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NLY vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NLY vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Annaly Capital Management, Inc. (NLY) and AT&T Inc. (T). 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 -3.07% return, which is significantly higher than T's -7.40% return. Over the past 10 years, NLY has outperformed T with an annualized return of 5.29%, while T has yielded a comparatively lower 2.86% 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%

T

1D
-1.10%
1M
-10.57%
YTD
-7.40%
6M
-7.40%
1Y
-16.38%
3Y*
18.39%
5Y*
6.60%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLY vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
T
AT&T Inc.
-7.40%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between NLY and T is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.17

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

0.28

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

0.31

Correlation (All Time)
Calculated using the full available price history since Oct 8, 1997

0.24

The correlation between NLY and T shifts across timeframes, from 0.05 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NLY:

$3.28

T:

$3.04

PE Ratio

NLY:

6.38

T:

7.39

PS Ratio

NLY:

2.68

T:

1.29

Total Revenue (TTM)

NLY:

$5.21B

T:

$125.65B

Gross Profit (TTM)

NLY:

$5.17B

T:

$105.41B

EBITDA (TTM)

NLY:

$5.65B

T:

$54.70B

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Return for Risk

NLY vs. T — Risk / Return Rank

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

NLY
NLY Risk / Return Rank: 7676
Overall Rank
NLY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NLY Sortino Ratio Rank: 7575
Sortino Ratio Rank
NLY Omega Ratio Rank: 7474
Omega Ratio Rank
NLY Calmar Ratio Rank: 7373
Calmar Ratio Rank
NLY Martin Ratio Rank: 7777
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
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. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and AT&T Inc. (T). 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.


NLYTDifference
Sharpe ratioReturn per unit of total volatility

+2.15

Sortino ratioReturn per unit of downside risk

+2.95

Omega ratioGain probability vs. loss probability

1.24

0.89

+0.36

Calmar ratioReturn relative to maximum drawdown

1.75

-0.75

+2.50

Martin ratioReturn relative to average drawdown

5.22

-1.59

+6.80

NLY vs. T - Sharpe Ratio Comparison

The current NLY Sharpe Ratio is 1.40, which is higher than the T Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of NLY and T, 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


NLYTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

-0.75

+2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.28

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.12

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.38

-0.07

Drawdowns

NLY vs. T - Drawdown Comparison

The maximum NLY drawdown since its inception was -60.09%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for NLY and T.


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Drawdown Indicators


NLYTDifference

Max Drawdown

Largest peak-to-trough decline

-60.09%

-64.15%

+4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-21.87%

+6.99%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-21.87%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-51.97%

-32.01%

-19.96%

Max Drawdown (10Y)

Largest decline over 10 years

-60.09%

-42.35%

-17.74%

Current Drawdown

Current decline from peak

-11.17%

-21.87%

+10.70%

Average Drawdown

Average peak-to-trough decline

-13.75%

-15.72%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

10.34%

-5.37%

Volatility

NLY vs. T - Volatility Comparison

The current volatility for Annaly Capital Management, Inc. (NLY) is 3.97%, while AT&T Inc. (T) has a volatility of 7.50%. This indicates that NLY experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NLYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

7.50%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

17.57%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

21.98%

-3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.54%

23.97%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.12%

23.71%

+4.41%

Dividends

NLY vs. T - Dividend Comparison

NLY's dividend yield for the trailing twelve months is around 13.36%, more than T's 4.93% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
T
AT&T Inc.
4.93%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

NLY vs. T - Financials Comparison

This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and AT&T Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B202220232024202520260
33.47B
(NLY) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NLY and T have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (7.50%) compared to NLY (3.97%). In terms of maximum drawdown, NLY dropped -60.09% vs T's -64.15%.

NLY currently has the higher Sharpe Ratio (1.40 vs -0.75), 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

Find the right allocation for NLY and T

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