NLY vs. K
NLY (Annaly Capital Management, Inc.) and K (Kellogg Company) are both stocks. NLY operates in REIT - Mortgage (Real Estate), while K operates in Packaged Foods (Consumer Defensive). At a 0.17 correlation, their price movements are largely independent.
Performance
NLY vs. K - Performance Comparison
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Returns By Period
NLY
- 1D
- -1.23%
- 1M
- -7.30%
- YTD
- -3.07%
- 6M
- -1.18%
- 1Y
- 25.88%
- 3Y*
- 16.16%
- 5Y*
- 1.37%
- 10Y*
- 5.29%
K
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NLY vs. K - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | -3.07% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
K Kellogg Company | 0.00% | 5.99% | 49.75% | -7.44% | 14.35% | 7.44% | -6.78% | 26.08% | -13.32% | -4.93% |
Correlation
The correlation between NLY and K is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 1997 | 0.17 |
Fundamentals
NLY:
$15.18B
K:
$29.20B
NLY:
$3.28
K:
$3.65
NLY:
6.38
K:
22.87
NLY:
2.68
K:
2.30
NLY:
1.05
K:
6.95
NLY:
$5.21B
K:
$12.67B
NLY:
$5.17B
K:
$4.41B
NLY:
$5.65B
K:
$2.25B
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Return for Risk
NLY vs. K — Risk / Return Rank
NLY
K
NLY vs. K - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and Kellogg Company (K). 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 | K | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | — | — |
| Martin ratioReturn relative to average drawdown | 5.22 | — | — |
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 | K | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | — | — |
Drawdowns
NLY vs. K - Drawdown Comparison
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Drawdown Indicators
| NLY | K | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.09% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -51.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.09% | — | — |
Current DrawdownCurrent decline from peak | -11.17% | — | — |
Average DrawdownAverage peak-to-trough decline | -13.75% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | — | — |
Volatility
NLY vs. K - Volatility Comparison
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Volatility by Period
| NLY | K | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.54% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.12% | — | — |
Dividends
NLY vs. K - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 13.36%, while K has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
K Kellogg Company | 1.39% | 2.76% | 2.79% | 10.56% | 3.28% | 3.59% | 3.66% | 3.27% | 3.86% | 3.12% | 2.77% | 2.74% |
NLY Annaly Capital Management, Inc. | 13.36% | 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. K - Financials Comparison
This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and Kellogg Company. 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
NLY and K have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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