NLY vs. WMT
NLY (Annaly Capital Management, Inc.) and WMT (Walmart Inc.) are both stocks. NLY operates in REIT - Mortgage (Real Estate), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, NLY returned 5.96%/yr vs 19.77%/yr for WMT. At a 0.15 correlation, their price movements are largely independent.
Performance
NLY vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, NLY achieves a 1.74% return, which is significantly lower than WMT's 9.07% return. Over the past 10 years, NLY has underperformed WMT with an annualized return of 5.96%, while WMT has yielded a comparatively higher 19.77% annualized return.
NLY
- 1D
- -0.05%
- 1M
- -0.72%
- YTD
- 1.74%
- 6M
- 5.83%
- 1Y
- 29.27%
- 3Y*
- 16.65%
- 5Y*
- 2.68%
- 10Y*
- 5.96%
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
NLY vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | 1.74% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between NLY and WMT is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 1997 | 0.15 |
The correlation between NLY and WMT shifts across timeframes, from 0.07 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NLY:
$15.94B
WMT:
$968.20B
NLY:
$3.28
WMT:
$2.88
NLY:
6.70
WMT:
42.04
NLY:
2.81
WMT:
1.34
NLY:
1.10
WMT:
10.26
NLY:
$5.21B
WMT:
$725.31B
NLY:
$5.17B
WMT:
$181.16B
NLY:
$5.65B
WMT:
$44.32B
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Return for Risk
NLY vs. WMT — Risk / Return Rank
NLY
WMT
NLY vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Annaly Capital Management, Inc. (NLY) and Walmart Inc. (WMT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NLY | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.83 | +0.15 |
| Martin ratioReturn relative to average drawdown | 5.80 | 5.82 | -0.02 |
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Drawdowns
NLY vs. WMT - Drawdown Comparison
The maximum NLY drawdown since its inception was -60.09%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for NLY and WMT.
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Drawdown Indicators
| NLY | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.09% | -77.14% | +17.05% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -15.75% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -21.93% | -4.77% |
Max Drawdown (5Y)Largest decline over 5 years | -50.99% | -25.74% | -25.25% |
Max Drawdown (10Y)Largest decline over 10 years | -60.09% | -25.74% | -34.35% |
Current DrawdownCurrent decline from peak | -6.77% | -9.81% | +3.04% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -14.63% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 4.94% | +0.13% |
Volatility
NLY vs. WMT - Volatility Comparison
The current volatility for Annaly Capital Management, Inc. (NLY) is 6.20%, while Walmart Inc. (WMT) has a volatility of 9.86%. This indicates that NLY experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NLY | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 9.86% | -3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 18.49% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 23.67% | -4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.61% | 21.68% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.14% | 21.73% | +6.41% |
Dividends
NLY vs. WMT - Dividend Comparison
NLY's dividend yield for the trailing twelve months is around 12.73%, more than WMT's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | 12.73% | 12.52% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
NLY vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Annaly Capital Management, Inc. and Walmart 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
Frequently Asked Questions
NLY and WMT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (9.86%) compared to NLY (6.20%). In terms of maximum drawdown, NLY dropped -60.09% vs WMT's -77.14%.
NLY currently has the higher Sharpe Ratio (1.54 vs 1.22), 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.
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