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REM vs. NLY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REM vs. NLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Mortgage Real Estate ETF (REM) and Annaly Capital Management, Inc. (NLY). The values are adjusted to include any dividend payments, if applicable.

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REM vs. NLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REM
iShares Mortgage Real Estate ETF
-2.83%13.30%-1.00%14.43%-27.56%16.14%-19.99%21.34%-3.09%18.43%
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%

Returns By Period

In the year-to-date period, REM achieves a -2.83% return, which is significantly lower than NLY's -2.28% return. Over the past 10 years, REM has underperformed NLY with an annualized return of 3.23%, while NLY has yielded a comparatively higher 5.83% annualized return.


REM

1D
-0.37%
1M
-5.30%
YTD
-2.83%
6M
0.50%
1Y
4.62%
3Y*
8.76%
5Y*
-1.60%
10Y*
3.23%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

REM vs. NLY — Risk / Return Rank

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

REM
REM Risk / Return Rank: 1717
Overall Rank
REM Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
REM Sortino Ratio Rank: 1717
Sortino Ratio Rank
REM Omega Ratio Rank: 1717
Omega Ratio Rank
REM Calmar Ratio Rank: 1818
Calmar Ratio Rank
REM Martin Ratio Rank: 1818
Martin Ratio Rank

NLY
NLY Risk / Return Rank: 6767
Overall Rank
NLY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
NLY Sortino Ratio Rank: 6262
Sortino Ratio Rank
NLY Omega Ratio Rank: 6363
Omega Ratio Rank
NLY Calmar Ratio Rank: 6767
Calmar Ratio Rank
NLY Martin Ratio Rank: 7171
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.

REM vs. NLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) 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.


REMNLYDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.92

-0.70

Sortino ratio

Return per unit of downside risk

0.43

1.28

-0.85

Omega ratio

Gain probability vs. loss probability

1.06

1.18

-0.12

Calmar ratio

Return relative to maximum drawdown

0.29

1.28

-0.99

Martin ratio

Return relative to average drawdown

0.81

3.79

-2.98

REM vs. NLY - Sharpe Ratio Comparison

The current REM Sharpe Ratio is 0.22, which is lower than the NLY Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of REM and NLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REMNLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.92

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.13

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.21

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.31

-0.36

Correlation

The correlation between REM and NLY is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

REM vs. NLY - Dividend Comparison

REM's dividend yield for the trailing twelve months is around 9.25%, less than NLY's 13.25% yield.


TTM20252024202320222021202020192018201720162015
REM
iShares Mortgage Real Estate ETF
9.25%8.70%9.61%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%
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%

Drawdowns

REM vs. NLY - Drawdown Comparison

The maximum REM drawdown since its inception was -74.73%, which is greater than NLY's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for REM and NLY.


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Drawdown Indicators


REMNLYDifference

Max Drawdown

Largest peak-to-trough decline

-74.73%

-60.09%

-14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-14.88%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

-52.12%

+8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-68.52%

-60.09%

-8.43%

Current Drawdown

Current decline from peak

-24.42%

-10.45%

-13.97%

Average Drawdown

Average peak-to-trough decline

-38.50%

-13.79%

-24.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

5.03%

+0.21%

Volatility

REM vs. NLY - Volatility Comparison

The current volatility for iShares Mortgage Real Estate ETF (REM) is 7.75%, while Annaly Capital Management, Inc. (NLY) has a volatility of 8.54%. This indicates that REM 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


REMNLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

8.54%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

14.56%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

21.02%

22.40%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

25.46%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.22%

28.06%

+0.16%