NLY vs CGABL

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

5-Year PerformanceNLY has outperformed CGABL, delivering a return of +2.6% compared to -2.0%

NLY vs CGABL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NLY(COMPANY)	CGABL(COMPANY)
Market Cap	$16B	$16B
Max Drawdown	82.59%	42.06%
Sharpe Ratio	1.08	0.26
5Y Beta	0.68	0.22
Industry	Reit - Mortgage	N/A
P/E Ratio	7.08	N/A
Forward P/E	7.02	N/A
PEG Ratio	0.04	N/A
Dividend Yield	12.70%	N/A
5Y Dividends CAGR	-0.11%	N/A
5Y EPS CAGR	-24.59%	N/A
Debt to Equity	0.00%	N/A
Free Cash Flow Yield	-3.41%	N/A
P/S Ratio	6.49	N/A
P/B Ratio	1.15	N/A

Market Cap

Winner

NLY

$16B

CGABL

$16B

Max Drawdown

NLY

82.59%

Winner

CGABL

42.06%

Sharpe Ratio

Winner

NLY

1.08

CGABL

0.26

5Y Beta

NLY

0.68

Winner

CGABL

0.22

Industry

NLY

Reit - Mortgage

CGABL

N/A

P/E Ratio

NLY

7.08

CGABL

N/A

Forward P/E

NLY

7.02

CGABL

N/A

PEG Ratio

NLY

0.04

CGABL

N/A

Dividend Yield

NLY

12.70%

CGABL

N/A

5Y Dividends CAGR

NLY

-0.11%

CGABL

N/A

5Y EPS CAGR

NLY

-24.59%

CGABL

N/A

Debt to Equity

NLY

0.00%

CGABL

N/A

Free Cash Flow Yield

NLY

-3.41%

CGABL

N/A

P/S Ratio

NLY

6.49

CGABL

N/A

P/B Ratio

NLY

1.15

CGABL

N/A

NLY vs CGABL - Historical Returns

Returns include dividend reinvestment.

Period	NLY	CGABL
1 month	-5.48%	-3.70%
3 months	-3.20%	-5.19%
6 months	+6.49%	-2.85%
1 year	+24.63%	+5.63%
5 years(CAGR)	+2.59%	-1.99%
10 years(CAGR)	+5.60%	N/A
Max(CAGR)	+10.38%	-1.99%

NLY

-5.48%

Winner

CGABL

-3.70%

Winner

NLY

-3.20%

CGABL

-5.19%

Winner

NLY

+6.49%

CGABL

-2.85%

Winner

NLY

+24.63%

CGABL

+5.63%

5Y(CAGR)

Winner

NLY

+2.59%

CGABL

-1.99%

10Y(CAGR)

NLY

+5.60%

CGABL

N/A

Max(CAGR)

Winner

NLY

+10.38%

CGABL

-1.99%

NLY vs CGABL - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	NLY	CGABL
2026	-2.78%	-1.20%
2025	+39.28%	-0.24%
2024	+8.55%	-6.85%
2023	+3.12%	+31.66%
2022	-23.35%	-31.67%
2021	+5.25%	+3.94%
2020	+1.78%	N/A
2019	+6.42%	N/A
2018	-5.54%	N/A
2017	+30.36%	N/A
2016	+17.26%	N/A
2015	-4.11%	N/A
2014	+20.19%	N/A
2013	-21.58%	N/A
2012	-0.76%	N/A
2011	+2.75%	N/A
2010	+19.44%	N/A
2009	+32.29%	N/A
2008	-0.01%	N/A
2007	+38.44%	N/A
2006	+28.16%	N/A
2005	-39.93%	N/A
2004	+16.99%	N/A
2003	+8.73%	N/A
2002	+38.33%	N/A
2001	+107.18%	N/A
2000	+22.86%	N/A
1999	+1.20%	N/A

NLY vs CGABL Drawdown Comparison

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

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

The current NLY drawdown is -8.76%. The current CGABL drawdown is -16.48%.

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

Correlation

Correlation between NLY and CGABL 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)

NLY vs CGABL dividend yield comparison.

Year	NLY	CGABL
2026	3.25%	3.48%
2025	12.52%	6.76%
2024	14.21%	6.49%
2023	13.42%	5.62%
2022	16.70%	7.14%
2021	11.25%	2.34%
2020	10.77%	0.00%
2019	11.15%	0.00%
2018	12.22%	0.00%
2017	10.09%	0.00%
2016	12.04%	0.00%
2015	12.79%	0.00%
2014	11.10%	0.00%
2013	15.05%	0.00%
2012	14.60%	0.00%
2011	15.29%	0.00%
2010	14.79%	0.00%
2009	14.64%	0.00%
2008	13.11%	0.00%
2007	5.72%	0.00%
2006	4.10%	0.00%
2005	9.51%	0.00%
2004	10.09%	0.00%
2003	10.60%	0.00%
2002	14.20%	0.00%
2001	10.94%	0.00%
2000	12.69%	0.00%
1999	4.00%	0.00%