Annaly Capital Management, Inc. (NLY) Stock Total Returns
Growth of $10,000 chart
2021-04-21 to 2026-04-21 to
$
%
%
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Investment Performance
Final Value
$10,957
Total Return
9.57%
CAGR
1.84%
Dividends
$5,403.53
Yield on Cost
54.04%
Rolling Returns
1-Month (21 Trading Days)
| Average | +0.35% |
| Median | +0.57% |
| Best | +26.71% |
| Worst | -40.88% |
| % of Windows Positive | 53.3% |
1-Year (252 Trading Days)
| Average | +2.02% |
| Median | +6.89% |
| Best | +45.18% |
| Worst | -50.11% |
| % of Windows Positive | 57.7% |
3-Year (756 Trading Days)
| Average | +9.09% |
| Median | +3.43% |
| Best | +88.42% |
| Worst | -29.54% |
| % of Windows Positive | 55.1% |
Risk Metrics
| Maximum Drawdown | -53.73% |
| Average Drawdown | -22.64% |
| Drawdown Duration | 1148 Trading Days |
| Sortino Ratio | 0.28 |
| Calmar Ratio | 0.03 |
| CVaR (5%) | -3.84% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +3.74% (+12.86% ann.) | +$374.42 | $313.06 | $62.61 | $0.50 |
| 2025 | +36.17% | +$3617.18 | $1596.17 | $319.23 | $2.55 |
| 2024 | +5.11% | +$511.42 | $1397.07 | $279.42 | $2.24 |
| 2023 | +2.15% | +$215.36 | $1284.36 | $256.87 | $2.05 |
| 2022 | -23.60% | $2359.87 | $1175.31 | $235.06 | $1.88 |
| 2021 | +0.44% | +$44.13 | $1073.27 | $214.65 | $1.72 |
| 2020 | -0.24% | $24.02 | $1009.81 | $201.96 | $1.61 |
| 2019 | +4.83% | +$483.21 | $1104.95 | $220.99 | $1.77 |
| 2018 | -9.40% | $940.38 | $1045.98 | $209.20 | $1.67 |
| 2017 | +29.19% | +$2919.13 | $1241.35 | $248.27 | $1.99 |
| 2016 | +16.46% | +$1645.73 | $1324.74 | $264.95 | $2.12 |
| 2015 | -4.40% | $440.05 | $1150.65 | $230.13 | $1.84 |
| 2014 | +18.13% | +$1812.64 | $1243.21 | $248.64 | $1.99 |
| 2013 | -21.89% | $2188.69 | $1102.82 | $220.56 | $1.76 |
| 2012 | -2.58% | $257.68 | $1334.09 | $266.82 | $2.13 |
| 2011 | -0.35% | $34.92 | $1419.59 | $283.92 | $2.27 |
| 2010 | +16.36% | +$1635.98 | $1598.88 | $319.78 | $2.56 |
| 2009 | +23.50% | +$2350.20 | $1681.58 | $336.31 | $2.69 |
| 2008 | -3.02% | $301.56 | $1190.07 | $238.01 | $1.91 |
| 2007 | +37.64% | +$3763.86 | $763.04 | $152.61 | $1.22 |
| 2006 | +31.68% | +$3168.47 | $528.16 | $105.64 | $0.84 |
| 2005 | -41.38% | $4137.55 | $538.16 | $107.63 | $0.86 |
| 2004 | +16.15% | +$1614.65 | $1111.58 | $222.32 | $1.78 |
| 2003 | +6.47% | +$647.18 | $1070.14 | $214.02 | $1.71 |
| 2002 | +32.24% | +$3223.59 | $1747.98 | $349.60 | $2.80 |
| 2001 | +95.13% | +$9512.73 | $2013.18 | $402.64 | $3.22 |
| 2000 | +14.65% | +$1465.20 | $1365.77 | $273.16 | $2.19 |
| 1999 | +19.23% | +$1923.02 | $1745.15 | $349.03 | $2.80 |
| 1998 | -16.46% | $1645.85 | $1146.54 | $229.31 | $1.83 |
| 1997 partial | -11.39% (-40.88% ann.) | $1138.73 | $174.26 | $34.85 | $0.28 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Dot-com bubble / TMT mania partial | October 8, 1997 – March 10, 2000 | -18.67% | -8.18% | $1867.09 | $2482.15 | $496.43 | $3.97 |
| Dot-com bust / post-bubble disinflation scare | March 13, 2000 – October 9, 2002 | +149.33% | +42.62% | +$14932.86 | $6837.26 | $1367.46 | $10.94 |
| China-WTO / housing-credit / commodity boom | October 10, 2002 – October 8, 2007 | +31.74% | +5.67% | +$3173.62 | $5003.99 | $1000.80 | $7.99 |
| GFC / deleveraging / dollar shortage | October 10, 2007 – March 9, 2009 | -5.13% | -3.66% | $512.51 | $1644.98 | $329.00 | $2.63 |
| Policy-led rebound / euro-sovereign-crisis overlay | March 10, 2009 – July 25, 2012 | +87.99% | +20.56% | +$8798.56 | $7646.38 | $1529.27 | $12.24 |
| Secular stagnation / QE / low inflation / duration bull | July 26, 2012 – February 19, 2020 | +18.44% | +2.26% | +$1843.75 | $7608.38 | $1521.67 | $12.17 |
| Pandemic shock / liquidity crash | February 20, 2020 – March 23, 2020 | -54.76% | -99.99% | $5476.19 | $0.00 | $0.00 | $0.00 |
| Policy bazooka / monetary euphoria | March 24, 2020 – November 6, 2020 | +55.73% | +103.95% | +$5572.75 | $1409.12 | $281.82 | $2.25 |
| Reopening reflation / fiscal boom / supply bottlenecks | November 9, 2020 – November 29, 2021 | +24.87% | +23.45% | +$2486.77 | $1251.65 | $250.33 | $2.00 |
| Inflation shock / duration crash / aggressive tightening | November 30, 2021 – November 9, 2022 | -33.80% | -35.46% | $3379.54 | $1126.65 | $225.33 | $1.80 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +19.03% | +9.86% | +$1903.12 | $2462.77 | $492.56 | $3.94 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – April 21, 2026 | +30.99% | +18.53% | +$3099.45 | $2507.83 | $501.57 | $4.01 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 1997-12-29 | $0.8800 | 2.12% |
| 1998-03-27 | $1.2800 | 2.80% |
| 1998-07-01 | $1.2800 | 3.53% |
| 1998-10-01 | $1.0800 | 3.32% |
| 1998-12-29 | $1.2200 | 3.75% |
| 1999-03-30 | $1.3200 | 3.38% |
| 1999-07-07 | $1.4000 | 3.08% |
| 1999-10-07 | $1.4000 | 3.81% |
| 1999-12-29 | $1.4000 | 3.92% |
| 2000-04-03 | $1.4000 | 3.89% |
| 2000-06-29 | $1.2000 | 3.29% |
| 2000-10-05 | $1.0000 | 2.78% |
| 2000-12-27 | $1.0000 | 2.63% |
| 2001-04-03 | $1.2000 | 2.65% |
| 2001-07-02 | $1.6000 | 2.92% |
| 2001-10-03 | $1.8000 | 3.10% |
| 2001-12-27 | $2.4000 | 3.53% |
| 2002-04-03 | $2.5200 | 3.71% |
| 2002-07-01 | $2.7200 | 3.51% |
| 2002-10-01 | $2.7200 | 3.69% |
| 2002-12-27 | $2.7200 | 3.45% |
| 2003-03-27 | $2.4000 | 3.24% |
| 2003-06-30 | $2.4000 | 2.88% |
| 2003-10-01 | $1.1200 | 1.71% |
| 2003-12-24 | $1.8800 | 2.47% |
| 2004-03-29 | $2.0000 | 2.49% |
| 2004-06-30 | $1.9200 | 2.81% |
| 2004-09-28 | $2.0000 | 2.77% |
| 2004-12-29 | $2.0000 | 2.45% |
| 2005-03-30 | $1.8000 | 2.40% |
| 2005-06-28 | $1.4400 | 1.98% |
| 2005-09-26 | $0.5200 | 1.01% |
| 2005-12-28 | $0.4000 | 0.90% |
| 2006-03-29 | $0.4400 | 0.90% |
| 2006-06-28 | $0.5200 | 1.09% |
| 2006-09-27 | $0.5600 | 1.07% |
| 2006-12-27 | $0.7600 | 1.35% |
| 2007-03-29 | $0.8000 | 1.31% |
| 2007-06-28 | $0.9600 | 1.67% |
| 2007-09-27 | $1.0400 | 1.61% |
| 2007-12-27 | $1.3600 | 1.89% |
| 2008-03-26 | $1.9200 | 2.78% |
| 2008-06-25 | $2.2000 | 3.41% |
| 2008-09-16 | $2.2000 | 3.81% |
| 2008-12-26 | $2.0000 | 3.11% |
| 2009-03-26 | $2.0000 | 3.38% |
| 2009-06-25 | $2.4000 | 3.88% |
| 2009-09-29 | $2.7600 | 3.51% |
| 2009-12-24 | $3.0000 | 4.04% |
| 2010-03-30 | $2.6000 | 3.64% |
| 2010-06-25 | $2.7200 | 3.82% |
| 2010-09-30 | $2.7200 | 3.70% |
| 2010-12-23 | $2.5600 | 3.49% |
| 2011-03-29 | $2.4800 | 3.44% |
| 2011-06-28 | $2.6000 | 3.48% |
| 2011-09-28 | $2.4000 | 3.47% |
| 2011-12-27 | $2.2800 | 3.36% |
