NLY vs. CIM
Compare and contrast key facts about Annaly Capital Management, Inc. (NLY) and Chimera Investment Corporation (CIM).
Performance
NLY vs. CIM - Performance Comparison
Loading graphics...
NLY vs. CIM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CIM Chimera Investment Corporation | 4.77% | -0.65% | 3.61% | 2.95% | -57.95% | 60.73% | -42.97% | 27.65% | 7.71% | 17.30% |
Fundamentals
NLY:
$3.14
CIM:
$4.21
NLY:
6.74
CIM:
2.98
NLY:
3.26
CIM:
2.36
NLY:
$4.19B
CIM:
$290.86M
NLY:
$4.15B
CIM:
$290.86M
NLY:
$3.29B
CIM:
$331.37M
Returns By Period
In the year-to-date period, NLY achieves a -2.28% return, which is significantly lower than CIM's 4.77% return. Over the past 10 years, NLY has outperformed CIM with an annualized return of 5.83%, while CIM has yielded a comparatively lower -0.52% annualized return.
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%
CIM
- 1D
- 0.08%
- 1M
- -5.08%
- YTD
- 4.77%
- 6M
- -0.07%
- 1Y
- 11.07%
- 3Y*
- 1.29%
- 5Y*
- -10.14%
- 10Y*
- -0.52%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NLY vs. CIM — Risk / Return Rank
NLY
CIM
NLY vs. CIM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and Chimera Investment Corporation (CIM). 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 | CIM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.36 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.28 | 0.72 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.10 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.57 | +0.71 |
Martin ratioReturn relative to average drawdown | 3.79 | 1.29 | +2.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NLY | CIM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.36 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | -0.29 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | -0.01 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | -0.06 | +0.37 |
Correlation
The correlation between NLY and CIM is 0.60, 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
NLY vs. CIM - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 13.25%, more than CIM's 12.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CIM Chimera Investment Corporation | 12.42% | 11.91% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 8.12% | 14.34% | 28.15% |
Drawdowns
NLY vs. CIM - Drawdown Comparison
The maximum NLY drawdown since its inception was -60.09%, smaller than the maximum CIM drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for NLY and CIM.
Loading graphics...
Drawdown Indicators
| NLY | CIM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.09% | -89.69% | +29.60% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -18.18% | +3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -52.12% | -69.09% | +16.97% |
Max Drawdown (10Y)Largest decline over 10 years | -60.09% | -72.35% | +12.26% |
Current DrawdownCurrent decline from peak | -10.45% | -61.71% | +51.26% |
Average DrawdownAverage peak-to-trough decline | -13.79% | -51.67% | +37.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 8.07% | -3.04% |
Volatility
NLY vs. CIM - Volatility Comparison
Annaly Capital Management, Inc. (NLY) has a higher volatility of 8.54% compared to Chimera Investment Corporation (CIM) at 7.24%. This indicates that NLY's price experiences larger fluctuations and is considered to be riskier than CIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NLY | CIM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 7.24% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.56% | 20.82% | -6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.40% | 31.28% | -8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.46% | 35.26% | -9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.06% | 36.39% | -8.33% |
Financials
NLY vs. CIM - Financials Comparison
This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and Chimera Investment Corporation. 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