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Annaly Capital Management, Inc. (NLY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US0357104092

CUSIP

035710409

IPO Date

Oct 8, 1997

Highlights

Market Cap

$11.15B

EPS (TTM)

$1.62

PE Ratio

11.52

PEG Ratio

-3.61

Total Revenue (TTM)

$3.42B

Gross Profit (TTM)

$3.40B

EBITDA (TTM)

$2.44B

Year Range

$16.35 - $21.36

Target Price

$20.70

Short %

2.99%

Short Ratio

2.10

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Annaly Capital Management, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
880.06%
463.21%
NLY (Annaly Capital Management, Inc.)
Benchmark (^GSPC)

Returns By Period

Annaly Capital Management, Inc. had a return of 7.01% year-to-date (YTD) and 16.59% in the last 12 months. Over the past 10 years, Annaly Capital Management, Inc. had an annualized return of 4.65%, while the S&P 500 had an annualized return of 10.05%, indicating that Annaly Capital Management, Inc. did not perform as well as the benchmark.


NLY

YTD

7.01%

1M

-8.45%

6M

2.99%

1Y

16.59%

5Y*

8.87%

10Y*

4.65%

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Monthly Returns

The table below presents the monthly returns of NLY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202511.53%7.59%-4.27%-6.84%7.01%
2024-0.93%-0.52%6.66%-4.82%5.12%0.06%4.46%1.26%2.79%-5.28%4.84%-4.87%8.07%
202311.34%-11.89%-4.37%4.55%-5.50%9.42%0.40%0.90%-3.95%-17.01%15.76%10.70%4.94%
20221.02%-11.90%4.24%-8.81%2.96%-7.30%16.41%-6.25%-30.33%8.10%16.82%1.36%-21.41%
2021-3.91%2.34%6.15%5.58%2.09%-1.86%-4.39%2.36%-0.63%0.47%-4.26%-0.80%2.48%
20203.61%-9.22%-40.34%23.27%-1.44%10.20%12.96%-0.81%-0.18%-0.42%12.83%8.45%2.38%
20196.31%-2.97%1.59%1.00%-12.69%6.50%4.60%-13.09%9.07%2.04%3.90%3.62%7.22%
2018-11.35%-4.84%7.02%-0.58%0.58%1.55%4.18%-0.93%-0.86%-3.52%1.72%0.78%-7.23%
20172.51%8.61%2.82%6.30%1.44%3.08%-0.17%3.91%-0.08%-5.99%1.83%4.48%31.92%
20161.28%6.63%4.29%1.56%1.54%7.58%-0.49%-2.46%0.47%-1.33%-1.35%0.50%19.20%
2015-2.31%0.57%0.72%-3.17%3.67%-9.18%8.27%1.11%1.02%0.81%-3.72%1.02%-2.19%
20148.02%3.81%0.80%5.29%2.08%-0.52%-2.89%7.21%-7.79%6.83%0.96%-3.61%20.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, NLY is among the top 23% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of NLY is 7777
Overall Rank
The Sharpe Ratio Rank of NLY is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of NLY is 7272
Sortino Ratio Rank
The Omega Ratio Rank of NLY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of NLY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of NLY is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for NLY, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.00
NLY: 0.83
^GSPC: 0.49
The chart of Sortino ratio for NLY, currently valued at 1.21, compared to the broader market-6.00-4.00-2.000.002.004.00
NLY: 1.21
^GSPC: 0.81
The chart of Omega ratio for NLY, currently valued at 1.16, compared to the broader market0.501.001.502.00
NLY: 1.16
^GSPC: 1.12
The chart of Calmar ratio for NLY, currently valued at 0.66, compared to the broader market0.001.002.003.004.005.00
NLY: 0.66
^GSPC: 0.50
The chart of Martin ratio for NLY, currently valued at 3.84, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NLY: 3.84
^GSPC: 2.07

The current Annaly Capital Management, Inc. Sharpe ratio is 0.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Annaly Capital Management, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.83
0.49
NLY (Annaly Capital Management, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Annaly Capital Management, Inc. provided a 14.01% dividend yield over the last twelve months, with an annual payout of $2.65 per share.


