EFC vs. NLY
Compare and contrast key facts about Ellington Financial Inc. (EFC) and Annaly Capital Management, Inc. (NLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFC or NLY.
Correlation
The correlation between EFC and NLY is 0.41, 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.
Performance
EFC vs. NLY - Performance Comparison
Loading data...
Key characteristics
EFC:
1.14
NLY:
0.55
EFC:
1.79
NLY:
0.92
EFC:
1.25
NLY:
1.12
EFC:
1.36
NLY:
0.51
EFC:
4.64
NLY:
2.47
EFC:
5.55%
NLY:
5.20%
EFC:
21.25%
NLY:
21.93%
EFC:
-79.08%
NLY:
-60.09%
EFC:
-5.83%
NLY:
-11.35%
Fundamentals
EFC:
$1.25B
NLY:
$12.02B
EFC:
$1.39
NLY:
$0.93
EFC:
9.53
NLY:
21.37
EFC:
0.86
NLY:
-3.61
EFC:
4.06
NLY:
12.57
EFC:
0.98
NLY:
1.04
EFC:
$284.66M
NLY:
$4.86B
EFC:
$284.66M
NLY:
$3.75B
EFC:
$216.47M
NLY:
$3.67B
Returns By Period
In the year-to-date period, EFC achieves a 13.77% return, which is significantly higher than NLY's 12.39% return. Over the past 10 years, EFC has outperformed NLY with an annualized return of 7.45%, while NLY has yielded a comparatively lower 5.18% annualized return.
EFC
13.77%
9.77%
15.46%
23.35%
18.30%
7.45%
NLY
12.39%
11.01%
8.21%
11.80%
8.93%
5.18%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EFC vs. NLY — Risk-Adjusted Performance Rank
EFC
NLY
EFC vs. NLY - Risk-Adjusted Performance 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.
Loading data...
Dividends
EFC vs. NLY - Dividend Comparison
EFC's dividend yield for the trailing twelve months is around 11.77%, less than NLY's 13.34% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 11.77% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% | 15.43% |
NLY Annaly Capital Management, Inc. | 13.34% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% | 11.10% |
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. For additional features, visit the drawdowns tool.
Loading data...
Volatility
EFC vs. NLY - Volatility Comparison
The current volatility for Ellington Financial Inc. (EFC) is 5.29%, while Annaly Capital Management, Inc. (NLY) has a volatility of 5.89%. 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.
Loading data...
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
EFC vs. NLY - Profitability Comparison
EFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ellington Financial Inc. reported a gross profit of 72.28M and revenue of 72.28M. Therefore, the gross margin over that period was 100.0%.
NLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Annaly Capital Management, Inc. reported a gross profit of 346.29M and revenue of 1.44B. Therefore, the gross margin over that period was 24.0%.
EFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ellington Financial Inc. reported an operating income of 30.92M and revenue of 72.28M, resulting in an operating margin of 42.8%.
NLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Annaly Capital Management, Inc. reported an operating income of 298.23M and revenue of 1.44B, resulting in an operating margin of 20.7%.
EFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ellington Financial Inc. reported a net income of 38.68M and revenue of 72.28M, resulting in a net margin of 53.5%.
NLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Annaly Capital Management, Inc. reported a net income of 124.22M and revenue of 1.44B, resulting in a net margin of 8.6%.