Performance analysis of Annaly Capital Management (NLY)
Annual Return
Over the past 3 years, NLY has had an average annual return of +19.08%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, NLY has had an average annual return of +5.34%, underperforming the benchmark SPY, which returned +12.78% annual.
Over the past 10 years, NLY has had an average annual return of +6.13%, underperforming the benchmark SPY, which returned +14.91% annual.
Since Nov 1, 1999, NLY has had an average annual return of +10.65%, outperforming the benchmark SPY, which returned +8.46% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +8.40% | +39.89% | +7.94% | +4.88% | -21.19% | +2.51% | +2.43% | +7.18% | -7.29% | +31.79% | +19.14% | -2.07% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +20.67% | -20.01% | -0.07% | +2.47% | +19.85% | +27.29% | -0.45% | +39.43% | +32.85% | -40.64% | +18.65% | +8.73% |
| 2002 | 2001 | 2000 | 1999 | ||||||||
| +36.16% | +100.03% | +17.59% | +1.20% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.91% | +1% | -5.98% | +8.27% | -4.59% | +5.77% | +1.52% | +8.40% | |||||
| 2025 | +11.53% | +7.59% | -4.33% | -3.50% | -3.32% | +3.01% | +8.02% | +4.23% | -1.32% | +4.75% | +7.70% | +1.14% | +39.89% |
| 2024 | -0.93% | -0.52% | +6.59% | -4.82% | +5.12% | +0.05% | +4.46% | +1.26% | +2.78% | -5.28% | +4.84% | -4.92% | +7.94% |
| 2023 | +11.34% | -11.89% | -4.40% | +4.55% | -5.51% | +9.43% | +0.40% | +0.90% | -3.98% | -17.01% | +15.76% | +10.70% | +4.88% |
| 2022 | +1.02% | -11.90% | +4.29% | -8.81% | +2.96% | -7.26% | +16.41% | -6.25% | -30.15% | +8.10% | +16.82% | +1.28% | -21.19% |
| 2021 | -3.91% | +2.34% | +6.10% | +5.58% | +2.09% | -1.83% | -4.39% | +2.36% | -0.59% | +0.47% | -4.26% | -0.78% | +2.51% |
| 2020 | +3.61% | -9.22% | -40.25% | +23.27% | -1.44% | +10.08% | +12.96% | -0.81% | -0.14% | -0.42% | +12.84% | +8.40% | +2.43% |
| 2019 | +6.31% | -2.97% | +1.56% | +1% | -12.69% | +6.48% | +4.60% | -13.09% | +9.06% | +2.05% | +3.90% | +3.64% | +7.18% |
| 2018 | -11.35% | -4.84% | +7.01% | -0.58% | +0.58% | +1.50% | +4.18% | -0.93% | -0.89% | -3.52% | +1.72% | +0.78% | -7.29% |
| 2017 | +2.51% | +8.61% | +2.79% | +6.30% | +1.44% | +3.08% | -0.17% | +3.91% | -0.09% | -5.99% | +1.83% | +4.43% | +31.79% |
Drawdown analysis of Annaly Capital Management (NLY)
The maximum drawdown for the NLY was -60.03%, occurring on Apr 3, 2020. Recovery took 269 trading sessions.
The current NLY drawdown is -3.07%.
Since Nov 1, 1999 NLY has experienced the following drawdowns:
- 50% or more: 2 times
- 40% or more: 4 times
- 30% or more: 5 times
- 20% or more: 8 times
- 10% or more: 18 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.03% | Feb 20, 2020 | 31 | Apr 3, 2020 | 269 | Apr 29, 2021 | 300 |
| -51.91% | Jun 9, 2021 | 337 | Oct 10, 2022 | 727 | Sep 4, 2025 | 1064 |
| -43.38% | Jun 17, 2005 | 101 | Nov 9, 2005 | 502 | Nov 8, 2007 | 603 |
| -41.00% | Feb 7, 2008 | 182 | Oct 27, 2008 | 192 | Aug 3, 2009 | 374 |
| -36.29% | Sep 12, 2012 | 310 | Dec 6, 2013 | 672 | Aug 9, 2016 | 982 |
| -24.54% | Jul 16, 2003 | 67 | Oct 20, 2003 | 80 | Feb 13, 2004 | 147 |
| -21.67% | Mar 23, 2004 | 36 | May 13, 2004 | 135 | Nov 24, 2004 | 171 |
| -21.03% | Jun 21, 2002 | 21 | Jul 23, 2002 | 107 | Dec 23, 2002 | 128 |
| -19.51% | Nov 9, 1999 | 66 | Feb 14, 2000 | 34 | Apr 3, 2000 | 100 |
| -19.46% | Oct 5, 2017 | 479 | Sep 3, 2019 | 94 | Jan 16, 2020 | 573 |
| -15.40% | Jan 6, 2003 | 26 | Feb 12, 2003 | 47 | Apr 22, 2003 | 73 |
| -14.94% | Aug 17, 2001 | 15 | Sep 10, 2001 | 64 | Dec 14, 2001 | 79 |
| -14.88% | Jan 16, 2026 | 48 | Mar 27, 2026 | 67 | Jul 6, 2026 | 115 |
| -14.85% | Mar 19, 2010 | 43 | May 20, 2010 | 25 | Jun 25, 2010 | 68 |
| -14.05% | Sep 22, 2000 | 47 | Nov 29, 2000 | 17 | Dec 22, 2000 | 64 |
| -13.46% | Jul 7, 2011 | 65 | Oct 7, 2011 | 159 | May 25, 2012 | 224 |
| -11.52% | Sep 28, 2009 | 22 | Oct 28, 2009 | 80 | Feb 24, 2010 | 102 |
| -10.05% | Feb 2, 2005 | 28 | Mar 15, 2005 | 60 | Jun 9, 2005 | 88 |
| -9.99% | Nov 8, 2007 | 11 | Nov 26, 2007 | 13 | Dec 13, 2007 | 24 |
| -9.88% | Aug 10, 2016 | 89 | Dec 15, 2016 | 42 | Feb 16, 2017 | 131 |
| -9.83% | Jun 27, 2000 | 26 | Aug 3, 2000 | 35 | Sep 22, 2000 | 61 |
| -9.04% | Dec 22, 2004 | 9 | Jan 5, 2005 | 11 | Jan 21, 2005 | 20 |
| -8.94% | Feb 6, 2002 | 8 | Feb 19, 2002 | 48 | Apr 29, 2002 | 56 |
| -8.33% | Apr 5, 2000 | 7 | Apr 14, 2000 | 48 | Jun 23, 2000 | 55 |
| -7.18% | May 13, 2003 | 4 | May 19, 2003 | 25 | Jun 24, 2003 | 29 |