CGABL vs NLY

Comparison between Carlyle Finance LLC (CGABL, Company) and Annaly Capital Management Inc (NLY, Company).

5-Year PerformanceNLY has outperformed CGABL, delivering a return of +2.5% compared to -2.4%

CGABL vs NLY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CGABL(COMPANY)	NLY(COMPANY)
Market Cap	$16B	$16B
Max Drawdown	42.06%	82.59%
Sharpe Ratio	0.31	1.34
5Y Beta	N/A	0.68
Industry	N/A	Reit - Mortgage
P/E Ratio	N/A	6.88
Forward P/E	N/A	6.69
PEG Ratio	N/A	0.04
Dividend Yield	N/A	13.00%
5Y Dividends CAGR	N/A	-0.11%
5Y EPS CAGR	N/A	-24.59%
Debt to Equity	N/A	0.00%
Free Cash Flow Yield	N/A	-3.51%
P/S Ratio	N/A	6.32
P/B Ratio	N/A	1.08

Market Cap

Winner

CGABL

$16B

NLY

$16B

Max Drawdown

Winner

CGABL

42.06%

NLY

82.59%

Sharpe Ratio

CGABL

0.31

Winner

NLY

1.34

5Y Beta

CGABL

N/A

NLY

0.68

Industry

CGABL

N/A

NLY

Reit - Mortgage

P/E Ratio

CGABL

N/A

NLY

6.88

Forward P/E

CGABL

N/A

NLY

6.69

PEG Ratio

CGABL

N/A

NLY

0.04

Dividend Yield

CGABL

N/A

NLY

13.00%

5Y Dividends CAGR

CGABL

N/A

NLY

-0.11%

5Y EPS CAGR

CGABL

N/A

NLY

-24.59%

Debt to Equity

CGABL

N/A

NLY

0.00%

Free Cash Flow Yield

CGABL

N/A

NLY

-3.51%

P/S Ratio

CGABL

N/A

NLY

6.32

P/B Ratio

CGABL

N/A

NLY

1.08

CGABL vs NLY - Historical Returns

Returns include dividend reinvestment.

Period	CGABL	NLY
1 month	-3.47%	-5.21%
3 months	-4.35%	-2.89%
6 months	-2.42%	+3.93%
1 year	+6.43%	+30.94%
5 years(CAGR)	-2.38%	+2.49%
10 years(CAGR)	N/A	+5.53%
Max(CAGR)	-2.07%	+10.36%

Winner

CGABL

-3.47%

NLY

-5.21%

CGABL

-4.35%

Winner

NLY

-2.89%

CGABL

-2.42%

Winner

NLY

+3.93%

CGABL

+6.43%

Winner

NLY

+30.94%

5Y(CAGR)

CGABL

-2.38%

Winner

NLY

+2.49%

10Y(CAGR)

CGABL

N/A

NLY

+5.53%

Max(CAGR)

CGABL

-2.07%

Winner

NLY

+10.36%

CGABL vs NLY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	CGABL	NLY
2026	-1.58%	-3.23%
2025	-0.24%	+39.28%
2024	-6.85%	+8.55%
2023	+31.66%	+3.12%
2022	-31.67%	-23.35%
2021	+3.94%	+5.25%
2020	N/A	+1.78%
2019	N/A	+6.42%
2018	N/A	-5.54%
2017	N/A	+30.36%
2016	N/A	+17.26%
2015	N/A	-4.11%
2014	N/A	+20.19%
2013	N/A	-21.58%
2012	N/A	-0.76%
2011	N/A	+2.75%
2010	N/A	+19.44%
2009	N/A	+32.29%
2008	N/A	-0.01%
2007	N/A	+38.44%
2006	N/A	+28.16%
2005	N/A	-39.93%
2004	N/A	+16.99%
2003	N/A	+8.73%
2002	N/A	+38.33%
2001	N/A	+107.18%
2000	N/A	+22.86%
1999	N/A	+1.20%

CGABL vs NLY Drawdown Comparison

The maximum drawdown for CGABL was -37.82%, occurring on Nov 2, 2022. This drawdown has not yet recovered.

The maximum drawdown for NLY was -60.03%, occurring on Apr 3, 2020. Recovery took 300 trading sessions.

The current CGABL drawdown is -16.80%. The current NLY drawdown is -9.18%.

Rank	CGABL	NLY
#1	-37.82% Sep 7, 2021 - Nov 2, 2022	-60.03% Feb 20, 2020 - Apr 29, 2021
#2	-1.76% Jul 7, 2021 - Aug 3, 2021	-51.91% Jun 9, 2021 - Sep 4, 2025
#3	-0.89% Aug 30, 2021 - Sep 1, 2021	-43.38% Jun 17, 2005 - Nov 8, 2007
#4	-0.67% Jun 11, 2021 - Jun 18, 2021	-41.00% Feb 7, 2008 - Aug 3, 2009
#5	-0.60% Aug 13, 2021 - Aug 17, 2021	-36.29% Sep 12, 2012 - Aug 9, 2016
#6	-0.50% Aug 18, 2021 - Aug 25, 2021	-24.54% Jul 16, 2003 - Feb 13, 2004
#7	-0.43% Jun 1, 2021 - Jun 10, 2021	-21.67% Mar 23, 2004 - Nov 24, 2004
#8	-0.43% Jun 18, 2021 - Jul 2, 2021	-21.03% Jun 21, 2002 - Dec 23, 2002
#9	-0.39% May 24, 2021 - Jun 1, 2021	-19.51% Nov 9, 1999 - Apr 3, 2000
#10	-0.38% Aug 25, 2021 - Aug 30, 2021	-19.46% Oct 5, 2017 - Jan 16, 2020
#11	-0.04% Aug 4, 2021 - Aug 9, 2021	-15.40% Jan 6, 2003 - Apr 22, 2003
#12	N/A	-14.94% Aug 17, 2001 - Dec 14, 2001
#13	N/A	-14.88% Jan 16, 2026 - Mar 27, 2026
#14	N/A	-14.85% Mar 19, 2010 - Jun 25, 2010
#15	N/A	-14.05% Sep 22, 2000 - Dec 22, 2000

Correlation

Correlation between CGABL and NLY is 0.63 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.63

-101

Dividend Comparison (1999 - 2026)

CGABL vs NLY dividend yield comparison.

Year	CGABL	NLY
2026	3.49%	3.26%
2025	6.76%	12.52%
2024	6.49%	14.21%
2023	5.62%	13.42%
2022	7.14%	16.70%
2021	2.34%	11.25%
2020	0.00%	10.77%
2019	0.00%	11.15%
2018	0.00%	12.22%
2017	0.00%	10.09%
2016	0.00%	12.04%
2015	0.00%	12.79%
2014	0.00%	11.10%
2013	0.00%	15.05%
2012	0.00%	14.60%
2011	0.00%	15.29%
2010	0.00%	14.79%
2009	0.00%	14.64%
2008	0.00%	13.11%
2007	0.00%	5.72%
2006	0.00%	4.10%
2005	0.00%	9.51%
2004	0.00%	10.09%
2003	0.00%	10.60%
2002	0.00%	14.20%
2001	0.00%	10.94%
2000	0.00%	12.69%
1999	0.00%	4.00%