NLY vs. REM
Compare and contrast key facts about Annaly Capital Management, Inc. (NLY) and iShares Mortgage Real Estate ETF (REM).
REM is a passively managed fund by iShares that tracks the performance of the FTSE NAREIT All Mortgage Capped Index. It was launched on May 4, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NLY or REM.
Correlation
The correlation between NLY and REM is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
NLY vs. REM - Performance Comparison
Key characteristics
NLY:
0.42
REM:
-0.09
NLY:
0.68
REM:
0.00
NLY:
1.09
REM:
1.00
NLY:
0.26
REM:
-0.05
NLY:
2.23
REM:
-0.29
NLY:
3.56%
REM:
5.97%
NLY:
18.74%
REM:
19.09%
NLY:
-60.09%
REM:
-74.72%
NLY:
-21.61%
REM:
-32.04%
Returns By Period
In the year-to-date period, NLY achieves a 7.39% return, which is significantly higher than REM's -2.02% return. Over the past 10 years, NLY has outperformed REM with an annualized return of 3.38%, while REM has yielded a comparatively lower 1.38% annualized return.
NLY
7.39%
-4.46%
0.99%
6.40%
-1.18%
3.38%
REM
-2.02%
-3.27%
1.28%
-3.48%
-5.39%
1.38%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
NLY vs. REM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and iShares Mortgage Real Estate ETF (REM). 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. REM - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 13.80%, less than REM's 14.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | 13.80% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% | 11.10% | 15.05% |
REM iShares Mortgage Real Estate ETF | 14.32% | 9.46% | 11.13% | 7.29% | 7.72% | 8.16% | 10.00% | 9.97% | 10.03% | 11.99% | 14.53% | 16.12% |
Drawdowns
NLY vs. REM - Drawdown Comparison
The maximum NLY drawdown since its inception was -60.09%, smaller than the maximum REM drawdown of -74.72%. Use the drawdown chart below to compare losses from any high point for NLY and REM. For additional features, visit the drawdowns tool.
Volatility
NLY vs. REM - Volatility Comparison
Annaly Capital Management, Inc. (NLY) and iShares Mortgage Real Estate ETF (REM) have volatilities of 4.73% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.