KSPI vs NLY

Comparison between Kaspi.kz JSC (KSPI, Company) and Annaly Capital Management Inc (NLY, Company).

KSPI is from the Technology sector, while NLY is from the Real Estate sector.

KSPI vs NLY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	KSPI(COMPANY)	NLY(COMPANY)
Market Cap	$16B	$16B
Max Drawdown	50.37%	82.59%
Sharpe Ratio	0.43	1.40
5Y Beta	0.96	0.67
Industry	Software - Infrastructure	Reit - Mortgage
P/E Ratio	8.05	7.12
Forward P/E	N/A	7.34
PEG Ratio	N/A	0.04
Dividend Yield	4.18%	12.60%
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	8.49%	-3.39%
P/S Ratio	1.93	6.54
P/B Ratio	3.05	1.13

Market Cap

Winner

KSPI

$16B

NLY

$16B

Max Drawdown

Winner

KSPI

50.37%

NLY

82.59%

Sharpe Ratio

KSPI

0.43

Winner

NLY

1.40

5Y Beta

KSPI

0.96

Winner

NLY

0.67

Industry

KSPI

Software - Infrastructure

NLY

Reit - Mortgage

P/E Ratio

KSPI

8.05

Winner

NLY

7.12

Forward P/E

KSPI

N/A

NLY

7.34

PEG Ratio

KSPI

N/A

NLY

0.04

Dividend Yield

KSPI

4.18%

Winner

NLY

12.60%

5Y Dividends CAGR

KSPI

N/A

NLY

-0.11%

5Y EPS CAGR

KSPI

N/A

NLY

-24.59%

Debt to Equity

KSPI

N/A

NLY

0.00%

Free Cash Flow Yield

Winner

KSPI

8.49%

NLY

-3.39%

P/S Ratio

Winner

KSPI

1.93

NLY

6.54

P/B Ratio

KSPI

3.05

Winner

NLY

1.13

KSPI vs NLY - Historical Returns

Returns include dividend reinvestment.

Period	KSPI	NLY
1 month	-2.25%	+4.40%
3 months	+24.01%	+8.86%
6 months	+18.26%	+3.47%
1 year	+12.89%	+34.06%
5 years(CAGR)	N/A	+3.58%
10 years(CAGR)	N/A	+5.95%
Max(CAGR)	+2.51%	+10.53%

KSPI

-2.25%

Winner

NLY

+4.40%

Winner

KSPI

+24.01%

NLY

+8.86%

Winner

KSPI

+18.26%

NLY

+3.47%

KSPI

+12.89%

Winner

NLY

+34.06%

5Y(CAGR)

KSPI

N/A

NLY

+3.58%

10Y(CAGR)

KSPI

N/A

NLY

+5.95%

Max(CAGR)

KSPI

+2.51%

Winner

NLY

+10.53%

KSPI vs NLY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	KSPI	NLY
2026	+19.58%	+1.78%
2025	-21.56%	+39.28%
2024	+8.47%	+8.55%
2023	N/A	+3.12%
2022	N/A	-23.35%
2021	N/A	+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%

KSPI vs NLY Drawdown Comparison

The maximum drawdown for KSPI was -48.04%, occurring on Mar 13, 2026. 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 KSPI drawdown is -30.01%. The current NLY drawdown is -4.48%.

Rank	KSPI	NLY
#1	-48.04% Jul 18, 2024 - Mar 13, 2026	-60.03% Feb 20, 2020 - Apr 29, 2021
#2	-14.94% Apr 3, 2024 - Jun 12, 2024	-51.91% Jun 9, 2021 - Sep 4, 2025
#3	-9.33% Jan 19, 2024 - Feb 20, 2024	-43.38% Jun 17, 2005 - Nov 8, 2007
#4	-5.86% Jun 26, 2024 - Jul 16, 2024	-41.00% Feb 7, 2008 - Aug 3, 2009
#5	-3.63% Mar 6, 2024 - Mar 12, 2024	-36.29% Sep 12, 2012 - Aug 9, 2016
#6	-2.15% Mar 4, 2024 - Mar 6, 2024	-24.54% Jul 16, 2003 - Feb 13, 2004
#7	-1.95% Jun 12, 2024 - Jun 21, 2024	-21.67% Mar 23, 2004 - Nov 24, 2004
#8	-1.93% Mar 14, 2024 - Mar 19, 2024	-21.03% Jun 21, 2002 - Dec 23, 2002
#9	-1.31% Jul 16, 2024 - Jul 18, 2024	-19.51% Nov 9, 1999 - Apr 3, 2000
#10	-0.90% Mar 22, 2024 - Mar 26, 2024	-19.46% Oct 5, 2017 - Jan 16, 2020
#11	-0.71% Feb 27, 2024 - Mar 1, 2024	-15.40% Jan 6, 2003 - Apr 22, 2003
#12	-0.42% Feb 20, 2024 - Feb 23, 2024	-14.94% Aug 17, 2001 - Dec 14, 2001
#13	-0.14% Feb 23, 2024 - Feb 27, 2024	-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 KSPI and NLY is -0.64 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.64

-101

Dividend Comparison (1999 - 2026)

KSPI vs NLY dividend yield comparison.

Year	KSPI	NLY
2026	6.10%	3.10%
2025	0.00%	12.52%
2024	11.56%	14.21%
2023	0.00%	13.42%
2022	0.00%	16.70%
2021	0.00%	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%