ACRE vs. IVR
ACRE (Ares Commercial Real Estate Corporation) and IVR (Invesco Mortgage Capital Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, ACRE returned 1.22%/yr vs -11.60%/yr for IVR. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
ACRE vs. IVR - Performance Comparison
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Returns By Period
In the year-to-date period, ACRE achieves a -0.26% return, which is significantly lower than IVR's 2.32% return. Over the past 10 years, ACRE has outperformed IVR with an annualized return of 1.22%, while IVR has yielded a comparatively lower -11.60% annualized return.
ACRE
- 1D
- 0.22%
- 1M
- -3.75%
- YTD
- -0.26%
- 6M
- -7.58%
- 1Y
- 8.41%
- 3Y*
- -11.85%
- 5Y*
- -9.67%
- 10Y*
- 1.22%
IVR
- 1D
- -0.62%
- 1M
- 2.83%
- YTD
- 2.32%
- 6M
- 1.70%
- 1Y
- 28.67%
- 3Y*
- 7.35%
- 5Y*
- -13.59%
- 10Y*
- -11.60%
ACRE vs. IVR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACRE Ares Commercial Real Estate Corporation | -0.26% | -7.92% | -34.00% | 15.56% | -20.44% | 34.30% | -13.84% | 32.33% | 10.33% | 1.93% |
IVR Invesco Mortgage Capital Inc. | 2.32% | 24.87% | 9.03% | -14.30% | -44.56% | -9.34% | -72.54% | 28.97% | -6.81% | 34.61% |
Correlation
The correlation between ACRE and IVR is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2012 | 0.51 |
The correlation between ACRE and IVR shifts across timeframes, from 0.46 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ACRE:
-$0.36
IVR:
$1.64
ACRE:
4.66
IVR:
1.84
ACRE:
$54.71M
IVR:
$215.91M
ACRE:
$25.31M
IVR:
$138.51M
ACRE:
$30.62M
IVR:
$246.65M
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Return for Risk
ACRE vs. IVR — Risk / Return Rank
ACRE
IVR
ACRE vs. IVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ares Commercial Real Estate Corporation (ACRE) and Invesco Mortgage Capital Inc. (IVR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACRE | IVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.23 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.74 | -1.26 |
| Martin ratioReturn relative to average drawdown | 0.97 | 4.65 | -3.68 |
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Drawdowns
ACRE vs. IVR - Drawdown Comparison
The maximum ACRE drawdown since its inception was -75.68%, smaller than the maximum IVR drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for ACRE and IVR.
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Drawdown Indicators
| ACRE | IVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -92.55% | +16.87% |
Max Drawdown (1Y)Largest decline over 1 year | -17.69% | -16.54% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -45.38% | -15.90% |
Max Drawdown (5Y)Largest decline over 5 years | -67.51% | -76.67% | +9.16% |
Max Drawdown (10Y)Largest decline over 10 years | -75.68% | -92.55% | +16.87% |
Current DrawdownCurrent decline from peak | -51.39% | -84.98% | +33.59% |
Average DrawdownAverage peak-to-trough decline | -19.90% | -35.94% | +16.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.71% | 6.19% | +2.52% |
Volatility
ACRE vs. IVR - Volatility Comparison
Ares Commercial Real Estate Corporation (ACRE) has a higher volatility of 10.73% compared to Invesco Mortgage Capital Inc. (IVR) at 4.84%. This indicates that ACRE's price experiences larger fluctuations and is considered to be riskier than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACRE | IVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.73% | 4.84% | +5.89% |
Volatility (6M)Calculated over the trailing 6-month period | 24.56% | 17.50% | +7.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.57% | 22.56% | +15.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.45% | 35.33% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.08% | 56.15% | -11.07% |
Dividends
ACRE vs. IVR - Dividend Comparison
ACRE's dividend yield for the trailing twelve months is around 12.99%, less than IVR's 20.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACRE Ares Commercial Real Estate Corporation | 12.99% | 12.55% | 16.98% | 13.13% | 13.61% | 9.63% | 11.08% | 8.33% | 8.90% | 8.37% | 7.57% | 8.74% |
IVR Invesco Mortgage Capital Inc. | 20.50% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
Financials
ACRE vs. IVR - Financials Comparison
This section allows you to compare key financial metrics between Ares Commercial Real Estate Corporation and Invesco Mortgage Capital 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ACRE and IVR have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACRE has higher volatility (10.73%) compared to IVR (4.84%). In terms of maximum drawdown, ACRE dropped -75.68% vs IVR's -92.55%.
IVR currently has the higher Sharpe Ratio (1.28 vs 0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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