Chicago Atlantic Real Estate Finance, Inc. (REFI) Sharpe Ratio: -0.38

REFI's Sharpe Ratio of -0.38 indicates that for each unit of volatility, it generates -0.38 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 3, 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.

REFI Sharpe Ratio Rank

Below Average

REFI ranks above 23.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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 may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

REFI Sharpe Ratio Market Positioning

The chart shows REFI'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%): -0.37 or lower
Yellow zone (middle 50%): -0.37 to 1.19
Green zone (top 25%): 1.19 or higher
Top 1%: 6.05+
Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares Chicago Atlantic Real Estate Finance, Inc.'s Sharpe Ratio with other stocks in the REIT - Mortgage industry across multiple time periods, showing how REFI'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 3, 2026.

Symbol	Name	1Y Sharpe Ratio
NYMTM	New York Mortgage Trust, Inc.	2.79
AGNCP	AGNC Investment Corp. Series F Preferred Stock	2.57
AGNCN	AGNC Investment Corp.	2.31
NYMTL	New York Mortgage Trust, Inc.	2.29
AGNCM	AGNC Investment Corp.	2.03
ADAM	Adamas Trust, Inc	1.90
NYMTN	New York Mortgage Trust, Inc.	1.80
AGNC	AGNC Investment Corp.	1.71
NLY	Annaly Capital Management, Inc.	1.65
DX	Dynex Capital, Inc.	1.53
REFI	Chicago Atlantic Real Estate Finance, Inc.	-0.38

Benchmark Against

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Historical Sharpe Ratio

The chart shows REFI'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 REFI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does REFI fit in your portfolio?

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