ADAM vs. AOMR
ADAM (Adamas Trust, Inc) and AOMR (Angel Oak Mortgage, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, ADAM returned 4.23%/yr vs -2.80%/yr for AOMR. At a 0.42 correlation, their price movements are largely independent.
Performance
ADAM vs. AOMR - Performance Comparison
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Returns By Period
In the year-to-date period, ADAM achieves a 72.44% return, which is significantly higher than AOMR's 5.77% return.
ADAM
- 1D
- 1.11%
- 1M
- 37.10%
- YTD
- 72.44%
- 6M
- 73.87%
- 1Y
- 105.72%
- 3Y*
- 19.86%
- 5Y*
- 4.23%
- 10Y*
- 4.54%
AOMR
- 1D
- -0.12%
- 1M
- 4.55%
- YTD
- 5.77%
- 6M
- 4.55%
- 1Y
- 7.62%
- 3Y*
- 17.24%
- 5Y*
- -2.80%
- 10Y*
- —
ADAM vs. AOMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ADAM Adamas Trust, Inc | 72.44% | 36.49% | -19.27% | -5.45% | -20.80% | -15.38% |
AOMR Angel Oak Mortgage, Inc. | 5.77% | 6.20% | -1.89% | 159.86% | -67.27% | -10.21% |
Correlation
The correlation between ADAM and AOMR is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021 | 0.42 |
The correlation between ADAM and AOMR shifts across timeframes, from 0.42 (5 years) to 0.59 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ADAM:
$840.51M
AOMR:
$209.20M
ADAM:
$1.70
AOMR:
$0.66
ADAM:
5.37
AOMR:
12.88
ADAM:
1.17
AOMR:
3.39
ADAM:
0.92
AOMR:
0.81
ADAM:
$713.66M
AOMR:
$61.18M
ADAM:
$546.72M
AOMR:
$51.68M
ADAM:
$477.31M
AOMR:
$39.68M
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Return for Risk
ADAM vs. AOMR — Risk / Return Rank
ADAM
AOMR
ADAM vs. AOMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adamas Trust, Inc (ADAM) and Angel Oak Mortgage, Inc. (AOMR). 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.
| ADAM | AOMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.00 | ||
| Sortino ratioReturn per unit of downside risk | +3.55 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.07 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 6.23 | 0.49 | +5.74 |
| Martin ratioReturn relative to average drawdown | 19.77 | 0.99 | +18.78 |
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Drawdowns
ADAM vs. AOMR - Drawdown Comparison
The maximum ADAM drawdown since its inception was -97.94%, which is greater than AOMR's maximum drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for ADAM and AOMR.
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Drawdown Indicators
| ADAM | AOMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.94% | -71.21% | -26.73% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -15.57% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -42.20% | -37.21% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -57.26% | -71.21% | +13.95% |
Max Drawdown (10Y)Largest decline over 10 years | -84.01% | — | — |
Current DrawdownCurrent decline from peak | -59.82% | -16.51% | -43.31% |
Average DrawdownAverage peak-to-trough decline | -73.65% | -23.37% | -50.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 7.73% | -2.36% |
Volatility
ADAM vs. AOMR - Volatility Comparison
Adamas Trust, Inc (ADAM) has a higher volatility of 29.43% compared to Angel Oak Mortgage, Inc. (AOMR) at 6.91%. This indicates that ADAM's price experiences larger fluctuations and is considered to be riskier than AOMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADAM | AOMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.43% | 6.91% | +22.52% |
Volatility (6M)Calculated over the trailing 6-month period | 37.88% | 16.19% | +21.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.89% | 23.80% | +22.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.69% | 38.62% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.40% | 38.61% | +10.79% |
Dividends
ADAM vs. AOMR - Dividend Comparison
ADAM's dividend yield for the trailing twelve months is around 35.33%, more than AOMR's 15.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADAM Adamas Trust, Inc | 35.33% | 11.78% | 13.20% | 14.07% | 15.62% | 10.75% | 6.10% | 12.84% | 13.58% | 12.97% | 14.55% | 19.14% |
AOMR Angel Oak Mortgage, Inc. | 15.15% | 14.87% | 13.79% | 12.08% | 35.31% | 2.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ADAM vs. AOMR - Financials Comparison
This section allows you to compare key financial metrics between Adamas Trust, Inc and Angel Oak Mortgage, 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
ADAM and AOMR have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADAM has higher volatility (29.43%) compared to AOMR (6.91%). In terms of maximum drawdown, ADAM dropped -97.94% vs AOMR's -71.21%.
ADAM currently has the higher Sharpe Ratio (2.32 vs 0.32), 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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