ECC vs. NLY
ECC (Eagle Point Credit Company Inc) and NLY (Annaly Capital Management, Inc.) are both stocks. ECC operates in Asset Management (Financial Services), while NLY operates in REIT - Mortgage (Real Estate). Over the past 10 years, ECC returned 4.64%/yr vs 6.01%/yr for NLY. At a 0.22 correlation, their price movements are largely independent.
Performance
ECC vs. NLY - Performance Comparison
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Returns By Period
In the year-to-date period, ECC achieves a -4.62% return, which is significantly lower than NLY's 2.71% return. Over the past 10 years, ECC has underperformed NLY with an annualized return of 4.64%, while NLY has yielded a comparatively higher 6.01% annualized return.
ECC
- 1D
- 1.39%
- 1M
- 20.35%
- YTD
- -4.62%
- 6M
- -3.95%
- 1Y
- -17.04%
- 3Y*
- -4.04%
- 5Y*
- -0.77%
- 10Y*
- 4.64%
NLY
- 1D
- 0.23%
- 1M
- 3.01%
- YTD
- 2.71%
- 6M
- 4.34%
- 1Y
- 32.55%
- 3Y*
- 17.28%
- 5Y*
- 3.59%
- 10Y*
- 6.01%
ECC vs. NLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | -4.62% | -18.45% | 11.77% | 12.11% | -11.71% | 56.78% | -21.00% | 18.80% | -13.72% | 27.02% |
NLY Annaly Capital Management, Inc. | 2.71% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
Correlation
The correlation between ECC and NLY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.22 |
Fundamentals
ECC:
$482.42M
NLY:
$16.09B
ECC:
-$0.97
NLY:
$3.28
ECC:
2.80
NLY:
2.84
ECC:
0.64
NLY:
1.11
ECC:
$162.24M
NLY:
$5.21B
ECC:
$143.87M
NLY:
$5.17B
ECC:
-$35.59M
NLY:
$5.65B
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Return for Risk
ECC vs. NLY — Risk / Return Rank
ECC
NLY
ECC vs. NLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc (ECC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ECC | NLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.30 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.20 | -2.57 |
| Martin ratioReturn relative to average drawdown | -0.68 | 6.39 | -7.07 |
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Drawdowns
ECC vs. NLY - Drawdown Comparison
The maximum ECC drawdown since its inception was -70.79%, which is greater than NLY's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for ECC and NLY.
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Drawdown Indicators
| ECC | NLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.79% | -60.09% | -10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -45.79% | -14.88% | -30.91% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -26.70% | -22.95% |
Max Drawdown (5Y)Largest decline over 5 years | -49.65% | -50.46% | +0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -70.79% | -60.09% | -10.70% |
Current DrawdownCurrent decline from peak | -27.67% | -5.88% | -21.79% |
Average DrawdownAverage peak-to-trough decline | -12.99% | -13.82% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.04% | 5.11% | +19.93% |
Volatility
ECC vs. NLY - Volatility Comparison
Eagle Point Credit Company Inc (ECC) has a higher volatility of 25.08% compared to Annaly Capital Management, Inc. (NLY) at 6.36%. This indicates that ECC'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.
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Volatility by Period
| ECC | NLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.08% | 6.36% | +18.72% |
Volatility (6M)Calculated over the trailing 6-month period | 35.38% | 15.42% | +19.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.08% | 19.14% | +24.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.14% | 25.61% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.37% | 28.15% | +9.22% |
Dividends
ECC vs. NLY - Dividend Comparison
ECC's dividend yield for the trailing twelve months is around 65.46%, more than NLY's 12.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | 65.46% | 29.17% | 20.05% | 19.58% | 23.42% | 11.71% | 13.08% | 16.43% | 16.89% | 13.02% | 14.36% | 14.61% |
NLY Annaly Capital Management, Inc. | 12.61% | 12.52% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% |
Financials
ECC vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between Eagle Point Credit Company Inc 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
Frequently Asked Questions
ECC and NLY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECC has higher volatility (25.08%) compared to NLY (6.36%). In terms of maximum drawdown, ECC dropped -70.79% vs NLY's -60.09%.
NLY currently has the higher Sharpe Ratio (1.71 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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