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Atrium Mortgage Investment Corporation (AI.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Atrium Mortgage Investment Corporation (AI.TO)

Equity · Currency in CAD · Last updated Apr 24, 2024

Company Info

ISINCA04964G1000
CUSIP04964G100
SectorFinancial Services
IndustryMortgage Finance

Highlights

Market CapCA$488.26M
EPSCA$1.14
PE Ratio9.68
Revenue (TTM)CA$61.75M
Gross Profit (TTM)CA$49.80M
Year RangeCA$9.43 - CA$11.61
Target PriceCA$12.96
Short %0.22%
Short Ratio5.44

Share Price Chart

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Atrium Mortgage Investment Corporation

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Atrium Mortgage Investment Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.17%
18.70%
AI.TO (Atrium Mortgage Investment Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Atrium Mortgage Investment Corporation had a return of 8.61% year-to-date (YTD) and 1.30% in the last 12 months. Over the past 10 years, Atrium Mortgage Investment Corporation had an annualized return of 7.10%, while the S&P 500 had an annualized return of 10.55%, indicating that Atrium Mortgage Investment Corporation did not perform as well as the benchmark.

PeriodReturnBenchmark
Year-To-Date8.61%6.30%
1 month-1.54%-3.13%
6 months15.17%19.37%
1 year1.30%22.56%
5 years (annualized)3.78%11.65%
10 years (annualized)7.10%10.55%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20244.80%3.05%3.17%
2023-3.68%-6.23%3.71%4.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AI.TO is 47, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
The Risk-Adjusted Performance Rank of AI.TO is 4747
Atrium Mortgage Investment Corporation(AI.TO)
The Sharpe Ratio Rank of AI.TO is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of AI.TO is 4242Sortino Ratio Rank
The Omega Ratio Rank of AI.TO is 4141Omega Ratio Rank
The Calmar Ratio Rank of AI.TO is 5252Calmar Ratio Rank
The Martin Ratio Rank of AI.TO is 5151Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Atrium Mortgage Investment Corporation (AI.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

AI.TO
Sharpe ratio
The chart of Sharpe ratio for AI.TO, currently valued at 0.04, compared to the broader market-2.00-1.000.001.002.003.000.04
Sortino ratio
The chart of Sortino ratio for AI.TO, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.006.000.18
Omega ratio
The chart of Omega ratio for AI.TO, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for AI.TO, currently valued at 0.03, compared to the broader market0.001.002.003.004.005.000.03
Martin ratio
The chart of Martin ratio for AI.TO, currently valued at 0.12, compared to the broader market0.0010.0020.0030.000.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64

Sharpe Ratio

The current Atrium Mortgage Investment Corporation Sharpe ratio is 0.04. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.04
2.32
AI.TO (Atrium Mortgage Investment Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Atrium Mortgage Investment Corporation granted a 8.04% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.90 per share.

PeriodTTM20232022202120202019201820172016201520142013
DividendCA$0.90CA$0.90CA$0.90CA$0.90CA$0.90CA$0.90CA$0.90CA$0.88CA$0.86CA$0.84CA$0.82CA$0.80

Dividend yield

8.04%8.56%8.39%6.41%7.11%6.21%7.15%7.02%7.08%7.37%7.34%7.38%

Monthly Dividends

The table displays the monthly dividend distributions for Atrium Mortgage Investment Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.08CA$0.08CA$0.08
2023CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08
2022CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08
2021CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08
2020CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08
2019CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08
2018CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08
2017CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07
2016CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07
2015CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07
2014CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07
2013CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%8.0%
Atrium Mortgage Investment Corporation has a dividend yield of 8.04%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%26.6%
Atrium Mortgage Investment Corporation has a payout ratio of 26.55%, which is quite average when compared to the overall market. This suggests that Atrium Mortgage Investment Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.69%
-2.74%
AI.TO (Atrium Mortgage Investment Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Atrium Mortgage Investment Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Atrium Mortgage Investment Corporation was 53.30%, occurring on Mar 23, 2020. Recovery took 267 trading sessions.

The current Atrium Mortgage Investment Corporation drawdown is 8.69%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.3%Feb 24, 202021Mar 23, 2020267Apr 15, 2021288
-25.87%Mar 30, 2022140Oct 19, 2022———
-15.12%Apr 7, 2015199Jan 20, 201677May 10, 2016276
-14.33%Sep 17, 201222Oct 17, 2012303Jan 2, 2014325
-10.99%Sep 25, 201864Dec 24, 201820Jan 24, 201984

Volatility

Volatility Chart

The current Atrium Mortgage Investment Corporation volatility is 3.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
3.78%
3.28%
AI.TO (Atrium Mortgage Investment Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Atrium Mortgage Investment Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Annual
Quarterly
0.0

Income Statement

Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly
TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items