COMP <GO>
AGNC vs BAC // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
AGNC Investment Corp. (NASDAQ) VS. Bank of America Corporation (NYSE) • 15-METRIC TALLY: AGNC 10
— BAC 2
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: BAC
LAST: $8.65 (-3.35%) • MKT CAP: $10.61B
options-implied-move
6.90%
LAST: $50.01 (-2.21%) • MKT CAP: $357.61B
options-implied-move
6.60%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (AGNC VS. BAC)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | AGNC | BAC | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | 41.00% | 0.00 | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 2.90% | 2.50% | +0.40 | AGNC | /roic <GO> |
| EV/EBITDA & P/E Valuation | 24.8x | 30.2x | -5.40 | AGNC | /valuation <GO> |
| Free Cash Flow Yield | 4.89% | 2.10% | +2.79 | AGNC | /fcf-yield <GO> |
| Operating Margin | 68.60% | 32.90% | +35.70 | AGNC | /operating-margins <GO> |
| Net Profit Margin | 56.20% | 27.00% | +29.20 | AGNC | /net-margins <GO> |
| Revenue Growth (YoY) | 22.00% | 6.80% | +15.20 | AGNC | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 11.50% | 0.00% | +11.50 | AGNC | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 0.45 | 0.45 | 0.00 | TIE | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 7/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.90% | 6.60% | +0.30 | BAC | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 38.5 | 27.7 | +10.85 | AGNC | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.99 | 0.90 | +0.09 | AGNC | /macro-sensitivity <GO> |
| Forward P/E Multiple | 5.4x | 10.9x | -5.50 | AGNC | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $10.61B | $357.61B | -$347.00B | BAC | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | AGNC REV | BAC REV | AGNC GROSS % | BAC GROSS % | AGNC FCF | BAC FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $0 | $113.10B | — | 44.0% | $653.0M | $7.52B |
| FY 2024 | $0 | $105.86B | — | 44.0% | $86.0M | -$13.57B |
| FY 2023 | $0 | $102.77B | — | 44.0% | -$118.0M | $40.36B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
AGNC // BETA 0.99
BAC // BETA 0.90