US Navy vs government agency

US Navy and government agency both are nouns.

Word	Noun	Adjective	Verb	Adverb
US Navy	Yes	No	No	No
government agency	Yes	No	No	No

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

US Navy: the navy of the United States of America; the agency that maintains and trains and equips combat-ready naval forces
government agency: an administrative unit of government

Other hypernyms of US Navy include agency, authority, bureau, federal agency, office.

US Navy (noun)	government agency (noun)
the navy of the United States of America; the agency that maintains and trains and equips combat-ready naval forces	an administrative unit of government