NLY vs. VNQ
Compare and contrast key facts about Annaly Capital Management, Inc. (NLY) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NLY or VNQ.
Correlation
The correlation between NLY and VNQ is 0.50, 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.
Performance
NLY vs. VNQ - Performance Comparison
Key characteristics
NLY:
0.32
VNQ:
0.35
NLY:
0.55
VNQ:
0.57
NLY:
1.07
VNQ:
1.07
NLY:
0.19
VNQ:
0.22
NLY:
1.67
VNQ:
1.21
NLY:
3.59%
VNQ:
4.62%
NLY:
18.69%
VNQ:
16.01%
NLY:
-60.09%
VNQ:
-73.07%
NLY:
-21.91%
VNQ:
-14.23%
Returns By Period
In the year-to-date period, NLY achieves a 6.99% return, which is significantly higher than VNQ's 3.98% return. Over the past 10 years, NLY has underperformed VNQ with an annualized return of 3.35%, while VNQ has yielded a comparatively higher 4.99% annualized return.
NLY
6.99%
-4.96%
0.51%
7.12%
-1.25%
3.35%
VNQ
3.98%
-5.56%
8.45%
4.80%
3.11%
4.99%
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. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and Vanguard Real Estate ETF (VNQ). 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. VNQ - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 13.85%, more than VNQ's 4.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | 13.85% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% | 11.10% | 15.05% |
VNQ Vanguard Real Estate ETF | 4.09% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
NLY vs. VNQ - Drawdown Comparison
The maximum NLY drawdown since its inception was -60.09%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for NLY and VNQ. For additional features, visit the drawdowns tool.
Volatility
NLY vs. VNQ - Volatility Comparison
The current volatility for Annaly Capital Management, Inc. (NLY) is 4.72%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.13%. This indicates that NLY experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.