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PYEMX vs. NLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PYEMX vs. NLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden Emerging Markets Bond Fund (PYEMX) and Annaly Capital Management, Inc. (NLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PYEMX achieves a 3.33% return, which is significantly higher than NLY's 2.99% return. Over the past 10 years, PYEMX has underperformed NLY with an annualized return of 4.41%, while NLY has yielded a comparatively higher 5.84% annualized return.


PYEMX

1D
-0.09%
1M
2.12%
YTD
3.33%
6M
3.82%
1Y
14.28%
3Y*
11.48%
5Y*
3.17%
10Y*
4.41%

NLY

1D
0.50%
1M
3.82%
YTD
2.99%
6M
3.53%
1Y
33.19%
3Y*
18.30%
5Y*
3.35%
10Y*
5.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYEMX vs. NLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYEMX
Payden Emerging Markets Bond Fund
3.33%15.27%7.93%12.35%-17.39%-2.37%6.16%16.40%-7.03%12.00%
NLY
Annaly Capital Management, Inc.
2.99%40.00%8.07%4.94%-21.41%2.48%2.38%7.22%-7.22%31.92%

Correlation

The correlation between PYEMX and NLY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.42

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

0.38

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1999

0.17

Over the past year, PYEMX and NLY have become more correlated (0.41) than their long-term average of 0.17, meaning their price movements have been converging.

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Return for Risk

PYEMX vs. NLY — Risk / Return Rank

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

PYEMX
PYEMX Risk / Return Rank: 8686
Overall Rank
PYEMX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PYEMX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PYEMX Omega Ratio Rank: 9494
Omega Ratio Rank
PYEMX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PYEMX Martin Ratio Rank: 7272
Martin Ratio Rank

NLY
NLY Risk / Return Rank: 8181
Overall Rank
NLY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NLY Sortino Ratio Rank: 8282
Sortino Ratio Rank
NLY Omega Ratio Rank: 8181
Omega Ratio Rank
NLY Calmar Ratio Rank: 7878
Calmar Ratio Rank
NLY Martin Ratio Rank: 8181
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.

PYEMX vs. NLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Emerging Markets Bond Fund (PYEMX) and Annaly Capital Management, Inc. (NLY). 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.


PYEMXNLYDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.69

1.30

+0.39

Calmar ratioReturn relative to maximum drawdown

3.11

2.24

+0.87

Martin ratioReturn relative to average drawdown

12.87

6.48

+6.39

PYEMX vs. NLY - Sharpe Ratio Comparison

The current PYEMX Sharpe Ratio is 3.22, which is higher than the NLY Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of PYEMX and NLY, 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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Drawdowns

PYEMX vs. NLY - Drawdown Comparison

The maximum PYEMX drawdown since its inception was -30.26%, smaller than the maximum NLY drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for PYEMX and NLY.


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Drawdown Indicators


PYEMXNLYDifference

Max Drawdown

Largest peak-to-trough decline

-30.26%

-60.09%

+29.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-14.88%

+10.20%

Max Drawdown (3Y)

Largest decline over 3 years

-7.08%

-26.70%

+19.62%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

-50.46%

+20.20%

Max Drawdown (10Y)

Largest decline over 10 years

-30.26%

-60.09%

+29.83%

Current Drawdown

Current decline from peak

-0.35%

-5.62%

+5.27%

Average Drawdown

Average peak-to-trough decline

-4.01%

-13.82%

+9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

5.13%

-4.00%

Volatility

PYEMX vs. NLY - Volatility Comparison

The current volatility for Payden Emerging Markets Bond Fund (PYEMX) is 1.31%, while Annaly Capital Management, Inc. (NLY) has a volatility of 6.27%. This indicates that PYEMX experiences smaller price fluctuations and is considered to be less risky than NLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYEMXNLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

6.27%

-4.96%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

15.36%

-11.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

19.13%

-14.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.64%

25.61%

-18.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.62%

28.17%

-21.55%

Dividends

PYEMX vs. NLY - Dividend Comparison

PYEMX's dividend yield for the trailing twelve months is around 6.60%, less than NLY's 12.57% yield.


PositionTTM20252024202320222021202020192018201720162015
NLY
Annaly Capital Management, Inc.
12.57%12.52%14.21%13.42%16.70%11.25%10.77%11.15%12.22%10.09%12.04%12.79%
PYEMX
Payden Emerging Markets Bond Fund
6.60%6.61%7.36%6.10%7.80%5.73%4.66%5.46%6.18%5.40%5.60%5.25%

Frequently Asked Questions


PYEMX and NLY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NLY has higher volatility (6.27%) compared to PYEMX (1.31%). In terms of maximum drawdown, PYEMX dropped -30.26% vs NLY's -60.09%.

PYEMX currently has the higher Sharpe Ratio (3.22 vs 1.74), 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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