ILMN vs AGNCO

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

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

5-Year PerformanceAGNCO has outperformed ILMN, delivering a return of +8.0% compared to -17.6%

ILMN vs AGNCO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ILMN(COMPANY)	AGNCO(COMPANY)
Market Cap	$29B	$29B
Max Drawdown	96.14%	59.78%
Sharpe Ratio	1.49	1.67
5Y Beta	1.00	0.08
Industry	Diagnostics & Research	Reit - Mortgage
P/E Ratio	40.48	18.93
Forward P/E	35.71	N/A
PEG Ratio	2.72	0.12
Dividend Yield	N/A	5.61%
5Y Dividends CAGR	N/A	12.44%
5Y EPS CAGR	-5.10%	-25.22%
Debt to Equity	0.00%	0.00%
Free Cash Flow Yield	3.20%	2.89%
P/S Ratio	6.41	N/A
P/B Ratio	10.20	N/A

Market Cap

ILMN

$29B

Winner

AGNCO

$29B

Max Drawdown

ILMN

96.14%

Winner

AGNCO

59.78%

Sharpe Ratio

ILMN

1.49

Winner

AGNCO

1.67

5Y Beta

ILMN

1.00

Winner

AGNCO

0.08

Industry

ILMN

Diagnostics & Research

AGNCO

Reit - Mortgage

P/E Ratio

ILMN

40.48

Winner

AGNCO

18.93

Forward P/E

ILMN

35.71

AGNCO

N/A

PEG Ratio

ILMN

2.72

Winner

AGNCO

0.12

Dividend Yield

ILMN

N/A

AGNCO

5.61%

5Y Dividends CAGR

ILMN

N/A

AGNCO

12.44%

5Y EPS CAGR

Winner

ILMN

-5.10%

AGNCO

-25.22%

Debt to Equity

ILMN

0.00%

AGNCO

0.00%

Free Cash Flow Yield

Winner

ILMN

3.20%

AGNCO

2.89%

P/S Ratio

ILMN

6.41

AGNCO

N/A

P/B Ratio

ILMN

10.20

AGNCO

N/A

ILMN vs AGNCO - Historical Returns

Returns include dividend reinvestment.

Period	ILMN	AGNCO
1 month	+0.88%	+1.02%
3 months	+33.06%	+2.85%
6 months	+56.79%	+5.47%
1 year	+87.30%	+10.43%
5 years(CAGR)	-17.64%	+8.03%
10 years(CAGR)	+1.17%	N/A
Max(CAGR)	+9.19%	+8.24%

ILMN

+0.88%

Winner

AGNCO

+1.02%

Winner

ILMN

+33.06%

AGNCO

+2.85%

Winner

ILMN

+56.79%

AGNCO

+5.47%

Winner

ILMN

+87.30%

AGNCO

+10.43%

5Y(CAGR)

ILMN

-17.64%

Winner

AGNCO

+8.03%

10Y(CAGR)

ILMN

+1.17%

AGNCO

N/A

Max(CAGR)

Winner

ILMN

+9.19%

AGNCO

+8.24%

ILMN vs AGNCO - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

Year	ILMN	AGNCO
2026	+40.15%	+6.82%
2025	+0.18%	+8.49%
2024	-0.17%	+18.14%
2023	-30.68%	+22.63%
2022	-46.91%	-16.30%
2021	+3.45%	+11.79%
2020	+13.15%	+3.16%
2019	+12.64%	+4.82%
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 AGNCO Drawdown Comparison

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

The maximum drawdown for AGNCO was -59.78%, occurring on Mar 18, 2020. Recovery took 237 trading sessions.

The current ILMN drawdown is -63.12%. The current AGNCO drawdown is -0.04%.

Rank	ILMN	AGNCO
#1	-96.14% Sep 1, 2000 - Jul 26, 2007	-59.78% Jan 21, 2020 - Dec 28, 2020
#2	-86.23% Aug 16, 2021 - Apr 8, 2025	-26.73% Nov 4, 2021 - Jul 11, 2023
#3	-66.67% Jul 6, 2011 - Jul 24, 2013	-10.45% Sep 29, 2023 - Dec 18, 2023
#4	-57.85% Aug 15, 2008 - Aug 6, 2010	-5.33% Mar 14, 2025 - May 9, 2025
#5	-49.16% Jul 20, 2015 - Jan 9, 2018	-3.00% Sep 17, 2021 - Nov 3, 2021
#6	-44.69% Jul 5, 2019 - Jul 6, 2020	-2.88% Aug 31, 2023 - Sep 29, 2023
#7	-33.00% Aug 5, 2020 - Jan 20, 2021	-2.77% Jan 22, 2021 - Mar 11, 2021
#8	-27.01% Feb 25, 2014 - Jul 1, 2014	-2.47% Feb 26, 2026 - Apr 10, 2026
#9	-26.90% Feb 12, 2021 - Aug 5, 2021	-2.33% Jul 12, 2021 - Sep 13, 2021
#10	-25.77% Sep 28, 2018 - Jun 28, 2019	-2.14% Jul 28, 2023 - Aug 29, 2023
#11	-18.45% Jul 3, 2014 - Oct 22, 2014	-1.90% Dec 30, 2020 - Jan 22, 2021
#12	-17.87% Oct 23, 2007 - Jan 10, 2008	-1.70% Jun 24, 2025 - Jul 11, 2025
#13	-17.78% Feb 25, 2008 - Mar 31, 2008	-1.62% May 7, 2021 - May 14, 2021
#14	-15.79% Feb 14, 2011 - May 10, 2011	-1.39% Mar 21, 2024 - Apr 1, 2024
#15	-14.54% Jan 22, 2018 - Mar 9, 2018	-1.32% Mar 11, 2021 - Mar 31, 2021

Correlation

Correlation between ILMN and AGNCO is -0.64 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.64

-101