Okular is an image viewer used mainly for *.pdf files. I've not had occasion to annotate anything in it, but, according the Okular help, you can annotate files. From Okular-->Help-->Okular Handbook-->Okular Advanced Features:
Code:
Okular allows you to review and annotate your documents. Annotations created in Okular are automatically saved in the internal local data folder for each user. Okular does not implicitly change any document it opens.
There's much more on that page. You might want to take a look at it to see whether it meets your needs, but it looks as if you should be able to transfer your annotations to it. It may not necessarily be an automatic process.
Okular is my preferred *.pdf reader, but I can't help more as I've used this feature.