NLY vs. AGNC
Compare and contrast key facts about Annaly Capital Management, Inc. (NLY) and AGNC Investment Corp. (AGNC).
Performance
NLY vs. AGNC - Performance Comparison
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NLY vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AGNC AGNC Investment Corp. | -2.14% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Fundamentals
NLY:
$14.85B
AGNC:
$11.11B
NLY:
$3.14
AGNC:
$1.58
NLY:
6.81
AGNC:
6.42
NLY:
3.30
AGNC:
5.59
NLY:
1.04
AGNC:
1.07
NLY:
$4.19B
AGNC:
$1.92B
NLY:
$4.15B
AGNC:
$1.92B
NLY:
$3.29B
AGNC:
$4.52B
Returns By Period
In the year-to-date period, NLY achieves a -1.17% return, which is significantly higher than AGNC's -2.14% return. Over the past 10 years, NLY has underperformed AGNC with an annualized return of 6.03%, while AGNC has yielded a comparatively higher 6.42% annualized return.
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%
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%
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Return for Risk
NLY vs. AGNC — Risk / Return Rank
NLY
AGNC
NLY vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and AGNC Investment Corp. (AGNC). 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.
| NLY | AGNC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.04 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.42 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.26 | +0.20 |
Martin ratioReturn relative to average drawdown | 4.29 | 4.21 | +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. | |||
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Sharpe Ratios by Period
| NLY | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.04 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.12 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.25 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.42 | -0.11 |
Correlation
The correlation between NLY and AGNC 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
NLY vs. AGNC - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 13.10%, less than AGNC's 14.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
NLY vs. AGNC - Drawdown Comparison
The maximum NLY drawdown since its inception was -60.09%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for NLY and AGNC.
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Drawdown Indicators
| NLY | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.09% | -54.56% | -5.53% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -18.71% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -52.12% | -54.56% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -60.09% | -54.56% | -5.53% |
Current DrawdownCurrent decline from peak | -9.44% | -13.80% | +4.36% |
Average DrawdownAverage peak-to-trough decline | -13.79% | -13.60% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 5.60% | -0.53% |
Volatility
NLY vs. AGNC - Volatility Comparison
The current volatility for Annaly Capital Management, Inc. (NLY) is 8.65%, while AGNC Investment Corp. (AGNC) has a volatility of 9.72%. This indicates that NLY experiences smaller price fluctuations and is considered to be less risky than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NLY | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 9.72% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 15.05% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.39% | 22.89% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.46% | 25.71% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.06% | 25.30% | +2.76% |
Financials
NLY vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and AGNC Investment Corp.. 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