ILMN vs AGNCL

Comparison between Illumina Inc (ILMN, Company) and AGNC Investment Corp (AGNCL, Company).

ILMN is from the Healthcare sector, while AGNCL is from the Real Estate sector.

ILMN vs AGNCL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ILMN(COMPANY)	AGNCL(COMPANY)
Market Cap	$29B	$29B
Max Drawdown	96.14%	19.72%
Sharpe Ratio	1.56	0.67
5Y Beta	1.00	0.08
Industry	Diagnostics & Research	Reit - Mortgage
P/E Ratio	44.12	18.44
Forward P/E	36.36	N/A
PEG Ratio	3.34	0.12
Dividend Yield	N/A	5.79%
5Y EPS CAGR	-6.80%	-25.22%
Debt to Equity	0.00%	0.00%
Free Cash Flow Yield	3.40%	2.97%
P/S Ratio	6.45	N/A
P/B Ratio	10.81	N/A

Market Cap

Winner

ILMN

$29B

AGNCL

$29B

Max Drawdown

ILMN

96.14%

Winner

AGNCL

19.72%

Sharpe Ratio

Winner

ILMN

1.56

AGNCL

0.67

5Y Beta

ILMN

1.00

Winner

AGNCL

0.08

Industry

ILMN

Diagnostics & Research

AGNCL

Reit - Mortgage

P/E Ratio

ILMN

44.12

Winner

AGNCL

18.44

Forward P/E

ILMN

36.36

AGNCL

N/A

PEG Ratio

ILMN

3.34

Winner

AGNCL

0.12

Dividend Yield

ILMN

N/A

AGNCL

5.79%

5Y EPS CAGR

Winner

ILMN

-6.80%

AGNCL

-25.22%

Debt to Equity

ILMN

0.00%

AGNCL

0.00%

Free Cash Flow Yield

Winner

ILMN

3.40%

AGNCL

2.97%

P/S Ratio

ILMN

6.45

AGNCL

N/A

P/B Ratio

ILMN

10.81

AGNCL

N/A

ILMN vs AGNCL - Historical Returns

Returns include dividend reinvestment.

Period	ILMN	AGNCL
1 month	+17.32%	+0.74%
3 months	+38.77%	+3.30%
6 months	+31.77%	+4.04%
1 year	+90.60%	+7.28%
5 years(CAGR)	-16.24%	N/A
10 years(CAGR)	+2.52%	N/A
Max(CAGR)	+9.19%	+9.40%

Winner

ILMN

+17.32%

AGNCL

+0.74%

Winner

ILMN

+38.77%

AGNCL

+3.30%

Winner

ILMN

+31.77%

AGNCL

+4.04%

Winner

ILMN

+90.60%

AGNCL

+7.28%

5Y(CAGR)

ILMN

-16.24%

AGNCL

N/A

10Y(CAGR)

ILMN

+2.52%

AGNCL

N/A

Max(CAGR)

ILMN

+9.19%

Winner

AGNCL

+9.40%

ILMN vs AGNCL - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

Year	ILMN	AGNCL
2026	+38.93%	+4.50%
2025	+0.18%	+5.99%
2024	-0.17%	+28.02%
2023	-30.68%	+8.43%
2022	-46.91%	-5.94%
2021	+3.45%	N/A
2020	+13.15%	N/A
2019	+12.64%	N/A
2018	+33.88%	N/A
2017	+66.62%	N/A
2016	-29.37%	N/A
2015	+3.52%	N/A
2014	+67.28%	N/A
2013	+99.55%	N/A
2012	+75.20%	N/A
2011	-52.63%	N/A
2010	+107.33%	N/A
2009	+14.26%	N/A
2008	-12.53%	N/A
2007	+54.28%	N/A
2006	+165.43%	N/A
2005	+52.10%	N/A
2004	+34.09%	N/A
2003	+114.94%	N/A
2002	-70.04%	N/A
2001	-22.89%	N/A
2000	-59.00%	N/A

ILMN vs AGNCL Drawdown Comparison

The maximum drawdown for ILMN was -96.14%, occurring on Mar 13, 2003. Recovery took 1731 trading sessions.

The maximum drawdown for AGNCL was -19.72%, occurring on Oct 20, 2022. Recovery took 93 trading sessions.

The current ILMN drawdown is -63.44%. The current AGNCL drawdown is -0.71%.

Rank	ILMN	AGNCL
#1	-96.14% Sep 1, 2000 - Jul 26, 2007	-19.72% Sep 8, 2022 - Jan 26, 2023
#2	-86.23% Aug 16, 2021 - Apr 8, 2025	-11.63% Aug 8, 2023 - Dec 26, 2023
#3	-66.67% Jul 6, 2011 - Jul 24, 2013	-10.13% Jan 26, 2023 - Aug 4, 2023
#4	-57.85% Aug 15, 2008 - Aug 6, 2010	-10.05% Mar 31, 2025 - Aug 4, 2025
#5	-49.16% Jul 20, 2015 - Jan 9, 2018	-6.92% Apr 1, 2024 - May 24, 2024
#6	-44.69% Jul 5, 2019 - Jul 6, 2020	-6.24% Dec 31, 2024 - Mar 31, 2025
#7	-33.00% Aug 5, 2020 - Jan 20, 2021	-4.27% Mar 10, 2026 - Apr 22, 2026
#8	-27.01% Feb 25, 2014 - Jul 1, 2014	-3.40% Jul 31, 2024 - Sep 23, 2024
#9	-26.90% Feb 12, 2021 - Aug 5, 2021	-2.98% Oct 9, 2025 - Dec 31, 2025
#10	-25.77% Sep 28, 2018 - Jun 28, 2019	-2.50% Nov 25, 2024 - Dec 31, 2024
#11	-18.45% Jul 3, 2014 - Oct 22, 2014	-2.28% Oct 17, 2024 - Nov 25, 2024
#12	-17.87% Oct 23, 2007 - Jan 10, 2008	-2.17% Dec 28, 2023 - Jan 10, 2024
#13	-17.78% Feb 25, 2008 - Mar 31, 2008	-2.06% Jul 16, 2024 - Jul 31, 2024
#14	-15.79% Feb 14, 2011 - May 10, 2011	-1.80% Feb 12, 2024 - Feb 16, 2024
#15	-14.54% Jan 22, 2018 - Mar 9, 2018	-1.62% Feb 26, 2024 - Mar 6, 2024

Correlation

Correlation between ILMN and AGNCL is -0.54 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.54

-101