COMP <GO>
NLY vs BAC // 10Y YIELD & FRED MACRO BETA
Annaly Capital Management Inc. (NYSE) VS. Bank of America Corporation (NYSE) • 15-METRIC TALLY: NLY 9
— BAC 3
▲ 10Y YIELD & FRED MACRO BETA LEADER: NLY
LAST: $18.23 (-1.30%) • MKT CAP: $14.55B
macro-sensitivity
1.15
LAST: $50.01 (-2.21%) • MKT CAP: $357.61B
macro-sensitivity
0.90
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (NLY VS. BAC)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | NLY | BAC | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | 41.00% | 0.00 | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 4.00% | 2.50% | +1.50 | NLY | /roic <GO> |
| EV/EBITDA & P/E Valuation | 18.2x | 30.2x | -12.00 | NLY | /valuation <GO> |
| Free Cash Flow Yield | 3.50% | 2.10% | +1.40 | NLY | /fcf-yield <GO> |
| Operating Margin | 61.40% | 32.90% | +28.50 | NLY | /operating-margins <GO> |
| Net Profit Margin | 50.40% | 27.00% | +23.40 | NLY | /net-margins <GO> |
| Revenue Growth (YoY) | 4.40% | 6.80% | -2.40 | BAC | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 11.50% | 0.00% | +11.50 | NLY | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 0.45 | 0.45 | 0.00 | TIE | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 7/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew | 7.40% | 6.60% | +0.80 | BAC | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 38.1 | 27.7 | +10.43 | NLY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta ACTIVE | 1.15 | 0.90 | +0.25 | NLY | /macro-sensitivity <GO> |
| Forward P/E Multiple | 6.6x | 10.9x | -4.30 | NLY | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $14.55B | $357.61B | -$343.06B | BAC | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | NLY REV | BAC REV | NLY GROSS % | BAC GROSS % | NLY FCF | BAC FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $0 | $113.10B | — | 44.0% | $692.9M | $7.52B |
| FY 2024 | $0 | $105.86B | — | 44.0% | $3.31B | -$13.57B |
| FY 2023 | $0 | $102.77B | — | 44.0% | $2.37B | $40.36B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
NLY // BETA 1.15
BAC // BETA 0.90