That may be how they calculated this:
They estimate that modern humans and Neanderthals split from a common ancestor at least 370,000 years ago, and possibly 500,000 years ago, although we share 99.95 percent of our DNA.
I'm not sure they have sequenced enough Y-DNA to support the statement that we share 99.95 percent of our DNA. To prove that percent would take 100 percent sequencing of both human and Neanderthal DNA.