FDS vs AGNCN

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

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

5-Year PerformanceAGNCN has outperformed FDS, delivering a return of +8.6% compared to -4.9%

FDS vs AGNCN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FDS(COMPANY)	AGNCN(COMPANY)
Market Cap	$8.79B	$8.78B
Max Drawdown	61.66%	53.98%
Sharpe Ratio	-1.17	1.33
5Y Beta	0.48	0.06
Industry	Financial Data & Stock Exchanges	Reit - Mortgage
P/E Ratio	16.01	N/A
Forward P/E	11.57	N/A
PEG Ratio	1.71	N/A
Dividend Yield	1.88%	5.70%
5Y Dividends CAGR	12.18%	11.06%
5Y EPS CAGR	8.47%	N/A
Debt to Equity	68.38%	N/A
Free Cash Flow Yield	9.44%	N/A
P/S Ratio	3.73	4.89
P/B Ratio	3.94	N/A

Market Cap

Winner

FDS

$8.79B

AGNCN

$8.78B

Max Drawdown

FDS

61.66%

Winner

AGNCN

53.98%

Sharpe Ratio

FDS

-1.17

Winner

AGNCN

1.33

5Y Beta

FDS

0.48

Winner

AGNCN

0.06

Industry

FDS

Financial Data & Stock Exchanges

AGNCN

Reit - Mortgage

P/E Ratio

FDS

16.01

AGNCN

N/A

Forward P/E

FDS

11.57

AGNCN

N/A

PEG Ratio

FDS

1.71

AGNCN

N/A

Dividend Yield

FDS

1.88%

Winner

AGNCN

5.70%

5Y Dividends CAGR

Winner

FDS

12.18%

AGNCN

11.06%

5Y EPS CAGR

FDS

8.47%

AGNCN

N/A

Debt to Equity

FDS

68.38%

AGNCN

N/A

Free Cash Flow Yield

FDS

9.44%

AGNCN

N/A

P/S Ratio

Winner

FDS

3.73

AGNCN

4.89

P/B Ratio

FDS

3.94

AGNCN

N/A

FDS vs AGNCN - Historical Returns

Returns include dividend reinvestment.

Period	FDS	AGNCN
1 month	-2.17%	+0.17%
3 months	+10.44%	+4.03%
6 months	-11.30%	+4.67%
1 year	-43.16%	+10.11%
5 years(CAGR)	-4.88%	+8.62%
10 years(CAGR)	+5.62%	+8.83%
Max(CAGR)	+10.26%	+8.83%

FDS

-2.17%

Winner

AGNCN

+0.17%

Winner

FDS

+10.44%

AGNCN

+4.03%

FDS

-11.30%

Winner

AGNCN

+4.67%

FDS

-43.16%

Winner

AGNCN

+10.11%

5Y(CAGR)

FDS

-4.88%

Winner

AGNCN

+8.62%

10Y(CAGR)

FDS

+5.62%

Winner

AGNCN

+8.83%

Max(CAGR)

Winner

FDS

+10.26%

AGNCN

+8.83%

FDS vs AGNCN - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FDS	AGNCN
2026	-11.30%	+4.67%
2025	-38.39%	+7.64%
2024	+4.75%	+14.40%
2023	+18.58%	+10.24%
2022	-15.01%	+6.49%
2021	+48.34%	+9.59%
2020	+24.93%	+5.42%
2019	+36.00%	+8.58%
2018	+5.64%	+4.60%
2017	+18.21%	+6.32%
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 AGNCN 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 AGNCN was -53.34%, occurring on Mar 18, 2020. Recovery took 218 trading sessions.

The current FDS drawdown is -48.32%. The current AGNCN drawdown is -0.02%.

Rank	FDS	AGNCN
#1	-61.13% Nov 14, 2024 - Feb 17, 2026	-53.34% Jan 30, 2020 - Dec 9, 2020
#2	-58.96% Jun 5, 2001 - Jul 1, 2003	-13.65% Jun 30, 2021 - Dec 2, 2022
#3	-54.43% Oct 10, 2007 - Nov 13, 2009	-7.17% Sep 29, 2023 - Dec 28, 2023
#4	-47.28% Dec 29, 1999 - Dec 12, 2000	-7.02% Mar 3, 2023 - May 24, 2023
#5	-36.39% Dec 12, 2000 - Jun 5, 2001	-6.03% Mar 27, 2025 - Jul 2, 2025
#6	-33.56% Feb 19, 2020 - May 29, 2020	-4.96% Oct 31, 2017 - Jun 5, 2018
#7	-31.12% Sep 3, 2003 - Nov 5, 2004	-3.77% Sep 18, 2018 - Feb 15, 2019
#8	-29.87% Dec 29, 2004 - Dec 1, 2005	-2.67% Feb 13, 2026 - Apr 13, 2026
#9	-29.63% May 11, 2011 - Jul 19, 2013	-2.34% Dec 30, 2020 - Mar 2, 2021
#10	-28.36% Dec 29, 2021 - Feb 1, 2024	-2.09% Jul 20, 2018 - Aug 20, 2018
#11	-22.30% Oct 23, 2015 - Aug 18, 2016	-1.94% Oct 23, 2025 - Dec 24, 2025
#12	-22.23% Jun 19, 2019 - Feb 18, 2020	-1.89% Jun 21, 2021 - Jun 30, 2021
#13	-19.93% Jun 20, 2007 - Oct 5, 2007	-1.82% Aug 18, 2023 - Aug 31, 2023
#14	-19.66% Nov 28, 2018 - Feb 27, 2019	-1.68% Sep 6, 2019 - Nov 14, 2019
#15	-18.86% Mar 20, 2024 - Nov 13, 2024	-1.65% Nov 5, 2024 - Dec 31, 2024

Correlation

Correlation between FDS and AGNCN is 0.48 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.48

-101

Dividend Comparison (1999 - 2026)

FDS vs AGNCN dividend yield comparison.

Year	FDS	AGNCN
2026	0.90%	4.48%
2025	1.50%	9.60%
2024	0.85%	10.37%
2023	0.80%	10.57%
2022	0.87%	7.47%
2021	0.66%	6.81%
2020	0.91%	6.87%
2019	1.04%	6.74%
2018	1.24%	6.92%
2017	1.13%	2.70%
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%