Well, ranks for the same person can be higher or lower on KGS or IGS, but in general, KGS tends to be just almost 1-2 stones weaker than IGS, which is about equal to AGA ranks. IGS ranks are about just under 1 stone weaker than EGF ranks. In turn, AGA ranks tends to be aproximately 2 stones weaker than EGF ranks.
However, there is great danger in these generalisations, because the nature of the ranking system is different for each system-- and I'm not just talking about the calculations that go into making the syatem, but considering the lack of even games that have been played between players of significantly differing strength, the exact calculations can have very different impressions of players among ranking systems so calculation method alone is enough to make generalisations like this somewhat unreliable.
However, the main fact is that AGA and EGF ranks measure tournament games while KGS, IGS and other go servers use online games. The two genres of games are extremely different, not to mention that the most common time settings in tournaments and even among servers vary! Some might be better at blitz than others, complicating things even further.
Well, this post is long enough already, and there are many, many factors I could name, but in general, despite the mentioned complications, I find that the above generalisation is all you may need
and fairly accurate for ones curiousity. It's out of personal experience however, so some may not agree with this generalisation.