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Two Harbors Investment Corp. (TWO)

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

TWOPrice Chart


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TWOPerformance

The chart shows the growth of $10,000 invested in Two Harbors Investment Corp. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,685 for a total return of roughly 66.85%. All prices are adjusted for splits and dividends.


TWO (Two Harbors Investment Corp.)
Benchmark (S&P 500)

TWOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-6.99%0.43%
6M-12.25%9.37%
YTD0.95%22.33%
1Y2.05%26.59%
5Y-5.70%15.74%
10Y3.05%14.46%

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 0.07. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


TWO (Two Harbors Investment Corp.)
Benchmark (S&P 500)

TWODividends

Two Harbors Investment Corp. granted a 11.35% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $0.68 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.68$0.50$1.67$1.88$1.73$1.52$1.70$1.70$1.92$2.61$2.44$2.26

Dividend yield

11.35%7.85%11.42%14.64%10.65%10.67%12.84%10.38%12.61%15.43%17.32%15.12%

TWODrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


TWO (Two Harbors Investment Corp.)
Benchmark (S&P 500)

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 Two Harbors Investment Corp. 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
-21.06%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 18.51%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


TWO (Two Harbors Investment Corp.)
Benchmark (S&P 500)

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