COMP <GO>
NLY vs JPM // PIOTROSKI F-SCORE QUALITY
Annaly Capital Management Inc. (NYSE) VS. JPMorgan Chase & Co. (NYSE) • 15-METRIC TALLY: NLY 8
— JPM 6
▲ PIOTROSKI F-SCORE QUALITY LEADER: NLY
LAST: $18.23 (-1.30%) • MKT CAP: $14.55B
piotroski-score
7/9
LAST: $337.04 (-1.90%) • MKT CAP: $895.92B
piotroski-score
2/9
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (NLY VS. JPM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | NLY | JPM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | — | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 4.00% | 17.37% | -13.37 | JPM | /roic <GO> |
| EV/EBITDA & P/E Valuation | 18.2x | 9.7x | +8.53 | JPM | /valuation <GO> |
| Free Cash Flow Yield | 3.50% | -18.14% | +21.64 | NLY | /fcf-yield <GO> |
| Operating Margin | 61.40% | 42.07% | +19.33 | NLY | /operating-margins <GO> |
| Net Profit Margin | 50.40% | 32.63% | +17.77 | NLY | /net-margins <GO> |
| Revenue Growth (YoY) | 4.40% | 13.53% | -9.13 | JPM | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 11.50% | 1.96% | +9.54 | NLY | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 0.45 | 0.37 | +0.08 | NLY | /balance-sheet <GO> |
| Piotroski F-Score Quality ACTIVE | 7/9 | 2/9 | +5.00 | NLY | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew | 7.40% | 4.84% | +2.56 | JPM | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 38.1 | 49.0 | -10.95 | JPM | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.15 | 1.00 | +0.15 | NLY | /macro-sensitivity <GO> |
| Forward P/E Multiple | 6.6x | 13.6x | -6.97 | NLY | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $14.55B | $895.92B | -$881.36B | JPM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | NLY REV | JPM REV | NLY GROSS % | JPM GROSS % | NLY FCF | JPM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $0 | $182.45B | — | — | $692.9M | -$147.78B |
| FY 2024 | $0 | $177.56B | — | — | $3.31B | -$42.01B |
| FY 2023 | $0 | $158.10B | — | — | $2.37B | $12.97B |
| FY 2022 | — | $128.69B | — | — | — | $107.12B |
| FY 2021 | — | $121.65B | — | — | — | $78.08B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
NLY // BETA 1.15
JPM // BETA 1.00