NLY vs. PG
NLY (Annaly Capital Management, Inc.) and PG (The Procter & Gamble Company) are both stocks. NLY operates in REIT - Mortgage (Real Estate), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, NLY returned 5.29%/yr vs 8.64%/yr for PG. At a 0.20 correlation, their price movements are largely independent.
Performance
NLY vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, NLY achieves a -3.07% return, which is significantly lower than PG's 2.74% return. Over the past 10 years, NLY has underperformed PG with an annualized return of 5.29%, while PG has yielded a comparatively higher 8.64% annualized return.
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%
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
NLY vs. PG - 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% |
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between NLY and PG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 1997 | 0.20 |
Fundamentals
NLY:
$15.18B
PG:
$350.63B
NLY:
$3.28
PG:
$5.23
NLY:
6.38
PG:
27.76
NLY:
2.68
PG:
4.07
NLY:
1.05
PG:
6.50
NLY:
$5.21B
PG:
$86.72B
NLY:
$5.17B
PG:
$43.64B
NLY:
$5.65B
PG:
$22.63B
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Return for Risk
NLY vs. PG — Risk / Return Rank
NLY
PG
NLY vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.89 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.94 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | -0.58 | +2.33 |
| Martin ratioReturn relative to average drawdown | 5.22 | -1.04 | +6.25 |
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 | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | -0.48 | +1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.23 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.46 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.46 | -0.15 |
Drawdowns
NLY vs. PG - Drawdown Comparison
The maximum NLY drawdown since its inception was -60.09%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for NLY and PG.
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Drawdown Indicators
| NLY | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.09% | -54.25% | -5.84% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -15.52% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -21.15% | -5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -51.97% | -23.77% | -28.20% |
Max Drawdown (10Y)Largest decline over 10 years | -60.09% | -23.77% | -36.32% |
Current DrawdownCurrent decline from peak | -11.17% | -15.91% | +4.74% |
Average DrawdownAverage peak-to-trough decline | -13.75% | -12.16% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 8.93% | -3.96% |
Volatility
NLY vs. PG - Volatility Comparison
The current volatility for Annaly Capital Management, Inc. (NLY) is 3.97%, while The Procter & Gamble Company (PG) has a volatility of 7.01%. This indicates that NLY experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NLY | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 7.01% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 15.32% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 18.65% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.54% | 17.79% | +7.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.12% | 19.05% | +9.07% |
Dividends
NLY vs. PG - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 13.36%, more than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
NLY vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and The Procter & Gamble 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 PG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (7.01%) compared to NLY (3.97%). In terms of maximum drawdown, NLY dropped -60.09% vs PG's -54.25%.
NLY currently has the higher Sharpe Ratio (1.40 vs -0.48), 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.
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