XOM vs. NLY
XOM (Exxon Mobil Corporation) and NLY (Annaly Capital Management, Inc.) are both stocks. XOM operates in Oil & Gas Integrated (Energy), while NLY operates in REIT - Mortgage (Real Estate). Over the past 10 years, XOM returned 10.04%/yr vs 5.29%/yr for NLY. At a 0.22 correlation, their price movements are largely independent.
Performance
XOM vs. NLY - Performance Comparison
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Returns By Period
In the year-to-date period, XOM achieves a 27.80% return, which is significantly higher than NLY's -3.07% return. Over the past 10 years, XOM has outperformed NLY with an annualized return of 10.04%, while NLY has yielded a comparatively lower 5.29% annualized return.
XOM
- 1D
- 1.22%
- 1M
- 5.68%
- YTD
- 27.80%
- 6M
- 32.61%
- 1Y
- 50.17%
- 3Y*
- 16.03%
- 5Y*
- 23.83%
- 10Y*
- 10.04%
NLY
- 1D
- -1.23%
- 1M
- -7.30%
- YTD
- -3.07%
- 6M
- -1.18%
- 1Y
- 25.88%
- 3Y*
- 16.16%
- 5Y*
- 1.37%
- 10Y*
- 5.29%
XOM vs. NLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 27.80% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
NLY Annaly Capital Management, Inc. | -3.07% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
Correlation
The correlation between XOM and NLY is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 1997 | 0.22 |
The correlation between XOM and NLY shifts across timeframes, from -0.11 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
XOM:
$634.77B
NLY:
$15.18B
XOM:
$5.93
NLY:
$3.28
XOM:
25.60
NLY:
6.38
XOM:
1.99
NLY:
2.68
XOM:
2.50
NLY:
1.05
XOM:
$326.01B
NLY:
$5.21B
XOM:
$83.11B
NLY:
$5.17B
XOM:
$60.44B
NLY:
$5.65B
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Return for Risk
XOM vs. NLY — Risk / Return Rank
XOM
NLY
XOM vs. NLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) 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.
| XOM | NLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 1.75 | +1.47 |
| Martin ratioReturn relative to average drawdown | 8.97 | 5.22 | +3.75 |
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
| XOM | NLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.40 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.05 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.19 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.30 | +0.17 |
Drawdowns
XOM vs. NLY - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, roughly equal to the maximum NLY drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for XOM and NLY.
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Drawdown Indicators
| XOM | NLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -60.09% | -2.31% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -14.88% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -18.92% | -26.70% | +7.78% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -51.97% | +31.46% |
Max Drawdown (10Y)Largest decline over 10 years | -61.34% | -60.09% | -1.25% |
Current DrawdownCurrent decline from peak | -10.90% | -11.17% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -13.75% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 4.97% | +0.64% |
Volatility
XOM vs. NLY - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 9.20% compared to Annaly Capital Management, Inc. (NLY) at 3.97%. This indicates that XOM'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
| XOM | NLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.20% | 3.97% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 20.29% | 14.66% | +5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.44% | 18.56% | +5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.73% | 25.54% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.19% | 28.12% | +0.07% |
Dividends
XOM vs. NLY - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 2.69%, less than NLY's 13.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLY Annaly Capital Management, Inc. | 13.36% | 12.52% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% |
XOM Exxon Mobil Corporation | 2.69% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Financials
XOM vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between Exxon Mobil 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
Frequently Asked Questions
XOM and NLY have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.20%) compared to NLY (3.97%). In terms of maximum drawdown, XOM dropped -62.40% vs NLY's -60.09%.
XOM currently has the higher Sharpe Ratio (2.07 vs 1.40), 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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