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Two Harbors Investment Corp.

TWO
Equity · Currency in USD
ISIN
US90187B4086
CUSIP
90187B408
Sector
Real Estate
Industry
REIT—Mortgage

TWOPrice Chart


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TWOPerformance

The chart shows the growth of $10,000 invested in TWO on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,546 for a total return of roughly 95.46%. All prices are adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%20122014201620182020
95.46%
259.57%
S&P 500

TWOReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.43%
YTD18.25%
6M42.97%
1Y68.34%
5Y0.33%
10Y4.64%

TWOMonthly Returns Heatmap


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TWOSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Two Harbors Investment Corp. Sharpe ratio is 3.45. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.0020122014201620182020
3.45

TWODividends

Two Harbors Investment Corp. granted a 9.10% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $0.67 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.67$0.50$1.67$1.88$1.73$1.52$1.70$1.70$1.92$2.61$2.44$2.26
Dividend yield
9.10%7.85%11.42%14.64%10.65%10.67%12.84%10.38%12.61%15.43%17.32%15.12%

TWODrawdowns Chart


-80.00%-60.00%-40.00%-20.00%0.00%20122014201620182020
-47.78%

TWOWorst Drawdowns

The table below shows the maximum drawdowns of the Two Harbors Investment Corp.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 84.71%, recorded on Apr 3, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-84.71%Feb 21, 202031Apr 3, 2020
-28.47%Apr 9, 2015214Feb 11, 2016210Dec 9, 2016424
-26.26%Mar 27, 2013101Aug 19, 2013395Mar 16, 2015496
-21.05%Jul 7, 201163Oct 4, 201194Feb 17, 2012157
-19.14%Jul 12, 2018115Dec 24, 2018209Oct 23, 2019324
-16.18%Oct 9, 201225Nov 14, 201232Jan 2, 201357
-13.54%Jan 5, 201098May 25, 201076Sep 13, 2010174
-13.51%Dec 29, 201725Feb 5, 201892Jun 18, 2018117
-8.72%Oct 6, 201722Nov 6, 201732Dec 21, 201754
-8.39%Mar 9, 201125Apr 12, 201151Jun 24, 201176

TWOVolatility Chart

Current Two Harbors Investment Corp. volatility is 16.52%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%100.00%200.00%300.00%400.00%500.00%20122014201620182020
16.52%

Portfolios with Two Harbors Investment Corp.


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