LI vs AGNC

Comparison between Li Auto Inc (LI, Company) and AGNC Investment Corp (AGNC, Company).

LI is from the Consumer Cyclical sector, while AGNC is from the Real Estate sector.

5-Year PerformanceAGNC has outperformed LI, delivering a return of +5.2% compared to -18.1%

LI vs AGNC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	LI(COMPANY)	AGNC(COMPANY)
Market Cap	$12B	$12B
Max Drawdown	74.83%	81.08%
Sharpe Ratio	-1.91	1.44
5Y Beta	0.74	0.66
Industry	Auto Manufacturers	Reit - Mortgage
P/E Ratio	76.11	8.00
Forward P/E	53.19	6.75
PEG Ratio	0.82	0.05
Dividend Yield	N/A	13.40%
5Y Dividends CAGR	N/A	1.61%
5Y EPS CAGR	N/A	-25.22%
Debt to Equity	13.11%	0.00%
Free Cash Flow Yield	-9.93%	6.85%
P/S Ratio	0.11	7.87
P/B Ratio	1.18	1.21

Market Cap

Winner

$12B

AGNC

$12B

Max Drawdown

Winner

74.83%

AGNC

81.08%

Sharpe Ratio

-1.91

Winner

AGNC

1.44

5Y Beta

0.74

Winner

AGNC

0.66

Industry

Auto Manufacturers

AGNC

Reit - Mortgage

P/E Ratio

76.11

Winner

AGNC

8.00

Forward P/E

53.19

Winner

AGNC

6.75

PEG Ratio

0.82

Winner

AGNC

0.05

Dividend Yield

N/A

AGNC

13.40%

5Y Dividends CAGR

N/A

AGNC

1.61%

5Y EPS CAGR

N/A

AGNC

-25.22%

Debt to Equity

13.11%

Winner

AGNC

0.00%

Free Cash Flow Yield

-9.93%

Winner

AGNC

6.85%

P/S Ratio

Winner

0.11

AGNC

7.87

P/B Ratio

Winner

1.18

AGNC

1.21

LI vs AGNC - Historical Returns

Returns include dividend reinvestment.

Period	LI	AGNC
1 month	-22.10%	+9.03%
3 months	-34.92%	+12.04%
6 months	-30.32%	+7.53%
1 year	-54.02%	+34.02%
5 years(CAGR)	-18.13%	+5.19%
10 years(CAGR)	N/A	+6.67%
Max(CAGR)	-5.17%	+11.73%

-22.10%

Winner

AGNC

+9.03%

-34.92%

Winner

AGNC

+12.04%

-30.32%

Winner

AGNC

+7.53%

-54.02%

Winner

AGNC

+34.02%

5Y(CAGR)

-18.13%

Winner

AGNC

+5.19%

10Y(CAGR)

N/A

AGNC

+6.67%

Max(CAGR)

-5.17%

Winner

AGNC

+11.73%

LI vs AGNC - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	LI	AGNC
2026	-30.32%	+7.53%
2025	-29.52%	+33.83%
2024	-30.64%	+10.58%
2023	+78.41%	+8.86%
2022	-36.92%	-23.81%
2021	-1.11%	+6.67%
2020	+75.15%	-2.19%
2019	N/A	+12.74%
2018	N/A	-1.28%
2017	N/A	+20.77%
2016	N/A	+15.72%
2015	N/A	-11.87%
2014	N/A	+26.43%
2013	N/A	-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%

LI vs AGNC Drawdown Comparison

The maximum drawdown for LI was -74.83%, occurring on Jun 30, 2026. This drawdown has not yet recovered.

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

The current LI drawdown is -74.23%. The current AGNC drawdown is -3.42%.

Rank	LI	AGNC
#1	-74.83% Aug 7, 2023 - Jun 30, 2026	-54.54% Jun 8, 2021 - Nov 5, 2025
#2	-69.02% Nov 24, 2020 - Aug 1, 2023	-51.76% Feb 20, 2020 - Apr 16, 2021
#3	-35.46% Aug 26, 2020 - Nov 3, 2020	-37.29% Apr 30, 2013 - Apr 4, 2017
#4	-21.08% Aug 6, 2020 - Aug 26, 2020	-31.04% Dec 31, 2008 - Jun 9, 2009
#5	-11.11% Nov 5, 2020 - Nov 12, 2020	-28.81% May 16, 2008 - Sep 8, 2008
#6	-2.79% Jul 30, 2020 - Aug 4, 2020	-22.42% Sep 8, 2008 - Nov 4, 2008
#7	-1.83% Nov 12, 2020 - Nov 16, 2020	-18.99% Sep 17, 2012 - Mar 28, 2013
#8	-1.50% Aug 3, 2023 - Aug 7, 2023	-18.68% Jan 27, 2026 - Mar 27, 2026
#9	-1.41% Nov 16, 2020 - Nov 19, 2020	-15.90% Oct 17, 2017 - Nov 7, 2019
#10	N/A	-15.36% Sep 23, 2009 - Mar 22, 2010
#11	N/A	-11.69% Jul 6, 2011 - Dec 6, 2011
#12	N/A	-11.06% Nov 5, 2008 - Nov 25, 2008
#13	N/A	-10.94% Apr 29, 2010 - Jun 14, 2010
#14	N/A	-10.17% Dec 3, 2008 - Dec 19, 2008
#15	N/A	-7.92% Apr 27, 2017 - Jun 9, 2017

Correlation

Correlation between LI and AGNC is -0.39 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.39

-101