USA vs government agency

USA and government agency both are nouns.

Word	Noun	Adjective	Verb	Adverb
USA	Yes	No	No	No
government agency	Yes	No	No	No

As nouns, government agency is a hypernym of USA; that is, government agency is a word with a broader meaning than USA:

USA: the army of the United States of America; the agency that organizes and trains soldiers for land warfare
government agency: an administrative unit of government

Other hypernyms of USA include agency, authority, bureau, federal agency, office.

USA (noun)	government agency (noun)
the army of the United States of America; the agency that organizes and trains soldiers for land warfare	an administrative unit of government
North American republic containing 50 states - 48 conterminous states in North America plus Alaska in northwest North America and the Hawaiian Islands in the Pacific Ocean; achieved independence in 1776