SCM vs. NLY
Compare and contrast key facts about Stellus Capital Investment Corporation (SCM) and Annaly Capital Management, Inc. (NLY).
Performance
SCM vs. NLY - Performance Comparison
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SCM vs. NLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -26.39% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 21.00% | 9.57% | 20.26% |
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
SCM:
$1.07
NLY:
$3.14
SCM:
8.43
NLY:
6.74
SCM:
3.70
NLY:
3.26
SCM:
$69.44M
NLY:
$4.19B
SCM:
$35.88M
NLY:
$4.15B
SCM:
$32.47M
NLY:
$3.29B
Returns By Period
In the year-to-date period, SCM achieves a -26.39% return, which is significantly lower than NLY's -2.28% return. Over the past 10 years, SCM has outperformed NLY with an annualized return of 9.83%, while NLY has yielded a comparatively lower 5.83% annualized return.
SCM
- 1D
- -1.85%
- 1M
- -9.64%
- YTD
- -26.39%
- 6M
- -25.57%
- 1Y
- -26.95%
- 3Y*
- -2.91%
- 5Y*
- 3.63%
- 10Y*
- 9.83%
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
SCM vs. NLY — Risk / Return Rank
SCM
NLY
SCM vs. NLY - Risk-Adjusted Trends 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.
| SCM | NLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.98 | 0.92 | -1.89 |
Sortino ratioReturn per unit of downside risk | -1.26 | 1.28 | -2.54 |
Omega ratioGain probability vs. loss probability | 0.84 | 1.18 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.28 | -1.99 |
Martin ratioReturn relative to average drawdown | -1.76 | 3.79 | -5.55 |
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
| SCM | NLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.98 | 0.92 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.13 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.21 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.31 | -0.10 |
Correlation
The correlation between SCM and NLY is 0.27, 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
SCM vs. NLY - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 17.03%, more than NLY's 13.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | 17.03% | 12.62% | 11.62% | 12.45% | 8.14% | 8.29% | 10.57% | 9.55% | 10.50% | 10.35% | 11.27% | 14.10% |
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
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.
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Drawdown Indicators
| SCM | NLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.06% | -60.09% | -5.97% |
Max Drawdown (1Y)Largest decline over 1 year | -38.26% | -14.88% | -23.38% |
Max Drawdown (5Y)Largest decline over 5 years | -38.26% | -52.12% | +13.86% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | -60.09% | -5.97% |
Current DrawdownCurrent decline from peak | -35.12% | -10.45% | -24.67% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -13.79% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.32% | 5.03% | +10.29% |
Volatility
SCM vs. NLY - Volatility Comparison
Stellus Capital Investment Corporation (SCM) has a higher volatility of 14.40% compared to Annaly Capital Management, Inc. (NLY) at 8.54%. This indicates that SCM'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
| SCM | NLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.40% | 8.54% | +5.86% |
Volatility (6M)Calculated over the trailing 6-month period | 21.15% | 14.56% | +6.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.71% | 22.40% | +5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.92% | 25.46% | -3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.77% | 28.06% | +8.71% |
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.
Total Revenue: Total amount of money received from sales and other business activities