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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.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
-25.94%
246.63%
ACRE
BXMT

Key characteristics

Sharpe Ratio

ACRE:

-0.82

BXMT:

0.57

Sortino Ratio

ACRE:

-1.05

BXMT:

0.92

Omega Ratio

ACRE:

0.87

BXMT:

1.12

Calmar Ratio

ACRE:

-0.45

BXMT:

0.20

Martin Ratio

ACRE:

-1.48

BXMT:

2.37

Ulcer Index

ACRE:

21.44%

BXMT:

6.75%

Daily Std Dev

ACRE:

38.85%

BXMT:

28.00%

Max Drawdown

ACRE:

-75.68%

BXMT:

-97.98%

Current Drawdown

ACRE:

-64.40%

BXMT:

-73.49%

Fundamentals

Market Cap

ACRE:

$227.11M

BXMT:

$3.29B

EPS

ACRE:

-$0.64

BXMT:

-$0.46

PEG Ratio

ACRE:

2.57

BXMT:

254.80

PS Ratio

ACRE:

2.59

BXMT:

26.35

PB Ratio

ACRE:

0.42

BXMT:

0.89

Total Revenue (TTM)

ACRE:

$62.06M

BXMT:

$814.69M

Gross Profit (TTM)

ACRE:

$46.51M

BXMT:

$665.99M

EBITDA (TTM)

ACRE:

$25.54M

BXMT:

$437.23M

Returns By Period

In the year-to-date period, ACRE achieves a -27.74% return, which is significantly lower than BXMT's 9.95% return. Over the past 10 years, ACRE has underperformed BXMT with an annualized return of -0.59%, while BXMT has yielded a comparatively higher 4.29% annualized return.


ACRE

YTD

-27.74%

1M

1.98%

6M

-29.75%

1Y

-31.08%

5Y*

-1.47%

10Y*

-0.59%

BXMT

YTD

9.95%

1M

1.85%

6M

6.99%

1Y

14.94%

5Y*

5.61%

10Y*

4.29%

*Annualized

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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 1313
Overall Rank
The Sharpe Ratio Rank of ACRE is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of ACRE is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ACRE is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ACRE is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ACRE is 88
Martin Ratio Rank

BXMT
The Risk-Adjusted Performance Rank of BXMT is 6666
Overall Rank
The Sharpe Ratio Rank of BXMT is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BXMT is 6262
Sortino Ratio Rank
The Omega Ratio Rank of BXMT is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BXMT is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BXMT is 7575
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 -0.82, which is lower than the BXMT Sharpe Ratio of 0.57. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.82
0.57
ACRE
BXMT

Dividends

ACRE vs. BXMT - Dividend Comparison

ACRE's dividend yield for the trailing twelve months is around 21.84%, more than BXMT's 10.86% yield.


TTM20242023202220212020201920182017201620152014
ACRE
Ares Commercial Real Estate Corporation
21.84%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.
10.86%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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2025FebruaryMarchAprilMay
-64.40%
-20.74%
ACRE
BXMT

Volatility

ACRE vs. BXMT - Volatility Comparison

Ares Commercial Real Estate Corporation (ACRE) has a higher volatility of 17.42% compared to Blackstone Mortgage Trust, Inc. (BXMT) at 11.40%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%December2025FebruaryMarchAprilMay
17.42%
11.40%
ACRE
BXMT

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
17.51M
126.95M
(ACRE) Total Revenue
(BXMT) Total Revenue
Values in USD except per share items

ACRE vs. BXMT - Profitability Comparison

The chart below illustrates the profitability comparison between Ares Commercial Real Estate Corporation and Blackstone Mortgage Trust, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%100.0%20212022202320242025
100.0%
100.0%
(ACRE) Gross Margin
(BXMT) Gross Margin
ACRE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ares Commercial Real Estate Corporation reported a gross profit of 17.51M and revenue of 17.51M. Therefore, the gross margin over that period was 100.0%.

BXMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Blackstone Mortgage Trust, Inc. reported a gross profit of 126.95M and revenue of 126.95M. Therefore, the gross margin over that period was 100.0%.

ACRE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ares Commercial Real Estate Corporation reported an operating income of 15.00M and revenue of 17.51M, resulting in an operating margin of 85.7%.

BXMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Blackstone Mortgage Trust, Inc. reported an operating income of 114.28M and revenue of 126.95M, resulting in an operating margin of 90.0%.

ACRE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ares Commercial Real Estate Corporation reported a net income of -10.66M and revenue of 17.51M, resulting in a net margin of -60.9%.

BXMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Blackstone Mortgage Trust, Inc. reported a net income of -357.00K and revenue of 126.95M, resulting in a net margin of -0.3%.