TSLX vs. NLY
Compare and contrast key facts about Sixth Street Specialty Lending, Inc. (TSLX) and Annaly Capital Management, Inc. (NLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLX or NLY.
Performance
TSLX vs. NLY - Performance Comparison
Returns By Period
In the year-to-date period, TSLX achieves a 4.77% return, which is significantly lower than NLY's 12.75% return. Over the past 10 years, TSLX has outperformed NLY with an annualized return of 12.99%, while NLY has yielded a comparatively lower 3.69% annualized return.
TSLX
4.77%
-0.24%
1.18%
10.07%
12.13%
12.99%
NLY
12.75%
0.71%
9.32%
27.35%
0.50%
3.69%
Fundamentals
| TSLX | NLY | |
|---|---|---|
| Market Cap | $1.91B | $11.07B |
| EPS | $2.06 | -$0.08 |
| PEG Ratio | 1.27 | -3.61 |
| Total Revenue (TTM) | $346.93M | $4.05B |
| Gross Profit (TTM) | $232.49B | $4.03B |
| EBITDA (TTM) | $115.63B | $3.62B |
Key characteristics
| TSLX | NLY | |
|---|---|---|
| Sharpe Ratio | 0.77 | 1.36 |
| Sortino Ratio | 1.12 | 1.92 |
| Omega Ratio | 1.14 | 1.24 |
| Calmar Ratio | 1.21 | 0.75 |
| Martin Ratio | 3.52 | 7.80 |
| Ulcer Index | 2.98% | 3.49% |
| Daily Std Dev | 13.69% | 19.99% |
| Max Drawdown | -50.27% | -60.09% |
| Current Drawdown | -3.61% | -17.70% |
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Correlation
The correlation between TSLX and NLY is 0.34, 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.
Risk-Adjusted Performance
TSLX vs. NLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sixth Street Specialty Lending, Inc. (TSLX) 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.
Dividends
TSLX vs. NLY - Dividend Comparison
TSLX's dividend yield for the trailing twelve months is around 12.50%, less than NLY's 13.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLX Sixth Street Specialty Lending, Inc. | 12.50% | 9.72% | 10.34% | 15.35% | 11.08% | 8.43% | 9.84% | 10.81% | 8.35% | 9.62% | 9.10% | 0.00% |
NLY Annaly Capital Management, Inc. | 13.14% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% | 11.10% | 15.05% |
Drawdowns
TSLX vs. NLY - Drawdown Comparison
The maximum TSLX drawdown since its inception was -50.27%, smaller than the maximum NLY drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for TSLX and NLY. For additional features, visit the drawdowns tool.
Volatility
TSLX vs. NLY - Volatility Comparison
The current volatility for Sixth Street Specialty Lending, Inc. (TSLX) is 4.35%, while Annaly Capital Management, Inc. (NLY) has a volatility of 5.35%. This indicates that TSLX 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.
Financials
TSLX vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between Sixth Street Specialty Lending, Inc. 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