RLJ vs. NLY
Compare and contrast key facts about RLJ Lodging Trust (RLJ) and Annaly Capital Management, Inc. (NLY).
Performance
RLJ vs. NLY - Performance Comparison
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RLJ vs. NLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RLJ RLJ Lodging Trust | 0.39% | -21.01% | -8.42% | 14.59% | -23.12% | -1.29% | -19.81% | 16.53% | -20.12% | -4.62% |
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% |
Fundamentals
RLJ:
$1.09B
NLY:
$14.69B
RLJ:
$0.15
NLY:
$3.14
RLJ:
49.22
NLY:
6.74
RLJ:
0.81
NLY:
3.26
RLJ:
0.50
NLY:
1.03
RLJ:
$1.35B
NLY:
$4.19B
RLJ:
$274.39M
NLY:
$4.15B
RLJ:
$262.01M
NLY:
$3.29B
Returns By Period
In the year-to-date period, RLJ achieves a 0.39% return, which is significantly higher than NLY's -2.28% return. Over the past 10 years, RLJ has underperformed NLY with an annualized return of -6.14%, while NLY has yielded a comparatively higher 5.83% annualized return.
RLJ
- 1D
- -1.21%
- 1M
- -8.23%
- YTD
- 0.39%
- 6M
- 5.65%
- 1Y
- -0.43%
- 3Y*
- -6.22%
- 5Y*
- -10.67%
- 10Y*
- -6.14%
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%
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Return for Risk
RLJ vs. NLY — Risk / Return Rank
RLJ
NLY
RLJ vs. NLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RLJ Lodging Trust (RLJ) 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.
| RLJ | NLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 0.92 | -0.93 |
Sortino ratioReturn per unit of downside risk | 0.25 | 1.28 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.28 | -1.25 |
Martin ratioReturn relative to average drawdown | 0.10 | 3.79 | -3.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RLJ | NLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.92 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.13 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.21 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.31 | -0.35 |
Correlation
The correlation between RLJ and NLY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RLJ vs. NLY - Dividend Comparison
RLJ's dividend yield for the trailing twelve months is around 8.19%, less than NLY's 13.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RLJ RLJ Lodging Trust | 8.19% | 8.05% | 4.90% | 3.07% | 1.13% | 0.29% | 0.28% | 7.45% | 8.05% | 6.01% | 5.39% | 6.10% |
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
RLJ vs. NLY - Drawdown Comparison
The maximum RLJ drawdown since its inception was -83.78%, which is greater than NLY's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for RLJ and NLY.
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Drawdown Indicators
| RLJ | NLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.78% | -60.09% | -23.69% |
Max Drawdown (1Y)Largest decline over 1 year | -20.23% | -14.88% | -5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -56.61% | -52.12% | -4.49% |
Max Drawdown (10Y)Largest decline over 10 years | -79.52% | -60.09% | -19.43% |
Current DrawdownCurrent decline from peak | -66.00% | -10.45% | -55.55% |
Average DrawdownAverage peak-to-trough decline | -35.06% | -13.79% | -21.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 5.03% | +2.34% |
Volatility
RLJ vs. NLY - Volatility Comparison
RLJ Lodging Trust (RLJ) and Annaly Capital Management, Inc. (NLY) have volatilities of 8.56% and 8.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RLJ | NLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | 8.54% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 20.05% | 14.56% | +5.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.85% | 22.40% | +13.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.27% | 25.46% | +7.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.09% | 28.06% | +15.03% |
Financials
RLJ vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between RLJ Lodging Trust 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