NMR vs AGNCL

Comparison between Nomura Holdings Inc (NMR, Company) and AGNC Investment Corp (AGNCL, Company).

NMR is from the Financial Services sector, while AGNCL is from the Real Estate sector.

NMR vs AGNCL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NMR(COMPANY)	AGNCL(COMPANY)
Market Cap	$28B	$28B
Max Drawdown	91.09%	19.72%
Sharpe Ratio	1.52	0.60
5Y Beta	1.24	0.09
Industry	Capital Markets	Reit - Mortgage
P/E Ratio	12.49	18.36
Forward P/E	15.38	N/A
PEG Ratio	5.47	0.12
Dividend Yield	3.30%	5.81%
5Y EPS CAGR	15.09%	-25.22%
Debt to Equity	466.51%	0.00%
Free Cash Flow Yield	-26.46%	2.98%
P/S Ratio	0.01	N/A
P/B Ratio	1.25	N/A

Market Cap

Winner

NMR

$28B

AGNCL

$28B

Max Drawdown

NMR

91.09%

Winner

AGNCL

19.72%

Sharpe Ratio

Winner

NMR

1.52

AGNCL

0.60

5Y Beta

NMR

1.24

Winner

AGNCL

0.09

Industry

NMR

Capital Markets

AGNCL

Reit - Mortgage

P/E Ratio

Winner

NMR

12.49

AGNCL

18.36

Forward P/E

NMR

15.38

AGNCL

N/A

PEG Ratio

NMR

5.47

Winner

AGNCL

0.12

Dividend Yield

NMR

3.30%

Winner

AGNCL

5.81%

5Y EPS CAGR

Winner

NMR

15.09%

AGNCL

-25.22%

Debt to Equity

NMR

466.51%

Winner

AGNCL

0.00%

Free Cash Flow Yield

NMR

-26.46%

Winner

AGNCL

2.98%

P/S Ratio

NMR

0.01

AGNCL

N/A

P/B Ratio

NMR

1.25

AGNCL

N/A

NMR vs AGNCL - Historical Returns

Returns include dividend reinvestment.

Period	NMR	AGNCL
1 month	+13.08%	+1.63%
3 months	+18.14%	+1.06%
6 months	+11.11%	+2.62%
1 year	+48.38%	+8.01%
5 years(CAGR)	+18.26%	N/A
10 years(CAGR)	+11.73%	N/A
Max(CAGR)	+0.08%	+9.25%

Winner

NMR

+13.08%

AGNCL

+1.63%

Winner

NMR

+18.14%

AGNCL

+1.06%

Winner

NMR

+11.11%

AGNCL

+2.62%

Winner

NMR

+48.38%

AGNCL

+8.01%

5Y(CAGR)

NMR

+18.26%

AGNCL

N/A

10Y(CAGR)

NMR

+11.73%

AGNCL

N/A

Max(CAGR)

NMR

+0.08%

Winner

AGNCL

+9.25%

NMR vs AGNCL - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	NMR	AGNCL
2026	+17.82%	+4.12%
2025	+53.57%	+5.99%
2024	+35.63%	+28.02%
2023	+21.20%	+8.43%
2022	-12.30%	-5.94%
2021	-17.05%	N/A
2020	+3.34%	N/A
2019	+35.43%	N/A
2018	-36.95%	N/A
2017	-0.51%	N/A
2016	+10.26%	N/A
2015	+0.64%	N/A
2014	-23.82%	N/A
2013	+29.46%	N/A
2012	+92.81%	N/A
2011	-52.04%	N/A
2010	-14.33%	N/A
2009	-11.17%	N/A
2008	-49.10%	N/A
2007	-11.80%	N/A
2006	-1.99%	N/A
2005	+34.20%	N/A
2004	-14.69%	N/A
2003	+52.55%	N/A
2002	-13.30%	N/A
2001	-29.05%	N/A
2000	+2.57%	N/A
1999	+11.76%	N/A

NMR vs AGNCL Drawdown Comparison

The maximum drawdown for NMR was -89.30%, occurring on Nov 23, 2011. This drawdown has not yet recovered.

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

The current NMR drawdown is -51.19%. The current AGNCL drawdown is -1.07%.

Rank	NMR	AGNCL
#1	-89.30% Mar 31, 2000 - Nov 23, 2011	-19.72% Sep 8, 2022 - Jan 26, 2023
#2	-20.52% Feb 11, 2000 - Mar 29, 2000	-11.63% Aug 8, 2023 - Dec 26, 2023
#3	-11.59% Nov 26, 1999 - Jan 4, 2000	-10.13% Jan 26, 2023 - Aug 4, 2023
#4	-11.04% Jan 4, 2000 - Jan 18, 2000	-10.05% Mar 31, 2025 - Aug 4, 2025
#5	-4.76% Nov 12, 1999 - Nov 22, 1999	-6.92% Apr 1, 2024 - May 24, 2024
#6	-4.45% Jan 24, 2000 - Jan 27, 2000	-6.24% Dec 31, 2024 - Mar 31, 2025
#7	-4.04% Jan 18, 2000 - Jan 21, 2000	-4.27% Mar 10, 2026 - Apr 22, 2026
#8	-3.28% Jan 31, 2000 - Feb 3, 2000	-3.40% Jul 31, 2024 - Sep 23, 2024
#9	-2.21% Nov 1, 1999 - Nov 10, 1999	-2.98% Oct 9, 2025 - Dec 31, 2025
#10	-0.87% Jan 27, 2000 - Jan 31, 2000	-2.50% Nov 25, 2024 - Dec 31, 2024
#11	N/A	-2.28% Oct 17, 2024 - Nov 25, 2024
#12	N/A	-2.17% Dec 28, 2023 - Jan 10, 2024
#13	N/A	-2.06% Jul 16, 2024 - Jul 31, 2024
#14	N/A	-1.80% Feb 12, 2024 - Feb 16, 2024
#15	N/A	-1.62% Feb 26, 2024 - Mar 6, 2024

Correlation

Correlation between NMR and AGNCL is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2000 - 2026)

NMR vs AGNCL dividend yield comparison.

Year	NMR	AGNCL
2026	1.54%	3.92%
2025	4.91%	7.83%
2024	4.29%	7.51%
2023	1.20%	8.96%
2022	3.86%	2.97%
2020	0.86%	0.00%
2017	1.70%	0.00%
2016	1.79%	0.00%
2015	3.34%	0.00%
2014	2.44%	0.00%
2013	1.77%	0.00%
2012	1.28%	0.00%
2011	5.11%	0.00%
2010	1.37%	0.00%
2009	0.57%	0.00%
2008	2.85%	0.00%
2006	2.36%	0.00%
2005	1.07%	0.00%
2004	1.08%	0.00%
2003	1.03%	0.00%
2002	1.05%	0.00%
2001	5.57%	0.00%
2000	6.49%	0.00%