PortfoliosLab logoPortfoliosLab logo
TPG Mortgage Investment Trust 9.50% Senior Notes d...
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

Highlights

Market Cap
$771.94M
Enterprise Value
$9.62B
EPS (TTM)
$1.59
PE Ratio
15.63
Total Revenue (TTM)
$379.54M
Gross Profit (TTM)
$358.00M
EBITDA (TTM)
$264.82M
Year Range
$21.50 - $26.25
ROA (TTM)
0.56%
ROE (TTM)
8.68%

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TPG Mortgage Investment Trust 9.50% Senior Notes due 2029, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 (MITN) has returned -0.05% so far this year and 9.13% over the past 12 months.


TPG Mortgage Investment Trust 9.50% Senior Notes due 2029

1D
-0.12%
1M
-1.62%
YTD
-0.05%
6M
2.68%
1Y
9.13%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 6, 2024, MITN's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.

Historically, 77% of months were positive and 23% were negative. The best month was Jan 2025 with a return of +2.2%, while the worst month was Mar 2026 at -1.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.

On a daily basis, MITN closed higher 52% of trading days. The best single day was Apr 8, 2025 with a return of +1.4%, while the worst single day was Apr 4, 2025 at -2.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.16%0.44%-1.62%-0.05%
20252.22%0.08%-0.28%1.28%2.04%0.59%0.51%2.22%-0.49%1.11%0.04%1.56%11.39%
2024-0.60%1.20%1.90%-0.04%0.28%1.31%1.06%1.61%-0.10%0.56%0.26%7.67%

Benchmark Metrics

TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 has an annualized alpha of 8.32%, beta of 0.04, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since February 07, 2024.

  • This stock captured 26.00% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -18.48%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.04 may look defensive, but with R² of 0.02 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.02 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
8.32%
Beta
0.04
0.02
Upside Capture
26.00%
Downside Capture
-18.48%

Return for Risk

Risk / Return Rank

MITN ranks 86 for risk / return — in the top 86% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


MITN Risk / Return Rank: 8686
Overall Rank
MITN Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MITN Sortino Ratio Rank: 8181
Sortino Ratio Rank
MITN Omega Ratio Rank: 8686
Omega Ratio Rank
MITN Calmar Ratio Rank: 8484
Calmar Ratio Rank
MITN Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 (MITN) and compare them to a chosen benchmark (S&P 500 Index).


MITNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.90

+0.71

Sortino ratio

Return per unit of downside risk

2.20

1.39

+0.82

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratio

Return relative to maximum drawdown

2.81

1.40

+1.41

Martin ratio

Return relative to average drawdown

13.39

6.61

+6.78

Explore MITN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 provided a 9.56% dividend yield over the last twelve months, with an annual payout of $2.38 per share.


7.50%8.00%8.50%9.00%$0.00$0.50$1.00$1.50$2.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$2.38$2.38$1.91

Dividend yield

9.56%9.33%7.59%

Monthly Dividends

The table displays the monthly dividend distributions for TPG Mortgage Investment Trust 9.50% Senior Notes due 2029. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.59$0.00$0.00$0.59
2025$0.59$0.00$0.00$0.00$0.59$0.00$0.00$0.59$0.00$0.59$0.00$0.00$2.38
2024$0.72$0.00$0.00$0.00$0.59$0.00$0.00$0.59$0.00$1.91

Dividend Yield & Payout


Dividend Yield

TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 has a dividend yield of 9.56%, which means its dividend payment is significantly above the market average.

Payout Ratio

TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 has a payout ratio of 77.46%, which is quite average when compared to the overall market. This suggests that TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the TPG Mortgage Investment Trust 9.50% Senior Notes due 2029. 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 TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 was 3.28%, occurring on Apr 7, 2025. Recovery took 13 trading sessions.

The current TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 drawdown is 2.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.28%Apr 3, 20253Apr 7, 202513Apr 25, 202516
-2.72%Mar 13, 202611Mar 27, 2026
-1.6%Apr 4, 20246Apr 11, 20249Apr 24, 202415
-1.18%Aug 27, 202520Sep 24, 202524Oct 28, 202544
-1.15%May 16, 20246May 23, 202426Jul 2, 202432

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Financials

Financial Performance

The chart below illustrates the trends in the financial health of TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 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 overview of how TPG Mortgage Investment Trust 9.50% Senior Notes due 2029 is priced in the market compared to other companies in the REIT—Mortgage industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for MITN, comparing it with other companies in the REIT—Mortgage industry. Currently, MITN has a P/E ratio of 15.6. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for MITN relative to other companies in the REIT—Mortgage industry. Currently, MITN has a P/S ratio of 2.0. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for MITN in comparison with other companies in the REIT—Mortgage industry. Currently, MITN has a P/B value of 2.3. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

Income Statement



TTM
Revenue

Total Revenue

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