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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 Dec 7, 2024

Company Info

ISIN

CA04964G1000

CUSIP

04964G100

Sector

Financial Services

Industry

Mortgage Finance

Highlights

Market Cap

CA$529.11M

EPS (TTM)

CA$1.05

PE Ratio

10.70

Total Revenue (TTM)

CA$73.49M

Gross Profit (TTM)

CA$75.99M

EBITDA (TTM)

CA$31.95M

Year Range

CA$9.06 - CA$11.75

Target Price

CA$13.04

Short %

0.22%

Short Ratio

5.46

Share Price Chart

Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Popular comparisons:
AI.TO vs. MKP.TO AI.TO vs. TF.TO
Popular comparisons:
AI.TO vs. MKP.TO AI.TO vs. TF.TO

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.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
162.83%
512.64%
AI.TO (Atrium Mortgage Investment Corporation)
Benchmark (^GSPC)

Returns By Period

Atrium Mortgage Investment Corporation had a return of 15.57% year-to-date (YTD) and 21.17% in the last 12 months. Over the past 10 years, Atrium Mortgage Investment Corporation had an annualized return of 7.55%, while the S&P 500 had an annualized return of 11.47%, indicating that Atrium Mortgage Investment Corporation did not perform as well as the benchmark.

AI.TO

YTD

15.57%

1M

2.53%

6M

5.58%

1Y

21.17%

5Y (annualized)

3.65%

10Y (annualized)

7.55%

^GSPC (Benchmark)

YTD

27.68%

1M

2.72%

6M

13.90%

1Y

32.81%

5Y (annualized)

14.15%

10Y (annualized)

11.47%

Monthly Returns

The table below presents the monthly returns of AI.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.84%3.09%3.22%-3.76%-1.54%-0.09%5.92%3.93%-0.35%-2.90%3.81%15.57%
20237.14%7.67%-1.31%-0.41%-6.08%2.54%3.02%-3.57%-3.63%-6.19%3.77%7.96%9.86%
20221.76%0.19%0.95%-8.90%3.62%-14.43%4.84%1.91%-9.79%0.31%5.22%-2.72%-17.73%
2021-1.56%4.88%1.82%5.77%3.60%3.14%0.11%0.59%-0.88%1.43%-6.02%4.77%18.44%
20201.20%-5.19%-32.40%10.80%12.44%-0.66%-6.04%3.39%1.53%-0.14%15.51%3.37%-5.58%
20194.23%2.03%0.49%2.09%0.56%-0.04%2.21%1.43%1.79%0.18%2.86%3.15%23.01%
2018-0.93%3.53%-2.64%2.65%0.99%2.67%5.10%3.24%0.03%-4.70%4.43%-6.18%7.71%
2017-1.62%1.71%3.20%-3.40%2.07%1.61%1.52%1.67%-1.99%1.10%1.93%2.81%10.87%
2016-4.20%2.42%5.73%1.66%2.58%0.20%3.97%2.21%-2.23%-1.06%1.94%0.93%14.65%
201510.32%2.62%0.56%0.57%-3.45%-2.43%4.91%-4.19%1.57%0.33%-3.18%2.41%9.53%
20141.93%3.55%-1.17%6.03%-6.70%2.47%2.43%2.30%1.13%2.07%3.50%-6.43%10.77%
20130.98%2.26%-0.02%-1.20%0.62%-2.68%-2.59%-0.03%4.11%-0.01%-0.41%5.90%6.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AI.TO is 80, placing it in the top 20% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of AI.TO is 8080
Overall Rank
The Sharpe Ratio Rank of AI.TO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AI.TO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AI.TO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AI.TO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AI.TO is 8181
Martin 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.

Sharpe ratio
The chart of Sharpe ratio for AI.TO, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.492.77
The chart of Sortino ratio for AI.TO, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.002.133.66
The chart of Omega ratio for AI.TO, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.51
The chart of Calmar ratio for AI.TO, currently valued at 1.14, compared to the broader market0.002.004.006.001.143.99
The chart of Martin ratio for AI.TO, currently valued at 6.17, compared to the broader market0.0010.0020.0030.006.1717.73
AI.TO
^GSPC

The current Atrium Mortgage Investment Corporation Sharpe ratio is 1.49. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Atrium Mortgage Investment Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.49
3.42
AI.TO (Atrium Mortgage Investment Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Atrium Mortgage Investment Corporation provided a 11.12% dividend yield over the last twelve months, with an annual payout of CA$1.25 per share. The company has been increasing its dividends for 11 consecutive years.

6.00%7.00%8.00%9.00%10.00%11.00%12.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
DividendCA$1.25CA$1.24CA$0.90CA$0.90CA$0.90CA$0.90CA$0.90CA$0.88CA$0.86CA$0.84CA$0.82CA$0.80

Dividend yield

11.12%11.79%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.00CA$0.88
2023CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.37CA$1.24
2022CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.90
2021CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.90
2020CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.90
2019CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.90
2018CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.90
2017CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.88
2016CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.86
2015CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.84
2014CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.82
2013CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.80

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%11.1%
Atrium Mortgage Investment Corporation has a dividend yield of 11.12%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%30.5%
Atrium Mortgage Investment Corporation has a payout ratio of 30.48%, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.10%
0
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 4.10%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.3%Feb 24, 202021Mar 23, 2020267Apr 15, 2021288
-25.87%Mar 30, 2022140Oct 19, 2022464Aug 23, 2024604
-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 2.39%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.39%
2.44%
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

Valuation

The Valuation section provides an assessment of the market value of Atrium Mortgage Investment Corporation compared to its peers in the Mortgage Finance industry.

PE Ratio
200.0400.0600.0800.01,000.010.7
The chart displays the price to earnings (P/E) ratio for AI.TO in comparison to other companies of the Mortgage Finance industry. Currently, AI.TO has a PE value of 10.7. This PE ratio falls in the average range for the industry.
PEG Ratio
-1.00.01.02.03.04.00.0
The chart displays the price to earnings to growth (PEG) ratio for AI.TO in comparison to other companies of the Mortgage Finance industry. Currently, AI.TO has a PEG value of 0.0. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Atrium Mortgage Investment Corporation.

Loading data...

Income Statement

TTM
Revenue

Total Revenue

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Cost Of Revenue

—

Gross Profit

—
Operating Expenses

Selling, General & Admin Expenses

—

R&D Expenses

—

Depreciation And Amortization

—

Total Operating Expenses

—
Income

Income Before Tax

—

Operating Income

—

EBITDA

—

EBIT

—

Earnings From Continuing Operations

—

Net Income

—

Income Tax Expense

—

Other Non-Operating Income (Expenses)

—

Extraordinary Items

—

Discontinued Operations

—

Effect Of Accounting Charges

—

Non Recurring

—

Minority Interest

—

Other Items

—

Interest Income

—

Interest Expense

—

Net Interest Income

—
Values in undefined except per share items
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DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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