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NLY correlations (Annaly Capital Management Inc.)

Every correlation that matters for NLY: the assets it tracks, the ones that offset it, and where it sits among 4756 US stocks and ETFs.

Data as of 2026-08-27 · refreshed every trading day · US Listed

Volatility (ann.)

22.9%

3y weekly

Beta vs S&P 500

0.81

3y weekly

1-year return

+25.4%

price, adjusted

5-year return

+30.4%

price, adjusted

Market cap

$17.4B

latest

P/E ratio

5.6

trailing

Dividend yield

12.47%

trailing

Max drawdown

-26.3%

3y, daily closes

NLY over the last 12 months, weekly closes indexed to 100 at the start.

Stocks and ETFs most correlated with NLY

Asset		Correlation (3Y)
AGNC	AGNC Investment Corp.	0.94
DX	Dynex Capital, Inc.	0.89
IVR	INVESCO MORTGAGE CAPITAL INC	0.88
ARR	ARMOUR Residential REIT, Inc.	0.85
ORC	Orchid Island Capital, Inc.	0.84

The least-correlated liquid assets in our universe, meaning the ones that historically moved most independently from NLY.

Asset		Correlation (3Y)
VXZ	iPath Series B S&P 500 VIX Mid-Term Futures ETN	-0.55
VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	-0.49
FNGD	MicroSectors FANG Index -3X Inverse Leveraged ETNs due	-0.28

Free API · no key required

$ curl https://www.pairbook.io/api/v1/symbols/nly.json

Correlations, diversifiers, beta and volatility for NLY, plus one endpoint per pair. API documentation.

ETF		NLY weight
MDY	SPDR S&P MidCap 400 ETF	0.46%