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SCM vs. NLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SCM and NLY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

SCM vs. NLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellus Capital Investment Corporation (SCM) and Annaly Capital Management, Inc. (NLY). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
234.84%
46.15%
SCM
NLY

Key characteristics

Sharpe Ratio

SCM:

0.18

NLY:

0.82

Sortino Ratio

SCM:

0.35

NLY:

1.20

Omega Ratio

SCM:

1.06

NLY:

1.16

Calmar Ratio

SCM:

0.15

NLY:

0.65

Martin Ratio

SCM:

0.63

NLY:

3.77

Ulcer Index

SCM:

5.68%

NLY:

4.78%

Daily Std Dev

SCM:

20.55%

NLY:

22.04%

Max Drawdown

SCM:

-66.06%

NLY:

-60.09%

Current Drawdown

SCM:

-13.58%

NLY:

-14.30%

Fundamentals

Market Cap

SCM:

$377.08M

NLY:

$11.48B

EPS

SCM:

$1.79

NLY:

$1.62

PE Ratio

SCM:

7.41

NLY:

11.86

PEG Ratio

SCM:

0.00

NLY:

-3.61

PS Ratio

SCM:

3.60

NLY:

9.20

PB Ratio

SCM:

1.02

NLY:

1.04

Total Revenue (TTM)

SCM:

$65.65M

NLY:

$3.42B

Gross Profit (TTM)

SCM:

$26.50T

NLY:

$3.40B

EBITDA (TTM)

SCM:

$10.26T

NLY:

$2.44B

Returns By Period

In the year-to-date period, SCM achieves a -0.91% return, which is significantly lower than NLY's 8.65% return. Over the past 10 years, SCM has outperformed NLY with an annualized return of 12.23%, while NLY has yielded a comparatively lower 4.97% annualized return.


SCM

YTD

-0.91%

1M

-6.00%

6M

-1.45%

1Y

5.14%

5Y*

25.34%

10Y*

12.23%

NLY

YTD

8.65%

1M

-3.76%

6M

5.69%

1Y

16.50%

5Y*

7.99%

10Y*

4.97%

*Annualized

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Risk-Adjusted Performance

SCM vs. NLY — Risk-Adjusted Performance Rank

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

SCM
The Risk-Adjusted Performance Rank of SCM is 5656
Overall Rank
The Sharpe Ratio Rank of SCM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SCM is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SCM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SCM is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SCM is 6161
Martin Ratio Rank

NLY
The Risk-Adjusted Performance Rank of NLY is 7777
Overall Rank
The Sharpe Ratio Rank of NLY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of NLY is 7272
Sortino Ratio Rank
The Omega Ratio Rank of NLY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of NLY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of NLY is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCM vs. NLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellus Capital Investment Corporation (SCM) 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.


The chart of Sharpe ratio for SCM, currently valued at 0.18, compared to the broader market-2.00-1.000.001.002.003.00
SCM: 0.18
NLY: 0.82
The chart of Sortino ratio for SCM, currently valued at 0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
SCM: 0.35
NLY: 1.20
The chart of Omega ratio for SCM, currently valued at 1.06, compared to the broader market0.501.001.502.00
SCM: 1.06
NLY: 1.16
The chart of Calmar ratio for SCM, currently valued at 0.15, compared to the broader market0.001.002.003.004.005.00
SCM: 0.15
NLY: 0.65
The chart of Martin ratio for SCM, currently valued at 0.63, compared to the broader market-5.000.005.0010.0015.0020.00
SCM: 0.63
NLY: 3.77

The current SCM Sharpe Ratio is 0.18, which is lower than the NLY Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SCM 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.18
0.82
SCM
NLY

Dividends

SCM vs. NLY - Dividend Comparison

SCM's dividend yield for the trailing twelve months is around 12.03%, less than NLY's 13.79% yield.


TTM20242023202220212020201920182017201620152014
SCM
Stellus Capital Investment Corporation
12.03%11.60%12.42%11.63%8.27%10.56%9.53%10.47%10.32%11.24%14.07%12.06%
NLY
Annaly Capital Management, Inc.
13.79%14.21%13.42%16.70%11.25%10.77%11.15%12.22%10.09%12.04%12.79%11.10%

Drawdowns

SCM vs. NLY - Drawdown Comparison

The maximum SCM drawdown since its inception was -66.06%, which is greater than NLY's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for SCM and NLY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.58%
-14.30%
SCM
NLY

Volatility

SCM vs. NLY - Volatility Comparison

Stellus Capital Investment Corporation (SCM) and Annaly Capital Management, Inc. (NLY) have volatilities of 14.38% and 13.92%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.38%
13.92%
SCM
NLY

Financials

SCM vs. NLY - Financials Comparison

This section allows you to compare key financial metrics between Stellus Capital Investment Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items