PortfoliosLab logoPortfoliosLab logo
NLY vs. IVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NLY vs. IVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Annaly Capital Management, Inc. (NLY) and Invesco Mortgage Capital Inc. (IVR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NLY achieves a 2.71% return, which is significantly higher than IVR's 2.32% return. Over the past 10 years, NLY has outperformed IVR with an annualized return of 6.01%, while IVR has yielded a comparatively lower -11.60% annualized return.


NLY

1D
0.23%
1M
3.01%
YTD
2.71%
6M
4.34%
1Y
32.55%
3Y*
17.28%
5Y*
3.59%
10Y*
6.01%

IVR

1D
-0.62%
1M
2.83%
YTD
2.32%
6M
1.70%
1Y
28.67%
3Y*
7.35%
5Y*
-13.59%
10Y*
-11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLY vs. IVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NLY
Annaly Capital Management, Inc.
2.71%40.00%8.07%4.94%-21.41%2.48%2.38%7.22%-7.22%31.92%
IVR
Invesco Mortgage Capital Inc.
2.32%24.87%9.03%-14.30%-44.56%-9.34%-72.54%28.97%-6.81%34.61%

Correlation

The correlation between NLY and IVR is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2009

0.62

The correlation between NLY and IVR shifts across timeframes, from 0.62 (all time) to 0.75 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NLY:

$3.28

IVR:

$1.64

PE Ratio

NLY:

6.77

IVR:

4.87

PS Ratio

NLY:

2.84

IVR:

1.84

Total Revenue (TTM)

NLY:

$5.21B

IVR:

$215.91M

Gross Profit (TTM)

NLY:

$5.17B

IVR:

$138.51M

EBITDA (TTM)

NLY:

$5.65B

IVR:

$246.65M

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. IVR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NLY
NLY Risk / Return Rank: 8181
Overall Rank
NLY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NLY Sortino Ratio Rank: 8282
Sortino Ratio Rank
NLY Omega Ratio Rank: 8080
Omega Ratio Rank
NLY Calmar Ratio Rank: 7777
Calmar Ratio Rank
NLY Martin Ratio Rank: 8181
Martin Ratio Rank

IVR
IVR Risk / Return Rank: 7575
Overall Rank
IVR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IVR Sortino Ratio Rank: 7575
Sortino Ratio Rank
IVR Omega Ratio Rank: 7272
Omega Ratio Rank
IVR Calmar Ratio Rank: 7373
Calmar Ratio Rank
IVR Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NLY vs. IVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and Invesco Mortgage Capital Inc. (IVR). 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.


NLYIVRDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.30

1.23

+0.06

Calmar ratioReturn relative to maximum drawdown

2.20

1.74

+0.46

Martin ratioReturn relative to average drawdown

6.39

4.65

+1.74

NLY vs. IVR - Sharpe Ratio Comparison

The current NLY Sharpe Ratio is 1.71, which is higher than the IVR Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of NLY and IVR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NLY vs. IVR - Drawdown Comparison

The maximum NLY drawdown since its inception was -60.09%, smaller than the maximum IVR drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for NLY and IVR.


Loading charts...

Drawdown Indicators


NLYIVRDifference

Max Drawdown

Largest peak-to-trough decline

-60.09%

-92.55%

+32.46%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-16.54%

+1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-45.38%

+18.68%

Max Drawdown (5Y)

Largest decline over 5 years

-50.46%

-76.67%

+26.21%

Max Drawdown (10Y)

Largest decline over 10 years

-60.09%

-92.55%

+32.46%

Current Drawdown

Current decline from peak

-5.88%

-84.98%

+79.10%

Average Drawdown

Average peak-to-trough decline

-13.82%

-35.94%

+22.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

6.19%

-1.08%

Volatility

NLY vs. IVR - Volatility Comparison

Annaly Capital Management, Inc. (NLY) has a higher volatility of 6.36% compared to Invesco Mortgage Capital Inc. (IVR) at 4.84%. This indicates that NLY's price experiences larger fluctuations and is considered to be riskier than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NLYIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

4.84%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

15.42%

17.50%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.14%

22.56%

-3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.61%

35.33%

-9.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.15%

56.15%

-28.00%

Dividends

NLY vs. IVR - Dividend Comparison

NLY's dividend yield for the trailing twelve months is around 12.61%, less than IVR's 20.50% yield.


PositionTTM20252024202320222021202020192018201720162015
IVR
Invesco Mortgage Capital Inc.
20.50%16.41%19.88%25.40%26.32%12.59%31.66%11.11%14.95%9.14%10.96%13.72%
NLY
Annaly Capital Management, Inc.
12.61%12.52%14.21%13.42%16.70%11.25%10.77%11.15%12.22%10.09%12.04%12.79%

Financials

NLY vs. IVR - Financials Comparison

This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and Invesco Mortgage Capital 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-1.00B-500.00M0.00500.00M1.00B1.50B2.00B2022202320242025202600
(NLY) Total Revenue
(IVR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NLY and IVR have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NLY has higher volatility (6.36%) compared to IVR (4.84%). In terms of maximum drawdown, NLY dropped -60.09% vs IVR's -92.55%.

NLY currently has the higher Sharpe Ratio (1.71 vs 1.28), 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.

Portfolio Optimizer

Find the right allocation for NLY and IVR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer