NLY vs. TSLX
Compare and contrast key facts about Annaly Capital Management, Inc. (NLY) and Sixth Street Specialty Lending, Inc. (TSLX).
Performance
NLY vs. TSLX - Performance Comparison
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NLY vs. TSLX - 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% |
TSLX Sixth Street Specialty Lending, Inc. | -14.36% | 11.52% | 8.83% | 35.29% | -16.37% | 32.33% | 9.77% | 29.62% | 0.36% | 15.47% |
Fundamentals
NLY:
$14.69B
TSLX:
$1.70B
NLY:
$3.14
TSLX:
-$0.00
NLY:
3.26
TSLX:
0.00
NLY:
1.03
TSLX:
0.00
NLY:
$4.19B
TSLX:
$438.70B
NLY:
$4.15B
TSLX:
$0.00
NLY:
$3.29B
TSLX:
$37.52M
Returns By Period
In the year-to-date period, NLY achieves a -2.28% return, which is significantly higher than TSLX's -14.36% return. Over the past 10 years, NLY has underperformed TSLX with an annualized return of 5.83%, while TSLX has yielded a comparatively higher 12.16% 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%
TSLX
- 1D
- -1.47%
- 1M
- 5.39%
- YTD
- -14.36%
- 6M
- -14.16%
- 1Y
- -11.47%
- 3Y*
- 9.84%
- 5Y*
- 6.95%
- 10Y*
- 12.16%
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Return for Risk
NLY vs. TSLX — Risk / Return Rank
NLY
TSLX
NLY vs. TSLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and Sixth Street Specialty Lending, Inc. (TSLX). 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 | TSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | -0.48 | +1.39 |
Sortino ratioReturn per unit of downside risk | 1.28 | -0.52 | +1.80 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.94 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | -0.40 | +1.69 |
Martin ratioReturn relative to average drawdown | 3.79 | -0.98 | +4.78 |
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 | TSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | -0.48 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.38 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.58 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.55 | -0.24 |
Correlation
The correlation between NLY and TSLX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NLY vs. TSLX - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 13.25%, more than TSLX's 10.99% 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% |
TSLX Sixth Street Specialty Lending, Inc. | 10.99% | 9.44% | 9.81% | 9.72% | 10.34% | 15.35% | 11.08% | 8.43% | 9.84% | 8.84% | 8.35% | 9.62% |
Drawdowns
NLY vs. TSLX - Drawdown Comparison
The maximum NLY drawdown since its inception was -60.09%, which is greater than TSLX's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for NLY and TSLX.
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Drawdown Indicators
| NLY | TSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.09% | -50.27% | -9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -27.94% | +13.06% |
Max Drawdown (5Y)Largest decline over 5 years | -52.12% | -28.77% | -23.35% |
Max Drawdown (10Y)Largest decline over 10 years | -60.09% | -50.27% | -9.82% |
Current DrawdownCurrent decline from peak | -10.45% | -22.65% | +12.20% |
Average DrawdownAverage peak-to-trough decline | -13.79% | -8.88% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 11.46% | -6.43% |
Volatility
NLY vs. TSLX - Volatility Comparison
Annaly Capital Management, Inc. (NLY) and Sixth Street Specialty Lending, Inc. (TSLX) have volatilities of 8.54% and 8.40%, 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 | TSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 8.40% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 14.56% | 18.10% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.40% | 24.09% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.46% | 18.58% | +6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.06% | 21.07% | +6.99% |
Financials
NLY vs. TSLX - Financials Comparison
This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and Sixth Street Specialty Lending, 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.
Total Revenue: Total amount of money received from sales and other business activities