10.00%11.00%12.00%13.00%14.00%15.00%16.00%17.00%$0.00$1.00$2.00$3.00$4.00$5.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.65$2.60$2.60$3.52$3.52$3.64$4.20$4.80$4.80$4.80$4.80$4.80

Dividend yield

14.01%14.21%13.42%16.70%11.25%10.77%11.15%12.22%10.09%12.04%12.79%11.10%

Monthly Dividends

The table displays the monthly dividend distributions for Annaly Capital Management, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.70$0.00$0.70
2024$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$2.60
2023$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$2.60
2022$0.00$0.00$0.88$0.00$0.00$0.88$0.00$0.00$0.88$0.00$0.00$0.88$3.52
2021$0.00$0.00$0.88$0.00$0.00$0.88$0.00$0.00$0.88$0.00$0.00$0.88$3.52
2020$0.00$0.00$1.00$0.00$0.00$0.88$0.00$0.00$0.88$0.00$0.00$0.88$3.64
2019$0.00$0.00$1.20$0.00$0.00$1.00$0.00$0.00$1.00$0.00$0.00$1.00$4.20
2018$0.00$0.00$1.20$0.00$0.00$1.20$0.00$0.00$1.20$0.00$0.00$1.20$4.80
2017$0.00$0.00$1.20$0.00$0.00$1.20$0.00$0.00$1.20$0.00$0.00$1.20$4.80
2016$0.00$0.00$1.20$0.00$0.00$1.20$0.14$0.00$1.06$0.00$0.00$1.20$4.80
2015$0.00$0.00$1.20$0.00$0.00$1.20$0.00$0.00$1.20$0.00$0.00$1.20$4.80
2014$1.20$0.00$0.00$1.20$0.00$0.00$1.20$0.00$0.00$1.20$4.80

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%25.0%
NLY: 14.0%
Annaly Capital Management, Inc. has a dividend yield of 14.01%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%1,000.0%1,200.0%
NLY: 98.2%
Annaly Capital Management, Inc. has a payout ratio of 98.15%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.59%
-10.73%
NLY (Annaly Capital Management, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Annaly Capital Management, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Annaly Capital Management, Inc. was 60.09%, occurring on Apr 3, 2020. Recovery took 269 trading sessions.

The current Annaly Capital Management, Inc. drawdown is 15.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.09%Feb 21, 202031Apr 3, 2020269Apr 29, 2021300
-52.12%Jun 10, 2021337Oct 10, 2022
-43.37%Jun 20, 2005101Nov 9, 2005502Nov 8, 2007603
-40.91%Feb 26, 2008171Oct 27, 2008192Aug 3, 2009363
-40.47%Oct 10, 1997236Sep 17, 1998156May 3, 1999392

Volatility

Volatility Chart

The current Annaly Capital Management, Inc. volatility is 13.81%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.81%
14.23%
NLY (Annaly Capital Management, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Annaly Capital Management, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Annaly Capital Management, Inc. is priced in the market compared to other companies in the REIT - Mortgage industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio
20.040.060.080.0100.0
NLY: 11.5
The chart displays the Price-to-Earnings (P/E) ratio for NLY, comparing it with other companies in the REIT - Mortgage industry. Currently, NLY has a P/E ratio of 11.5. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
PEG Ratio
2.04.06.08.010.0
NLY: -3.6
The chart shows the Price/Earnings to Growth (PEG) ratio for NLY compared to other companies in the REIT - Mortgage industry. NLY currently has a PEG ratio of -3.6. This PEG ratio is negative, which typically signals that the company's earnings are expected to decline. A negative PEG is not considered meaningful for valuation purposes.
PS Ratio
2.04.06.08.010.0
NLY: 8.9
This chart shows the Price-to-Sales (P/S) ratio for NLY relative to other companies in the REIT - Mortgage industry. Currently, NLY has a P/S ratio of 8.9. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.
PB Ratio
0.20.40.60.81.01.2
NLY: 1.0
The chart illustrates the Price-to-Book (P/B) ratio for NLY in comparison with other companies in the REIT - Mortgage industry. Currently, NLY has a P/B value of 1.0. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items