Annaly Capital Management, Inc. (NLY)

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Annaly Capital Management, Inc. (NLY) is up 2.5% since the beginning of the year. At $22 per share, NLY is trading 9.6% below its 52-week high of $25. Investors who bought $1,000 worth of NLY shares 5 years ago would now be looking at an investment worth $1,176.

Annaly Capital Management, Inc. (NLY) has returned 2.48% so far this year and 32.60% over the past 12 months. Over the last ten years, NLY has returned 5.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Oct 8, 1997, NLY's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2020 with a return of +23.3%, while the worst month was Mar 2020 at -40.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NLY closed higher 51% of trading days. The best single day was Sep 18, 2008 with a return of +31.6%, while the worst single day was Mar 18, 2020 at -20.1%.

Annaly Capital Management, Inc. has an annualized alpha of 7.53%, beta of 0.69, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since October 08, 1997.

• This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.39%) than losses (76.90%) - typical of diversified or defensive assets.
• Beta of 0.69 may look defensive, but with R2 of 0.19 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
• R2 of 0.19 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

NLY ranks 81 for risk / return — in the top 81% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Annaly Capital Management, Inc. provided a 12.64% dividend yield over the last twelve months, with an annual payout of $2.80 per share. The company has been increasing its dividends for 2 consecutive years.

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.

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.

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 6.09%.

The chart below shows the rolling one-month volatility.

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.

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.