FNB vs. NLY
FNB (F.N.B. Corporation) and NLY (Annaly Capital Management, Inc.) are both stocks. FNB operates in Banks - Regional (Financial Services), while NLY operates in REIT - Mortgage (Real Estate). Over the past 10 years, FNB returned 8.50%/yr vs 5.79%/yr for NLY. At a 0.30 correlation, their price movements are largely independent.
Performance
FNB vs. NLY - Performance Comparison
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Returns By Period
In the year-to-date period, FNB achieves a 8.94% return, which is significantly higher than NLY's 2.48% return. Over the past 10 years, FNB has outperformed NLY with an annualized return of 8.50%, while NLY has yielded a comparatively lower 5.79% annualized return.
FNB
- 1D
- 0.71%
- 1M
- 5.52%
- YTD
- 8.94%
- 6M
- 4.42%
- 1Y
- 35.97%
- 3Y*
- 22.38%
- 5Y*
- 12.25%
- 10Y*
- 8.50%
NLY
- 1D
- -0.23%
- 1M
- 3.31%
- YTD
- 2.48%
- 6M
- 1.60%
- 1Y
- 32.60%
- 3Y*
- 18.10%
- 5Y*
- 3.30%
- 10Y*
- 5.79%
FNB vs. NLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNB F.N.B. Corporation | 8.94% | 19.37% | 10.96% | 9.76% | 11.74% | 32.83% | -20.81% | 34.49% | -26.16% | -7.76% |
NLY Annaly Capital Management, Inc. | 2.48% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
Correlation
The correlation between FNB and NLY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 1997 | 0.30 |
The correlation between FNB and NLY shifts across timeframes, from 0.30 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FNB:
$6.61B
NLY:
$16.05B
FNB:
$1.62
NLY:
$3.28
FNB:
11.33
NLY:
6.75
FNB:
2.45
NLY:
2.83
FNB:
0.97
NLY:
1.11
FNB:
$2.71B
NLY:
$5.21B
FNB:
$1.72B
NLY:
$5.17B
FNB:
$732.68M
NLY:
$5.65B
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Return for Risk
FNB vs. NLY — Risk / Return Rank
FNB
NLY
FNB vs. NLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F.N.B. Corporation (FNB) 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.
| FNB | NLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.30 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.20 | +0.10 |
| Martin ratioReturn relative to average drawdown | 6.09 | 6.38 | -0.29 |
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Drawdowns
FNB vs. NLY - Drawdown Comparison
The maximum FNB drawdown since its inception was -69.60%, which is greater than NLY's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for FNB and NLY.
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Drawdown Indicators
| FNB | NLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.60% | -60.09% | -9.51% |
Max Drawdown (1Y)Largest decline over 1 year | -15.74% | -14.88% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -32.59% | -26.70% | -5.89% |
Max Drawdown (5Y)Largest decline over 5 years | -32.59% | -50.46% | +17.87% |
Max Drawdown (10Y)Largest decline over 10 years | -60.11% | -60.09% | -0.02% |
Current DrawdownCurrent decline from peak | -1.54% | -6.09% | +4.55% |
Average DrawdownAverage peak-to-trough decline | -18.31% | -13.82% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 5.12% | +0.80% |
Volatility
FNB vs. NLY - Volatility Comparison
F.N.B. Corporation (FNB) and Annaly Capital Management, Inc. (NLY) have volatilities of 5.96% and 6.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNB | NLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 6.27% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 17.74% | 15.37% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.46% | 19.16% | +6.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.13% | 25.61% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.45% | 28.17% | +7.28% |
Dividends
FNB vs. NLY - Dividend Comparison
FNB's dividend yield for the trailing twelve months is around 2.67%, less than NLY's 12.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNB F.N.B. Corporation | 2.67% | 2.81% | 3.25% | 3.49% | 3.68% | 3.96% | 5.05% | 3.78% | 4.88% | 6.75% | 2.99% | 3.60% |
NLY Annaly Capital Management, Inc. | 12.64% | 12.52% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% |
Financials
FNB vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between F.N.B. Corporation 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
FNB and NLY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NLY has higher volatility (6.27%) compared to FNB (5.96%). In terms of maximum drawdown, FNB dropped -69.60% vs NLY's -60.09%.
NLY currently has the higher Sharpe Ratio (1.71 vs 1.42), 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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