NLY vs. RITM
Compare and contrast key facts about Annaly Capital Management, Inc. (NLY) and Rithm Capital Corp. (RITM).
Performance
NLY vs. RITM - Performance Comparison
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NLY vs. RITM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | -2.28% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
RITM Rithm Capital Corp. | -13.12% | 10.06% | 11.07% | 45.60% | -14.44% | 17.07% | -34.36% | 28.46% | -10.35% | 27.83% |
Fundamentals
NLY:
$14.69B
RITM:
$4.73T
NLY:
$3.14
RITM:
$0.00
NLY:
6.74
RITM:
2.43K
NLY:
3.26
RITM:
1.41K
NLY:
1.03
RITM:
625.97
NLY:
$4.19B
RITM:
$1.12B
NLY:
$4.15B
RITM:
$3.30B
NLY:
$3.29B
RITM:
$903.62M
Returns By Period
In the year-to-date period, NLY achieves a -2.28% return, which is significantly higher than RITM's -13.12% return. Over the past 10 years, NLY has underperformed RITM with an annualized return of 5.83%, while RITM has yielded a comparatively higher 8.37% annualized return.
NLY
- 1D
- -0.09%
- 1M
- -5.86%
- YTD
- -2.28%
- 6M
- 9.23%
- 1Y
- 20.39%
- 3Y*
- 18.25%
- 5Y*
- 3.38%
- 10Y*
- 5.83%
RITM
- 1D
- -0.11%
- 1M
- -6.14%
- YTD
- -13.12%
- 6M
- -13.65%
- 1Y
- -11.39%
- 3Y*
- 15.23%
- 5Y*
- 6.17%
- 10Y*
- 8.37%
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Return for Risk
NLY vs. RITM — Risk / Return Rank
NLY
RITM
NLY vs. RITM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and Rithm Capital Corp. (RITM). 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 | RITM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | -0.45 | +1.37 |
Sortino ratioReturn per unit of downside risk | 1.28 | -0.45 | +1.73 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.94 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | -0.42 | +1.71 |
Martin ratioReturn relative to average drawdown | 3.79 | -1.16 | +4.95 |
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 | RITM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | -0.45 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.23 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.21 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.22 | +0.09 |
Correlation
The correlation between NLY and RITM is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NLY vs. RITM - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 13.25%, more than RITM's 7.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | 13.25% | 12.52% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% |
RITM Rithm Capital Corp. | 7.92% | 9.17% | 9.23% | 9.36% | 12.24% | 8.40% | 5.03% | 12.41% | 14.07% | 11.07% | 11.70% | 14.39% |
Drawdowns
NLY vs. RITM - Drawdown Comparison
The maximum NLY drawdown since its inception was -60.09%, smaller than the maximum RITM drawdown of -81.11%. Use the drawdown chart below to compare losses from any high point for NLY and RITM.
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Drawdown Indicators
| NLY | RITM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.09% | -81.11% | +21.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -27.31% | +12.43% |
Max Drawdown (5Y)Largest decline over 5 years | -52.12% | -36.61% | -15.51% |
Max Drawdown (10Y)Largest decline over 10 years | -60.09% | -81.11% | +21.02% |
Current DrawdownCurrent decline from peak | -10.45% | -21.50% | +11.05% |
Average DrawdownAverage peak-to-trough decline | -13.79% | -15.93% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 9.98% | -4.95% |
Volatility
NLY vs. RITM - Volatility Comparison
Annaly Capital Management, Inc. (NLY) and Rithm Capital Corp. (RITM) have volatilities of 8.54% and 8.31%, 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
| NLY | RITM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 8.31% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.56% | 17.46% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.40% | 25.42% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.46% | 27.44% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.06% | 40.10% | -12.04% |
Financials
NLY vs. RITM - Financials Comparison
This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and Rithm Capital Corp.. 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