AGNC vs. NLY
Compare and contrast key facts about AGNC Investment Corp. (AGNC) and Annaly Capital Management, Inc. (NLY).
Performance
AGNC vs. NLY - Performance Comparison
Loading graphics...
AGNC vs. NLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | -2.14% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
NLY Annaly Capital Management, Inc. | -1.17% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
Fundamentals
AGNC:
$11.11B
NLY:
$14.85B
AGNC:
$1.58
NLY:
$3.14
AGNC:
6.42
NLY:
6.81
AGNC:
5.59
NLY:
3.30
AGNC:
1.07
NLY:
1.04
AGNC:
$1.92B
NLY:
$4.19B
AGNC:
$1.92B
NLY:
$4.15B
AGNC:
$4.52B
NLY:
$3.29B
Returns By Period
In the year-to-date period, AGNC achieves a -2.14% return, which is significantly lower than NLY's -1.17% return. Over the past 10 years, AGNC has outperformed NLY with an annualized return of 6.42%, while NLY has yielded a comparatively lower 6.03% annualized return.
AGNC
- 1D
- 1.30%
- 1M
- -6.59%
- YTD
- -2.14%
- 6M
- 8.49%
- 1Y
- 23.70%
- 3Y*
- 16.68%
- 5Y*
- 3.20%
- 10Y*
- 6.42%
NLY
- 1D
- 1.14%
- 1M
- -4.09%
- YTD
- -1.17%
- 6M
- 10.10%
- 1Y
- 21.58%
- 3Y*
- 19.24%
- 5Y*
- 3.61%
- 10Y*
- 6.03%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AGNC vs. NLY — Risk / Return Rank
AGNC
NLY
AGNC vs. NLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and Annaly Capital Management, Inc. (NLY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AGNC | NLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.97 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.34 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.46 | -0.20 |
Martin ratioReturn relative to average drawdown | 4.21 | 4.29 | -0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AGNC | NLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.97 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.14 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.22 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.31 | +0.11 |
Correlation
The correlation between AGNC and NLY is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AGNC vs. NLY - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 14.19%, more than NLY's 13.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 14.19% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
NLY Annaly Capital Management, Inc. | 13.10% | 12.52% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% |
Drawdowns
AGNC vs. NLY - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, smaller than the maximum NLY drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for AGNC and NLY.
Loading graphics...
Drawdown Indicators
| AGNC | NLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -60.09% | +5.53% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -14.88% | -3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -54.56% | -52.12% | -2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -60.09% | +5.53% |
Current DrawdownCurrent decline from peak | -13.80% | -9.44% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -13.60% | -13.79% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 5.07% | +0.53% |
Volatility
AGNC vs. NLY - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 9.72% compared to Annaly Capital Management, Inc. (NLY) at 8.65%. This indicates that AGNC's price experiences larger fluctuations and is considered to be riskier than NLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AGNC | NLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 8.65% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 14.46% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 22.39% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.71% | 25.46% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.30% | 28.06% | -2.76% |
Financials
AGNC vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and Annaly Capital Management, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities