NLY Annaly Capital Management. Inc.

Last close: 18.75
504-day return: +30.30%
Median $/day: $131.1M
Relationships shown: 13
Leader rank: #197

together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture

NLY vs REM

Both indexed to 100 at 2026-05-11.

NLY REM · range 78–109 · 2026-05-11 → 2026-11-06

Follows NLY

These tend to repeat NLY's moves later.

RGCO RGC Resources Inc. Common Stock

lag 1dρ -0.21holdout -0.20stable 75%$/day $228krobust

PBFS Pioneer Bancorp, Inc. Common Stock

lag 1dρ -0.20holdout -0.32stable 75%$/day $175krobust

Moves with NLY

Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").

REM iShares Mortgage Real Estate ETF

ρ +0.92beyond mkt +0.85holdout +0.93stable 100%robust

AGNC AGNC Investment Corp. Common Stock

ρ +0.90beyond mkt +0.81holdout +0.93stable 100%robust

DX Dynex Capital, Inc.

ρ +0.82beyond mkt +0.68holdout +0.86stable 100%robust

ORC Orchid Island Capital, Inc.

ρ +0.76beyond mkt +0.64holdout +0.79stable 100%robust

KBWD Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF

ρ +0.78beyond mkt +0.61holdout +0.81stable 100%robust

ARR ARMOUR Residential REIT, Inc.

ρ +0.75beyond mkt +0.60holdout +0.74stable 100%robust

Moves against NLY

VXX iPath Series B S&P 500 VIX Short-Term Futures ETN

ρ -0.43beyond mkt -0.10holdout -0.43stable 100%robust

VIXM ProShares VIX Mid-Term Futures ETF

ρ -0.38beyond mkt -0.08holdout -0.38stable 100%robust

Weekly, not daily

No day-to-day relationship, but 5- or 10-day returns move together.

MHF Western Asset Municipal High Income Fund, Inc

horizon 10dρ +0.41holdout +0.49stable 62%moderate

HXL Hexcel Corporation

horizon 10dρ +0.36holdout +0.46stable 75%robust

RSST Return Stacked U.S. Stocks & Managed Futures ETF

horizon 5dρ +0.32holdout +0.13stable 75%moderate

Changed this quarter

Biggest shifts in same-day correlation over the last 63 trading days versus the year before.

DBMF iMGP DBi Managed Futures Strategy ETF

Δ -0.61recent -0.58prior +0.03beyond mkt -0.14

BTA Beacon Tactical Alternatives Risk ETF

Δ -0.60recent -0.37prior +0.23beyond mkt -0.01

AVT Avnet, Inc. Common Stock

Δ -0.58recent -0.28prior +0.31beyond mkt -0.08

TAIL Cambria Tail Risk ETF

Δ +0.56recent +0.35prior -0.21beyond mkt -0.04

MTRN Materion Corporation

Δ -0.54recent -0.18prior +0.36beyond mkt -0.04

MSM MSC Industrial Direct Co., Inc. Class A

Δ -0.53recent -0.20prior +0.33beyond mkt -0.02

Hidden links

Strong beyond-the-market co-movement with few shared neighbours.

Symbol	beyond mkt	raw ρ	shared
KBWD Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF	+0.61	+0.78	11
RIET Hoya Capital High Dividend Yield ETF	+0.46	+0.74	7
SRET Global X Funds Global X SuperDividend REIT ETF	+0.50	+0.74	10
ALTY Global X Funds Global X Alternative Income ETF	+0.36	+0.66	15
REM iShares Mortgage Real Estate ETF	+0.85	+0.92	26
ORC Orchid Island Capital, Inc.	+0.64	+0.76	25