EFC vs. NLY
Compare and contrast key facts about Ellington Financial Inc. (EFC) and Annaly Capital Management, Inc. (NLY).
Performance
EFC vs. NLY - Performance Comparison
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EFC vs. NLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | -9.60% | 26.13% | 8.68% | 18.16% | -18.32% | 26.33% | -10.16% | 32.43% | 17.29% | 4.34% |
NLY Annaly Capital Management, Inc. | -2.28% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
Fundamentals
EFC:
$1.18B
NLY:
$14.69B
EFC:
$1.20
NLY:
$3.14
EFC:
9.92
NLY:
6.74
EFC:
6.20
NLY:
3.26
EFC:
0.79
NLY:
1.03
EFC:
$189.96M
NLY:
$4.19B
EFC:
$287.57M
NLY:
$4.15B
EFC:
$125.53M
NLY:
$3.29B
Returns By Period
In the year-to-date period, EFC achieves a -9.60% return, which is significantly lower than NLY's -2.28% return. Over the past 10 years, EFC has outperformed NLY with an annualized return of 7.89%, while NLY has yielded a comparatively lower 5.83% annualized return.
EFC
- 1D
- 0.42%
- 1M
- -3.43%
- YTD
- -9.60%
- 6M
- -3.49%
- 1Y
- 1.22%
- 3Y*
- 12.73%
- 5Y*
- 6.17%
- 10Y*
- 7.89%
NLY
- 1D
- -0.09%
- 1M
- -5.86%
- YTD
- -2.28%
- 6M
- 9.23%
- 1Y
- 20.39%
- 3Y*
- 18.25%
- 5Y*
- 3.38%
- 10Y*
- 5.83%
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Return for Risk
EFC vs. NLY — Risk / Return Rank
EFC
NLY
EFC vs. NLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Financial Inc. (EFC) 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.
| EFC | NLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 0.92 | -0.86 |
Sortino ratioReturn per unit of downside risk | 0.22 | 1.28 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 1.28 | -1.22 |
Martin ratioReturn relative to average drawdown | 0.20 | 3.79 | -3.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFC | NLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.92 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.13 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.21 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.31 | -0.07 |
Correlation
The correlation between EFC and NLY is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EFC vs. NLY - Dividend Comparison
EFC's dividend yield for the trailing twelve months is around 13.11%, less than NLY's 13.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 13.11% | 11.49% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% |
NLY Annaly Capital Management, Inc. | 13.25% | 12.52% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% |
Drawdowns
EFC vs. NLY - Drawdown Comparison
The maximum EFC drawdown since its inception was -79.08%, which is greater than NLY's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for EFC and NLY.
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Drawdown Indicators
| EFC | NLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.08% | -60.09% | -18.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -14.88% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -52.12% | +17.93% |
Max Drawdown (10Y)Largest decline over 10 years | -79.08% | -60.09% | -18.99% |
Current DrawdownCurrent decline from peak | -12.37% | -10.45% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -13.79% | +3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 5.03% | +0.62% |
Volatility
EFC vs. NLY - Volatility Comparison
The current volatility for Ellington Financial Inc. (EFC) is 7.41%, while Annaly Capital Management, Inc. (NLY) has a volatility of 8.54%. This indicates that EFC experiences smaller price fluctuations and is considered to be less risky 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
| EFC | NLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 8.54% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 14.56% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.54% | 22.40% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 25.46% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.22% | 28.06% | +14.16% |
Financials
EFC vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between Ellington Financial 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