STWD vs AGNCP

Comparison between Starwood Property Trust Inc (STWD, Company) and AGNC Investment Corp (AGNCP, Company).

Both STWD and AGNCP are from the Real Estate sector.

5-Year PerformanceAGNCP has outperformed STWD, delivering a return of +7.5% compared to +1.5%

STWD vs AGNCP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	STWD(COMPANY)	AGNCP(COMPANY)
Market Cap	$6.42B	$6.42B
Max Drawdown	71.31%	60.54%
Sharpe Ratio	-0.40	1.44
5Y Beta	0.64	0.09
Industry	Reit - Mortgage	Reit - Mortgage
P/E Ratio	17.71	N/A
Forward P/E	9.74	N/A
PEG Ratio	7.68	N/A
Dividend Yield	11.10%	5.74%
5Y Dividends CAGR	4.56%	11.70%
5Y EPS CAGR	-11.38%	N/A
Debt to Equity	0.00%	N/A
Free Cash Flow Yield	12.97%	N/A
P/S Ratio	11.34	3.90
P/B Ratio	0.96	N/A

Market Cap

STWD

$6.42B

Winner

AGNCP

$6.42B

Max Drawdown

STWD

71.31%

Winner

AGNCP

60.54%

Sharpe Ratio

STWD

-0.40

Winner

AGNCP

1.44

5Y Beta

STWD

0.64

Winner

AGNCP

0.09

Industry

STWD

Reit - Mortgage

AGNCP

Reit - Mortgage

P/E Ratio

STWD

17.71

AGNCP

N/A

Forward P/E

STWD

9.74

AGNCP

N/A

PEG Ratio

STWD

7.68

AGNCP

N/A

Dividend Yield

Winner

STWD

11.10%

AGNCP

5.74%

5Y Dividends CAGR

STWD

4.56%

Winner

AGNCP

11.70%

5Y EPS CAGR

STWD

-11.38%

AGNCP

N/A

Debt to Equity

STWD

0.00%

AGNCP

N/A

Free Cash Flow Yield

STWD

12.97%

AGNCP

N/A

P/S Ratio

STWD

11.34

Winner

AGNCP

3.90

P/B Ratio

STWD

0.96

AGNCP

N/A

STWD vs AGNCP - Historical Returns

Returns include dividend reinvestment.

Period	STWD	AGNCP
1 month	-5.37%	+1.17%
3 months	-2.47%	+2.88%
6 months	-1.72%	+5.93%
1 year	-4.87%	+10.59%
5 years(CAGR)	+1.53%	+7.51%
10 years(CAGR)	+7.92%	N/A
Max(CAGR)	+9.52%	+7.41%

STWD

-5.37%

Winner

AGNCP

+1.17%

STWD

-2.47%

Winner

AGNCP

+2.88%

STWD

-1.72%

Winner

AGNCP

+5.93%

STWD

-4.87%

Winner

AGNCP

+10.59%

5Y(CAGR)

STWD

+1.53%

Winner

AGNCP

+7.51%

10Y(CAGR)

STWD

+7.92%

AGNCP

N/A

Max(CAGR)

Winner

STWD

+9.52%

AGNCP

+7.41%

STWD vs AGNCP - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	STWD	AGNCP
2026	-4.69%	+4.17%
2025	+4.32%	+8.13%
2024	-1.26%	+20.43%
2023	+25.31%	+20.28%
2022	-18.59%	-17.95%
2021	+41.55%	+13.14%
2020	-11.03%	+2.24%
2019	+36.71%	N/A
2018	+1.82%	N/A
2017	+4.87%	N/A
2016	+17.97%	N/A
2015	-4.08%	N/A
2014	+13.37%	N/A
2013	+26.62%	N/A
2012	+31.85%	N/A
2011	-6.67%	N/A
2010	+19.21%	N/A
2009	-4.99%	N/A

STWD vs AGNCP Drawdown Comparison

The maximum drawdown for STWD was -66.34%, occurring on Mar 24, 2020. Recovery took 265 trading sessions.

The maximum drawdown for AGNCP was -60.54%, occurring on Mar 18, 2020. Recovery took 217 trading sessions.

The current STWD drawdown is -11.92%. The current AGNCP drawdown is -0.44%.

Rank	STWD	AGNCP
#1	-66.34% Feb 5, 2020 - Feb 24, 2021	-60.54% Feb 20, 2020 - Dec 29, 2020
#2	-29.47% Nov 24, 2021 - Dec 14, 2023	-28.95% Jan 3, 2022 - Dec 22, 2023
#3	-26.42% Apr 6, 2015 - Aug 1, 2016	-5.79% Apr 1, 2025 - Jun 12, 2025
#4	-25.94% Feb 28, 2011 - Mar 16, 2012	-4.47% Jan 20, 2021 - Apr 6, 2021
#5	-18.28% May 8, 2013 - Nov 27, 2013	-3.62% Jan 23, 2026 - Apr 21, 2026
#6	-16.84% Oct 19, 2009 - Sep 28, 2010	-2.80% May 10, 2021 - May 18, 2021
#7	-14.51% Jul 10, 2025 - Mar 27, 2026	-2.59% Oct 14, 2021 - Dec 31, 2021
#8	-14.37% Nov 29, 2018 - Jan 31, 2019	-2.00% Mar 26, 2024 - Apr 3, 2024
#9	-13.79% Mar 7, 2025 - May 15, 2025	-1.88% Jul 7, 2021 - Aug 5, 2021
#10	-12.99% Dec 26, 2023 - Aug 29, 2024	-1.80% Nov 8, 2024 - Dec 31, 2024
#11	-10.93% Sep 14, 2012 - Jan 2, 2013	-1.61% Jul 19, 2024 - Aug 26, 2024
#12	-8.62% Jul 3, 2017 - May 4, 2018	-1.57% Aug 5, 2021 - Aug 31, 2021
#13	-8.58% Mar 26, 2012 - Jun 27, 2012	-1.53% Sep 25, 2024 - Oct 17, 2024
#14	-8.48% Sep 19, 2024 - Feb 27, 2025	-1.49% Apr 4, 2024 - May 1, 2024
#15	-8.36% Nov 12, 2010 - Dec 28, 2010	-1.48% Sep 13, 2021 - Sep 30, 2021

Correlation

Correlation between STWD and AGNCP is 0.79 which considered as a strong positive correlation - the stocks tend to move together.

0.79

-101

Dividend Comparison (2009 - 2026)

STWD vs AGNCP dividend yield comparison.

Year	STWD	AGNCP
2026	2.81%	2.15%
2025	10.66%	8.65%
2024	10.13%	6.21%
2023	9.13%	7.04%
2022	10.47%	7.94%
2021	7.90%	6.06%
2020	9.95%	5.95%
2019	7.72%	0.00%
2018	9.74%	0.00%
2017	8.99%	0.00%
2016	8.75%	0.00%
2015	9.34%	0.00%
2014	33.43%	0.00%
2013	6.57%	0.00%
2012	8.10%	0.00%
2011	9.40%	0.00%
2010	7.08%	0.00%
2009	0.58%	0.00%