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ACRE vs. BXMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACRE and BXMT is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ACRE vs. BXMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ares Commercial Real Estate Corporation (ACRE) and Blackstone Mortgage Trust, Inc. (BXMT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ACRE:

-0.49

BXMT:

0.71

Sortino Ratio

ACRE:

-0.43

BXMT:

0.97

Omega Ratio

ACRE:

0.95

BXMT:

1.13

Calmar Ratio

ACRE:

-0.27

BXMT:

0.22

Martin Ratio

ACRE:

-0.84

BXMT:

2.56

Ulcer Index

ACRE:

22.36%

BXMT:

6.74%

Daily Std Dev

ACRE:

41.26%

BXMT:

28.11%

Max Drawdown

ACRE:

-75.68%

BXMT:

-97.98%

Current Drawdown

ACRE:

-58.70%

BXMT:

-72.57%

Fundamentals

Market Cap

ACRE:

$269.53M

BXMT:

$3.34B

EPS

ACRE:

-$0.24

BXMT:

-$0.46

PEG Ratio

ACRE:

2.57

BXMT:

254.80

PS Ratio

ACRE:

4.02

BXMT:

27.16

PB Ratio

ACRE:

0.49

BXMT:

0.91

Total Revenue (TTM)

ACRE:

$25.76M

BXMT:

$814.69M

Gross Profit (TTM)

ACRE:

$25.76M

BXMT:

$665.99M

EBITDA (TTM)

ACRE:

$25.54M

BXMT:

$437.23M

Returns By Period

In the year-to-date period, ACRE achieves a -16.17% return, which is significantly lower than BXMT's 13.78% return. Over the past 10 years, ACRE has underperformed BXMT with an annualized return of 0.78%, while BXMT has yielded a comparatively higher 4.80% annualized return.


ACRE

YTD

-16.17%

1M

32.78%

6M

-27.75%

1Y

-20.04%

3Y*

-21.84%

5Y*

2.82%

10Y*

0.78%

BXMT

YTD

13.78%

1M

5.40%

6M

9.11%

1Y

19.79%

3Y*

-2.84%

5Y*

7.14%

10Y*

4.80%

*Annualized

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Blackstone Mortgage Trust, Inc.

Risk-Adjusted Performance

ACRE vs. BXMT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACRE
The Risk-Adjusted Performance Rank of ACRE is 2727
Overall Rank
The Sharpe Ratio Rank of ACRE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ACRE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ACRE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ACRE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ACRE is 3131
Martin Ratio Rank

BXMT
The Risk-Adjusted Performance Rank of BXMT is 6969
Overall Rank
The Sharpe Ratio Rank of BXMT is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of BXMT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of BXMT is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BXMT is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BXMT is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACRE vs. BXMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Commercial Real Estate Corporation (ACRE) and Blackstone Mortgage Trust, Inc. (BXMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ACRE Sharpe Ratio is -0.49, which is lower than the BXMT Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of ACRE and BXMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ACRE vs. BXMT - Dividend Comparison

ACRE's dividend yield for the trailing twelve months is around 18.83%, more than BXMT's 10.50% yield.


TTM20242023202220212020201920182017201620152014
ACRE
Ares Commercial Real Estate Corporation
18.83%16.98%9.94%10.01%7.08%11.08%8.33%8.90%8.37%7.57%8.74%8.71%
BXMT
Blackstone Mortgage Trust, Inc.
10.50%12.52%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%6.79%

Drawdowns

ACRE vs. BXMT - Drawdown Comparison

The maximum ACRE drawdown since its inception was -75.68%, smaller than the maximum BXMT drawdown of -97.98%. Use the drawdown chart below to compare losses from any high point for ACRE and BXMT. For additional features, visit the drawdowns tool.


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Volatility

ACRE vs. BXMT - Volatility Comparison

Ares Commercial Real Estate Corporation (ACRE) has a higher volatility of 16.49% compared to Blackstone Mortgage Trust, Inc. (BXMT) at 5.93%. This indicates that ACRE's price experiences larger fluctuations and is considered to be riskier than BXMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ACRE vs. BXMT - Financials Comparison

This section allows you to compare key financial metrics between Ares Commercial Real Estate Corporation and Blackstone Mortgage Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00M20212022202320242025
14.95M
126.95M
(ACRE) Total Revenue
(BXMT) Total Revenue
Values in USD except per share items