NLY vs. EFC
Compare and contrast key facts about Annaly Capital Management, Inc. (NLY) and Ellington Financial Inc. (EFC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NLY or EFC.
Correlation
The correlation between NLY and EFC 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
NLY vs. EFC - Performance Comparison
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Key characteristics
NLY:
0.49
EFC:
1.16
NLY:
0.94
EFC:
1.91
NLY:
1.12
EFC:
1.27
NLY:
0.52
EFC:
1.48
NLY:
2.54
EFC:
5.03
NLY:
5.19%
EFC:
5.53%
NLY:
21.94%
EFC:
21.28%
NLY:
-60.09%
EFC:
-79.08%
NLY:
-12.06%
EFC:
-5.61%
Fundamentals
NLY:
$11.84B
EFC:
$1.23B
NLY:
$0.92
EFC:
$1.39
NLY:
21.23
EFC:
9.37
NLY:
-3.61
EFC:
0.86
NLY:
12.38
EFC:
3.99
NLY:
1.03
EFC:
0.96
NLY:
$4.86B
EFC:
$284.66M
NLY:
$3.75B
EFC:
$212.38M
NLY:
$3.67B
EFC:
$216.47M
Returns By Period
In the year-to-date period, NLY achieves a 11.48% return, which is significantly lower than EFC's 14.03% return. Over the past 10 years, NLY has underperformed EFC with an annualized return of 5.10%, while EFC has yielded a comparatively higher 7.60% annualized return.
NLY
11.48%
9.74%
7.89%
10.68%
10.18%
5.10%
EFC
14.03%
10.93%
15.91%
24.45%
19.99%
7.60%
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Risk-Adjusted Performance
NLY vs. EFC — Risk-Adjusted Performance Rank
NLY
EFC
NLY vs. EFC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and Ellington Financial Inc. (EFC). 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.
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Dividends
NLY vs. EFC - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 13.44%, more than EFC's 11.75% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | 13.44% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% | 11.10% |
EFC Ellington Financial Inc. | 11.75% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% | 15.43% |
Drawdowns
NLY vs. EFC - Drawdown Comparison
The maximum NLY drawdown since its inception was -60.09%, smaller than the maximum EFC drawdown of -79.08%. Use the drawdown chart below to compare losses from any high point for NLY and EFC. For additional features, visit the drawdowns tool.
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Volatility
NLY vs. EFC - Volatility Comparison
Annaly Capital Management, Inc. (NLY) has a higher volatility of 6.36% compared to Ellington Financial Inc. (EFC) at 5.43%. This indicates that NLY's price experiences larger fluctuations and is considered to be riskier than EFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Financials
NLY vs. EFC - Financials Comparison
This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and Ellington Financial 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