NLY vs. O
Compare and contrast key facts about Annaly Capital Management, Inc. (NLY) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NLY or O.
Key characteristics
| NLY | O | |
|---|---|---|
| YTD Return | 11.84% | 3.81% |
| 1Y Return | 26.39% | 15.38% |
| 3Y Return (Ann) | -4.78% | -2.09% |
| 5Y Return (Ann) | 0.54% | -0.78% |
| 10Y Return (Ann) | 3.70% | 7.32% |
| Sharpe Ratio | 1.52 | 1.13 |
| Sortino Ratio | 2.13 | 1.68 |
| Omega Ratio | 1.27 | 1.21 |
| Calmar Ratio | 0.84 | 0.80 |
| Martin Ratio | 8.87 | 2.98 |
| Ulcer Index | 3.46% | 6.89% |
| Daily Std Dev | 20.16% | 18.15% |
| Max Drawdown | -60.09% | -48.45% |
| Current Drawdown | -18.37% | -14.24% |
Fundamentals
| NLY | O | |
|---|---|---|
| Market Cap | $11.12B | $49.90B |
| EPS | -$0.08 | $1.05 |
| PEG Ratio | -3.61 | 5.79 |
| Total Revenue (TTM) | $680.19M | $5.01B |
| Gross Profit (TTM) | $641.92M | $4.83B |
| EBITDA (TTM) | $3.57B | $3.74B |
Correlation
The correlation between NLY and O is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
NLY vs. O - Performance Comparison
In the year-to-date period, NLY achieves a 11.84% return, which is significantly higher than O's 3.81% return. Over the past 10 years, NLY has underperformed O with an annualized return of 3.70%, while O has yielded a comparatively higher 7.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NLY vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and Realty Income Corporation (O). 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.
Dividends
NLY vs. O - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 13.25%, more than O's 5.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | 13.25% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% | 11.10% | 15.05% |
O Realty Income Corporation | 5.48% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
NLY vs. O - Drawdown Comparison
The maximum NLY drawdown since its inception was -60.09%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for NLY and O. For additional features, visit the drawdowns tool.
Volatility
NLY vs. O - Volatility Comparison
The current volatility for Annaly Capital Management, Inc. (NLY) is 5.58%, while Realty Income Corporation (O) has a volatility of 6.21%. This indicates that NLY experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NLY vs. O - Financials Comparison
This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and Realty Income 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