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Annaly Capital Management, Inc. (NLY)

Equity · Currency in USD
Sector
Real Estate
Industry
REIT—Mortgage
ISIN
US0357104092
CUSIP
035710409

NLYPrice Chart


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NLYPerformance

The chart shows the growth of $10,000 invested in Annaly Capital Management, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,697 for a total return of roughly 96.97%. All prices are adjusted for splits and dividends.


NLY (Annaly Capital Management, Inc.)
Benchmark (S&P 500)

NLYReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-3.91%0.43%
6M-4.84%9.37%
YTD6.50%22.33%
1Y13.23%26.59%
5Y7.80%15.74%
10Y5.30%14.46%

NLYMonthly Returns Heatmap


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NLYSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Annaly Capital Management, Inc. Sharpe ratio is 0.76. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


NLY (Annaly Capital Management, Inc.)
Benchmark (S&P 500)

NLYDividends

Annaly Capital Management, Inc. granted a 10.54% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $0.88 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.88$0.91$1.05$1.20$1.20$1.20$1.20$1.20$1.50$2.05$2.44$2.65

Dividend yield

10.54%10.77%11.15%12.22%10.09%12.04%12.79%11.10%15.05%14.60%15.29%14.79%

NLYDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


NLY (Annaly Capital Management, Inc.)
Benchmark (S&P 500)

NLYWorst Drawdowns

The table below shows the maximum drawdowns of the Annaly Capital Management, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Annaly Capital Management, Inc. is 60.09%, recorded on Apr 3, 2020. It took 269 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.09%Feb 21, 202031Apr 3, 2020269Apr 29, 2021300
-36.27%Sep 13, 2012310Dec 6, 2013672Aug 9, 2016982
-19.33%Oct 6, 2017479Sep 3, 201993Jan 15, 2020572
-14.87%Mar 22, 201043May 20, 201025Jun 25, 201068
-13.46%Jul 8, 201165Oct 7, 2011160May 29, 2012225
-11.08%Jun 10, 202127Jul 19, 2021
-9.9%Aug 11, 201689Dec 15, 201642Feb 16, 2017131
-6.79%Jul 14, 201032Aug 26, 201019Sep 23, 201051
-6.26%Apr 28, 20178May 9, 201716Jun 1, 201724
-5.1%Feb 4, 20105Feb 10, 20109Feb 24, 201014

NLYVolatility Chart

Current Annaly Capital Management, Inc. volatility is 10.81%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


NLY (Annaly Capital Management, Inc.)
Benchmark (S&P 500)

Portfolios with Annaly Capital Management, Inc.


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