75%	+16.94%
2023	+18.58%	+25.53%
2022	-15.01%	-16.89%
2021	+48.34%	+12.21%
2020	+24.93%	+3.83%
2019	+36.00%	+9.96%
2018	+5.64%	N/A
2017	+18.21%	N/A
2016	+5.61%	N/A
2015	+16.85%	N/A
2014	+31.43%	N/A
2013	+22.63%	N/A
2012	+1.24%	N/A
2011	-7.28%	N/A
2010	+42.32%	N/A
2009	+46.56%	N/A
2008	-18.61%	N/A
2007	+0.54%	N/A
2006	+38.99%	N/A
2005	+8.92%	N/A
2004	+55.38%	N/A
2003	+33.05%	N/A
2002	-20.85%	N/A
2001	-1.10%	N/A
2000	-5.80%	N/A
1999	+10.78%	N/A

FDS vs AGNCM Drawdown Comparison

The maximum drawdown for FDS was -61.13%, occurring on Feb 17, 2026. This drawdown has not yet recovered.

The maximum drawdown for AGNCM was -55.99%, occurring on Mar 18, 2020. Recovery took 226 trading sessions.

The current FDS drawdown is -48.95%.

Rank	FDS	AGNCM
#1	-61.13% Nov 14, 2024 - Feb 17, 2026	-55.99% Feb 3, 2020 - Dec 23, 2020
#2	-58.96% Jun 5, 2001 - Jul 1, 2003	-28.38% Jan 3, 2022 - Jul 28, 2023
#3	-54.43% Oct 10, 2007 - Nov 13, 2009	-13.96% Sep 29, 2023 - Dec 26, 2023
#4	-47.28% Dec 29, 1999 - Dec 12, 2000	-6.49% Apr 1, 2025 - Jun 20, 2025
#5	-36.39% Dec 12, 2000 - Jun 5, 2001	-3.93% Jul 12, 2021 - Dec 31, 2021
#6	-33.56% Feb 19, 2020 - May 29, 2020	-3.65% Feb 18, 2026 - Apr 15, 2026
#7	-31.12% Sep 3, 2003 - Nov 5, 2004	-3.32% May 7, 2021 - Jun 9, 2021
#8	-29.87% Dec 29, 2004 - Dec 1, 2005	-3.04% Dec 30, 2020 - Mar 5, 2021
#9	-29.63% May 11, 2011 - Jul 19, 2013	-2.45% Aug 29, 2019 - Dec 18, 2019
#10	-28.36% Dec 29, 2021 - Feb 1, 2024	-2.36% Oct 7, 2025 - Dec 17, 2025
#11	-22.30% Oct 23, 2015 - Aug 18, 2016	-2.03% Aug 2, 2023 - Aug 24, 2023
#12	-22.23% Jun 19, 2019 - Feb 18, 2020	-1.97% Jun 24, 2025 - Jul 15, 2025
#13	-19.93% Jun 20, 2007 - Oct 5, 2007	-1.88% Dec 31, 2024 - Apr 1, 2025
#14	-19.66% Nov 28, 2018 - Feb 27, 2019	-1.82% Apr 21, 2021 - May 4, 2021
#15	-18.86% Mar 20, 2024 - Nov 13, 2024	-1.63% Dec 28, 2023 - Jan 8, 2024

Correlation

Correlation between FDS and AGNCM is 0.18 which considered as a very weak or no correlation - the stocks move independently of each other.

0.18

-101

Dividend Comparison (1999 - 2026)

FDS vs AGNCM dividend yield comparison.

Year	FDS	AGNCM
2026	0.91%	4.17%
2025	1.50%	9.09%
2024	0.85%	8.94%
2023	0.80%	7.31%
2022	0.87%	8.66%
2021	0.66%	6.67%
2020	0.91%	6.91%
2019	1.04%	5.72%
2018	1.24%	0.00%
2017	1.13%	0.00%
2016	1.19%	0.00%
2015	1.05%	0.00%
2014	1.08%	0.00%
2013	1.25%	0.00%
2012	1.36%	0.00%
2011	1.19%	0.00%
2010	0.95%	0.00%
2009	1.18%	0.00%
2008	1.49%	0.00%
2007	0.75%	0.00%
2006	0.41%	0.00%
2005	0.49%	0.00%
2004	0.46%	0.00%
2003	0.60%	0.00%
2002	0.67%	0.00%
2001	0.43%	0.00%
2000	0.30%	0.00%
1999	0.06%	0.00%