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NLY vs. REM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NLY vs. REM - Performance Comparison

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

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Returns By Period

In the year-to-date period, NLY achieves a -1.64% return, which is significantly lower than REM's -0.83% return. Over the past 10 years, NLY has outperformed REM with an annualized return of 5.47%, while REM has yielded a comparatively lower 2.70% annualized return.


NLY

1D
0.47%
1M
-4.96%
YTD
-1.64%
6M
-0.38%
1Y
28.21%
3Y*
17.56%
5Y*
1.86%
10Y*
5.47%

REM

1D
1.30%
1M
-4.17%
YTD
-0.83%
6M
-0.35%
1Y
12.88%
3Y*
8.72%
5Y*
-2.23%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLY vs. REM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NLY
Annaly Capital Management, Inc.
-1.64%40.00%8.07%4.94%-21.41%2.48%2.38%7.22%-7.22%31.92%
REM
iShares Mortgage Real Estate ETF
-0.83%13.30%-1.00%14.43%-27.56%16.14%-19.99%21.34%-3.09%18.43%

Correlation

The correlation between NLY and REM is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.90

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

0.89

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

0.86

Correlation (All Time)
Calculated using the full available price history since May 7, 2007

0.80

The correlation between NLY and REM has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.

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Return for Risk

NLY vs. REM — Risk / Return Rank

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

NLY
NLY Risk / Return Rank: 7777
Overall Rank
NLY Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NLY Sortino Ratio Rank: 7777
Sortino Ratio Rank
NLY Omega Ratio Rank: 7575
Omega Ratio Rank
NLY Calmar Ratio Rank: 7474
Calmar Ratio Rank
NLY Martin Ratio Rank: 7878
Martin Ratio Rank

REM
REM Risk / Return Rank: 2222
Overall Rank
REM Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
REM Sortino Ratio Rank: 2222
Sortino Ratio Rank
REM Omega Ratio Rank: 2222
Omega Ratio Rank
REM Calmar Ratio Rank: 2121
Calmar Ratio Rank
REM Martin Ratio Rank: 2121
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. REM - Risk-Adjusted Trends 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.


NLYREMDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.26

1.14

+0.13

Calmar ratioReturn relative to maximum drawdown

1.90

0.91

+1.00

Martin ratioReturn relative to average drawdown

5.79

2.59

+3.20

NLY vs. REM - Sharpe Ratio Comparison

The current NLY Sharpe Ratio is 1.53, which is higher than the REM Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of NLY and REM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NLYREMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.77

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.10

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.10

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.04

+0.35

Drawdowns

NLY vs. REM - Drawdown Comparison

The maximum NLY drawdown since its inception was -60.09%, smaller than the maximum REM drawdown of -74.73%. Use the drawdown chart below to compare losses from any high point for NLY and REM.


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Drawdown Indicators


NLYREMDifference

Max Drawdown

Largest peak-to-trough decline

-60.09%

-74.73%

+14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-14.25%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-21.91%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-52.12%

-43.31%

-8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-60.09%

-68.52%

+8.43%

Current Drawdown

Current decline from peak

-9.86%

-22.86%

+13.00%

Average Drawdown

Average peak-to-trough decline

-13.75%

-38.34%

+24.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

4.98%

-0.10%

Volatility

NLY vs. REM - Volatility Comparison

Annaly Capital Management, Inc. (NLY) and iShares Mortgage Real Estate ETF (REM) have volatilities of 4.01% and 4.03%, 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.


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Volatility by Period


NLYREMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

4.03%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.61%

13.08%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

16.82%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.53%

23.57%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.11%

28.27%

-0.16%

Dividends

NLY vs. REM - Dividend Comparison

NLY's dividend yield for the trailing twelve months is around 13.16%, more than REM's 9.07% yield.


PositionTTM20252024202320222021202020192018201720162015
NLY
Annaly Capital Management, Inc.
13.16%12.52%14.21%13.42%16.70%11.25%10.77%11.15%12.22%10.09%12.04%12.79%
REM
iShares Mortgage Real Estate ETF
9.07%8.70%9.61%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%

Frequently Asked Questions


NLY and REM have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REM has higher volatility (4.03%) compared to NLY (4.01%). In terms of maximum drawdown, NLY dropped -60.09% vs REM's -74.73%.

NLY currently has the higher Sharpe Ratio (1.53 vs 0.77), 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

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