RITM vs. NLY
RITM (Rithm Capital Corp.) and NLY (Annaly Capital Management, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, RITM returned 7.07%/yr vs 6.03%/yr for NLY. Their 0.60 correlation means they have sometimes moved together and sometimes differently.
Performance
RITM vs. NLY - Performance Comparison
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Returns By Period
In the year-to-date period, RITM achieves a -4.39% return, which is significantly lower than NLY's 8.59% return. Over the past 10 years, RITM has outperformed NLY with an annualized return of 7.07%, while NLY has yielded a comparatively lower 6.03% annualized return.
RITM
- 1D
- 0.10%
- 1M
- 8.69%
- 6M
- -4.74%
- YTD
- -4.39%
- 1Y
- -9.53%
- 3Y*
- 9.25%
- 5Y*
- 10.84%
- 10Y*
- 7.07%
- ALL TIME*
- 8.47%
NLY
- 1D
- -1.56%
- 1M
- 0.71%
- 6M
- 5.52%
- YTD
- 8.59%
- 1Y
- 26.32%
- 3Y*
- 19.32%
- 5Y*
- 5.63%
- 10Y*
- 6.03%
- ALL TIME*
- 9.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $189.27M | $166.36M | $168.00M | |
| $67.99M | $59.46M | $51.28M |
RITM vs. NLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RITM Rithm Capital Corp. | -4.39% | 10.06% | 11.07% | 45.60% | -14.44% | 17.07% | -34.36% | 28.46% | -10.35% | 27.83% |
NLY Annaly Capital Management, Inc. | 8.59% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
Correlation
The correlation between RITM and NLY is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 2, 2013 | 0.60 |
The correlation between RITM and NLY shifts across timeframes, from 0.60 (all time) to 0.73 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
RITM:
$5.52B
NLY:
$17.05B
RITM:
$0.84
NLY:
$4.25
RITM:
11.77
NLY:
5.34
RITM:
0.98
NLY:
4.61
RITM:
0.76
NLY:
1.10
RITM:
$5.66B
NLY:
$3.42B
RITM:
$4.51B
NLY:
$3.40B
RITM:
$1.27B
NLY:
$8.16B
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Return for Risk
RITM vs. NLY — Risk / Return Rank
RITM
NLY
RITM vs. NLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rithm Capital Corp. (RITM) 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.
| RITM | NLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.25 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.85 | -2.20 |
| Martin ratioReturn relative to average drawdown | -0.65 | 5.29 | -5.94 |
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Drawdowns
RITM vs. NLY - Drawdown Comparison
The maximum RITM drawdown since its inception was -81.11%, which is greater than NLY's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for RITM and NLY.
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Drawdown Indicators
| RITM | NLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.11% | -60.09% | -21.02% |
Max Drawdown (1Y)Largest decline over 1 year | -27.31% | -14.88% | -12.43% |
Max Drawdown (3Y)Largest decline over 3 years | -27.31% | -26.28% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -36.61% | -50.21% | +13.60% |
Max Drawdown (10Y)Largest decline over 10 years | -81.11% | -60.09% | -21.02% |
Current DrawdownCurrent decline from peak | -13.62% | -2.99% | -10.63% |
Average DrawdownAverage peak-to-trough decline | -16.00% | -13.78% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.43% | 5.20% | +9.23% |
Volatility
RITM vs. NLY - Volatility Comparison
Rithm Capital Corp. (RITM) has a higher volatility of 8.56% compared to Annaly Capital Management, Inc. (NLY) at 6.05%. This indicates that RITM's price experiences larger fluctuations and is considered to be riskier 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
| RITM | NLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | 6.05% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 19.90% | 15.18% | +4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 19.60% | +4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.33% | 25.52% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.20% | 28.19% | +12.01% |
Dividends
RITM vs. NLY - Dividend Comparison
RITM's dividend yield for the trailing twelve months is around 10.12%, less than NLY's 12.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | 12.54% | 12.52% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% |
RITM Rithm Capital Corp. | 10.12% | 9.17% | 9.23% | 9.36% | 12.24% | 8.40% | 5.03% | 12.41% | 14.07% | 11.07% | 11.70% | 14.39% |
Financials
RITM vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between Rithm Capital Corp. and Annaly Capital Management, 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
RITM vs. NLY - Profitability Comparison
RITM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Rithm Capital Corp. reported a gross profit of 818.17M and revenue of 1.28B. Therefore, the gross margin over that period was 63.8%.
NLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Annaly Capital Management, Inc. reported a gross profit of -1.61B and revenue of -1.63B. Therefore, the gross margin over that period was 98.9%.
RITM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Rithm Capital Corp. reported an operating income of 6.79M and revenue of 1.28B, resulting in an operating margin of 0.5%.
NLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Annaly Capital Management, Inc. reported an operating income of -1.56B and revenue of -1.63B, resulting in an operating margin of 95.8%.
RITM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Rithm Capital Corp. reported a net income of 56.29M and revenue of 1.28B, resulting in a net margin of 4.4%.
NLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Annaly Capital Management, Inc. reported a net income of 822.67M and revenue of -1.63B, resulting in a net margin of -50.5%.
Frequently Asked Questions
RITM and NLY have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RITM has higher volatility (8.56%) compared to NLY (6.05%). In terms of maximum drawdown, RITM dropped -81.11% vs NLY's -60.09%.
NLY currently has the higher Sharpe Ratio (1.41 vs -0.40), 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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