- ISIN
- US70931T1034
- CUSIP
- 70931T103
- Sector
- Real Estate
- Industry
- REIT - Mortgage
- IPO Date
- Jul 30, 2009
Highlights
- Market Cap
- $822.32M
- Enterprise Value
- $31.91B
- EPS (TTM)
- $1.91
- PE Ratio
- 4.94
- PEG Ratio
- 0.04
- Total Revenue (TTM)
- $1.56B
- Gross Profit (TTM)
- $1.23B
- EBITDA (TTM)
- $972.47M
- Year Range
- $9.05 - $13.81
- Target Price
- $10.00
- ROA (TTM)
- 0.66%
- ROE (TTM)
- 8.97%
- Avg. Volume (1M)
- 2M
- Avg. Volume Value (1M)
- $16.87M
Share Price Chart
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Performance
PMT Performance Chart
PennyMac Mortgage Investment Trust (PMT) is down 9.2% since the beginning of the year. At $9 per share, PMT is trading 31.7% below its 52-week high of $14. Investors who bought $1,000 worth of PMT shares 5 years ago would now be looking at an investment worth $1,002.
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Returns By Period
PennyMac Mortgage Investment Trust (PMT) has returned -9.21% so far this year and 2.98% over the past 12 months. Over the last ten years, PMT has returned 7.17% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
PennyMac Mortgage Investment Trust
- 1D
- 7.80%
- 1M
- -3.46%
- 6M
- -3.69%
- YTD
- -9.21%
- 1Y
- 2.98%
- 3Y*
- 6.60%
- 5Y*
- 0.04%
- 10Y*
- 7.17%
- ALL TIME*
- 7.40%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
PMT Monthly Returns History
Based on dividend-adjusted daily data since Jul 30, 2009, PMT's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 60% of months were positive and 40% were negative. The best month was Jun 2020 with a return of +59.2%, while the worst month was Mar 2020 at -48.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PMT closed higher 52% of trading days. The best single day was Mar 25, 2020 with a return of +80.6%, while the worst single day was Mar 18, 2020 at -34.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.74% | 3.63% | -4.89% | 8.06% | -14.12% | 13.81% | -7.48% | -9.21% | |||||
| 2025 | 8.02% | 7.72% | 0.00% | -9.49% | -4.36% | 4.72% | -5.44% | 4.41% | -0.41% | 1.52% | 6.64% | 0.83% | 13.23% |
| 2024 | -4.08% | -1.46% | 3.89% | -2.87% | -1.23% | 0.51% | 2.96% | 3.20% | 0.35% | -2.74% | 0.82% | -4.42% | -5.38% |
| 2023 | 23.08% | -14.56% | -5.37% | 4.17% | -6.36% | 15.81% | -2.39% | 4.93% | -7.53% | 5.43% | 10.99% | 9.25% | 36.11% |
| 2022 | 2.83% | -12.46% | 8.27% | -6.42% | 5.48% | -14.52% | 14.76% | -3.32% | -20.67% | 22.69% | 10.09% | -16.19% | -18.07% |
| 2021 | -1.93% | 9.97% | 3.32% | 4.70% | -2.24% | 7.45% | -4.17% | -1.57% | 1.44% | 4.73% | -13.80% | 2.48% | 8.47% |
Benchmark Metrics
PennyMac Mortgage Investment Trust has an annualized alpha of 2.38%, beta of 0.85, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since July 30, 2009.
- This stock participated in 104.32% of S&P 500 Index downside but only 81.65% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.15 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
- 2.38%
- Beta
- 0.85
- R²
- 0.15
- Upside Capture
- 81.65%
- Downside Capture
- 104.32%
Return for Risk
Risk / Return Rank
PMT ranks 46 for risk / return — above 46% of stocks peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for PennyMac Mortgage Investment Trust (PMT) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PMT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.25 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 2.00 | -1.89 |
| Martin ratioReturn relative to average drawdown | 0.26 | 8.49 | -8.23 |
Dividends
Dividend History
PennyMac Mortgage Investment Trust provided a 28.57% dividend yield over the last twelve months, with an annual payout of $2.69 per share. The company has been increasing its dividends for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.69 | $1.60 | $1.60 | $1.60 | $1.81 | $1.88 | $1.52 | $1.88 | $1.88 | $1.88 | $1.88 | $2.16 |
Dividend yield | 28.57% | 12.75% | 12.71% | 10.70% | 14.61% | 10.85% | 8.64% | 8.43% | 10.10% | 11.70% | 11.48% | 14.15% |
Monthly Dividends
The table displays the monthly dividend distributions for PennyMac Mortgage Investment Trust. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.40 | $0.00 | $0.53 | $0.96 | $1.89 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.40 | $1.60 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.40 | $1.60 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.40 | $1.60 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.47 | $0.00 | $0.40 | $1.81 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.47 | $0.00 | $0.47 | $1.88 |
Dividend Yield & Payout
Dividend Yield
PennyMac Mortgage Investment Trust has a dividend yield of 28.57%, which means its dividend payment is significantly above the market average.
Payout Ratio
PennyMac Mortgage Investment Trust has a payout ratio of 108.97%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the PennyMac Mortgage Investment Trust. 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 PennyMac Mortgage Investment Trust was 75.90%, occurring on Mar 18, 2020. Recovery took 317 trading sessions.
The current PennyMac Mortgage Investment Trust drawdown is 17.50%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-75.90%Mar 2020 | 1mo 7d | 1y 3mo | 1y 4moFeb 2020 - Jun 2021 | COVID crash2020 |
-44.92%Feb 2016 | 1y 7d | 1y 1mo | 2y 2moFeb 2015 - Apr 2017 | — |
-39.81%Oct 2022 | 11mo 23d | 1y 2mo | 2y 2moOct 2021 - Dec 2023 | Bear market2022 |
-30.15%Jun 2013 | 5mo 2d | 1y 7mo | 2y 11dJan 2013 - Feb 2015 | — |
-26.14%Jun 2026 | 4mo 21d | — | 6mo 15dJan 2026 - now | — |
Drawdown Indicators
| PMT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.90% | -56.78% | -19.12% |
Max Drawdown (1Y)Largest decline over 1 year | -26.14% | -9.10% | -17.04% |
Max Drawdown (3Y)Largest decline over 3 years | -26.14% | -18.90% | -7.24% |
Max Drawdown (5Y)Largest decline over 5 years | -39.81% | -25.43% | -14.38% |
Max Drawdown (10Y)Largest decline over 10 years | -75.90% | -33.92% | -41.98% |
Current DrawdownCurrent decline from peak | -17.50% | -1.58% | -15.92% |
Average DrawdownAverage peak-to-trough decline | -11.62% | -10.70% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.90% | 2.14% | +9.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of PennyMac Mortgage Investment Trust over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how PennyMac Mortgage Investment Trust 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 PMT, comparing it with other companies in the REIT - Mortgage industry. Currently, PMT has a P/E ratio of 4.9. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.
PEG Ratio
The chart shows the Price/Earnings to Growth (PEG) ratio for PMT compared to other companies in the REIT - Mortgage industry. PMT currently has a PEG ratio of 0.0. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for PMT relative to other companies in the REIT - Mortgage industry. Currently, PMT has a P/S ratio of 0.5. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for PMT in comparison with other companies in the REIT - Mortgage industry. Currently, PMT has a P/B value of 0.6. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.
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 | — |
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