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Annaly Capital Management, Inc.

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

NLYPrice Chart


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NLYPerformance

The chart shows the growth of $10,000 invested in NLY on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,441 for a total return of roughly 94.41%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
94.41%
264.42%
S&P 500

NLYReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.63%
YTD5.12%
6M26.13%
1Y60.21%
5Y8.18%
10Y4.90%

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 2.24. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.0020122014201620182020
2.24

NLYDividends

Annaly Capital Management, Inc. granted a 10.16% dividend yield in the last twelve months, as of Apr 11, 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
10.16%10.77%11.15%12.22%10.09%12.04%12.79%11.10%15.05%14.60%15.29%14.79%

NLYDrawdowns Chart


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-3.45%

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 {{portfolioName}} is 60.09%, recorded on Apr 3, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-60.09%Feb 21, 202031Apr 3, 2020
-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
-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
-4.88%Jun 27, 201717Jul 20, 201722Aug 21, 201739

NLYVolatility Chart

Current Annaly Capital Management, Inc. volatility is 19.39%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%200.00%20122014201620182020
19.39%

Portfolios with Annaly Capital Management, Inc.


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