Blackstone Mortgage Trust, Inc. (BXMT) Sharpe Ratio: 0.16

BXMT's Sharpe Ratio of 0.16 indicates that for each unit of volatility, it generates 0.16 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 11, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

BXMT Sharpe Ratio Rank

Average

BXMT ranks above 49.4% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

BXMT Sharpe Ratio Market Positioning

The chart shows BXMT's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): -0.43 or lower
Yellow zone (middle 50%): -0.43 to 1.02
Green zone (top 25%): 1.02 or higher
Top 1%: 4.91+
Median: 0.16 — half of all investments score higher

How it compares to other similar stocks

The table compares Blackstone Mortgage Trust, Inc.'s Sharpe Ratio with other stocks in the REIT - Mortgage industry across multiple time periods, showing how BXMT's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 11, 2026.

Symbol	Name	1Y Sharpe Ratio
AGNCP	AGNC Investment Corp. Series F Preferred Stock	2.46
AGNCN	AGNC Investment Corp.	2.19
AGNCM	AGNC Investment Corp.	1.81
ADAM	Adamas Trust, Inc	1.47
NLY	Annaly Capital Management, Inc.	1.41
AGNCL	AGNC Investment Corp	1.37
AGNC	AGNC Investment Corp.	1.32
DX	Dynex Capital, Inc.	1.21
AOMN	Angel Oak Mortgage REIT, Inc. 9.500% Senior Notes due 2029	1.20
IVR	Invesco Mortgage Capital Inc.	1.12
BXMT	Blackstone Mortgage Trust, Inc.	0.16

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Historical Sharpe Ratio

The chart shows BXMT's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BXMT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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