| 2012-03-28 | $2.2000 | 3.39% |
| 2012-06-27 | $2.2000 | 3.21% |
| 2012-09-27 | $2.0000 | 2.88% |
| 2012-12-26 | $1.8000 | 3.09% |
| 2013-03-27 | $1.8000 | 2.80% |
| 2013-06-27 | $1.6000 | 3.07% |
| 2013-09-27 | $1.4000 | 2.90% |
| 2013-12-27 | $1.2000 | 2.96% |
| 2014-03-28 | $1.2000 | 2.66% |
| 2014-06-27 | $1.2000 | 2.55% |
| 2014-09-29 | $1.2000 | 2.67% |
| 2014-12-29 | $1.2000 | 2.65% |
| 2015-03-27 | $1.2000 | 2.77% |
| 2015-06-26 | $1.2000 | 3.07% |
| 2015-09-28 | $1.2000 | 2.88% |
| 2015-12-29 | $1.2000 | 3.08% |
| 2016-03-29 | $1.2000 | 2.88% |
| 2016-06-28 | $1.2000 | 2.74% |
| 2016-07-07 | $0.1440 | 0.33% |
| 2016-09-28 | $1.0560 | 2.42% |
| 2016-12-28 | $1.2000 | 2.94% |
| 2017-03-29 | $1.2000 | 2.65% |
| 2017-06-28 | $1.2000 | 2.43% |
| 2017-09-28 | $1.2000 | 2.40% |
| 2017-12-28 | $1.2000 | 2.48% |
| 2018-03-28 | $1.2000 | 2.83% |
| 2018-06-28 | $1.2000 | 2.85% |
| 2018-09-05 | $0.8880 | 2.08% |
| 2018-09-27 | $0.3120 | 0.77% |
| 2018-12-28 | $1.2000 | 2.95% |
| 2019-03-28 | $1.2000 | 2.93% |
| 2019-06-27 | $1.0000 | 2.69% |
| 2019-09-27 | $1.0000 | 2.79% |
| 2019-12-30 | $1.0000 | 2.56% |
| 2020-03-30 | $1.0000 | 4.08% |
| 2020-06-29 | $0.8800 | 3.36% |
| 2020-09-29 | $0.8800 | 2.96% |
| 2020-12-30 | $0.8800 | 2.60% |
| 2021-03-30 | $0.8800 | 2.50% |
| 2021-06-29 | $0.8800 | 2.39% |
| 2021-09-29 | $0.8800 | 2.50% |
| 2021-12-30 | $0.8800 | 2.68% |
| 2022-03-30 | $0.8800 | 2.96% |
| 2022-06-29 | $0.8800 | 3.55% |
| 2022-09-29 | $0.8800 | 4.53% |
| 2022-12-29 | $0.8800 | 4.03% |
| 2023-03-30 | $0.6500 | 3.37% |
| 2023-06-29 | $0.6500 | 3.14% |
| 2023-09-28 | $0.6500 | 3.38% |
| 2023-12-28 | $0.6500 | 3.17% |
| 2024-03-27 | $0.6500 | 3.29% |
| 2024-06-28 | $0.6500 | 3.30% |
| 2024-09-30 | $0.6500 | 3.15% |
| 2024-12-31 | $0.6500 | 3.47% |
| 2025-03-31 | $0.7000 | 3.39% |
| 2025-06-30 | $0.7000 | 3.61% |
| 2025-09-30 | $0.7000 | 3.35% |
| 2025-12-31 | $0.7000 | 3.04% |
| 2026-03-31 | $0.7000 | 3.29% |
| Total | 116 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2021-04-21 to 2026-04-21. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2021-06-29 | $250.00 | $50.00 | $0.40 | 5.6194 |
| 2021-09-29 | $254.94 | $50.99 | $0.41 | 6.0008 |
| 2021-12-30 | $260.23 | $52.05 | $0.42 | 6.5335 |
| 2022-03-30 | $265.97 | $53.19 | $0.43 | 7.4878 |
| 2022-06-29 | $272.56 | $54.51 | $0.44 | 9.2210 |
| 2022-09-29 | $280.68 | $56.14 | $0.45 | 12.7981 |
| 2022-12-29 | $291.94 | $58.39 | $0.47 | 10.9021 |
| 2023-03-30 | $222.73 | $44.54 | $0.36 | 9.4537 |
| 2023-06-29 | $228.87 | $45.77 | $0.37 | 9.1319 |
| 2023-09-28 | $234.81 | $46.96 | $0.38 | 10.0037 |
| 2023-12-28 | $241.31 | $48.26 | $0.39 | 9.6912 |
| 2024-03-27 | $247.61 | $49.52 | $0.40 | 10.1692 |
| 2024-06-28 | $254.22 | $50.84 | $0.41 | 10.6488 |
| 2024-09-30 | $261.14 | $52.23 | $0.42 | 10.3883 |
| 2024-12-31 | $267.89 | $53.58 | $0.43 | 11.6877 |
| 2025-03-31 | $296.68 | $59.34 | $0.47 | 11.6627 |
| 2025-06-30 | $304.84 | $60.97 | $0.49 | 12.9324 |
| 2025-09-30 | $313.90 | $62.78 | $0.50 | 12.4005 |
| 2025-12-31 | $322.58 | $64.52 | $0.52 | 11.5181 |
| 2026-03-31 | $330.64 | $66.13 | $0.53 | 12.4814 |
| Total | $5403.53 | $1080.71 | $8.64 | 200.7321 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.