ADAM vs. CIM
ADAM (Adamas Trust, Inc) and CIM (Chimera Investment Corporation) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, ADAM returned 2.03%/yr vs -1.22%/yr for CIM. At a 0.48 correlation, their price movements are largely independent.
Performance
ADAM vs. CIM - Performance Comparison
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Returns By Period
In the year-to-date period, ADAM achieves a 24.36% return, which is significantly higher than CIM's 9.61% return. Over the past 10 years, ADAM has outperformed CIM with an annualized return of 2.03%, while CIM has yielded a comparatively lower -1.22% annualized return.
ADAM
- 1D
- -2.87%
- 1M
- 1.03%
- YTD
- 24.36%
- 6M
- 23.09%
- 1Y
- 52.21%
- 3Y*
- 7.40%
- 5Y*
- -2.20%
- 10Y*
- 2.03%
CIM
- 1D
- -2.95%
- 1M
- -3.60%
- YTD
- 9.61%
- 6M
- 8.26%
- 1Y
- 10.98%
- 3Y*
- 5.92%
- 5Y*
- -11.53%
- 10Y*
- -1.22%
ADAM vs. CIM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADAM Adamas Trust, Inc | 24.36% | 36.49% | -19.27% | -5.45% | -20.80% | 10.70% | -36.23% | 20.32% | 8.95% | 6.02% |
CIM Chimera Investment Corporation | 9.61% | -0.65% | 3.61% | 2.95% | -57.95% | 60.73% | -42.97% | 27.65% | 7.71% | 17.30% |
Correlation
The correlation between ADAM and CIM is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2007 | 0.48 |
Over the past year, ADAM and CIM have become more correlated (0.75) than their long-term average of 0.48, meaning their price movements have been converging.
Fundamentals
ADAM:
$809.21M
CIM:
$1.10B
ADAM:
$1.70
CIM:
$0.23
ADAM:
5.17
CIM:
56.28
ADAM:
1.13
CIM:
2.17
ADAM:
0.88
CIM:
0.45
ADAM:
$713.66M
CIM:
$499.18M
ADAM:
$546.72M
CIM:
$465.68M
ADAM:
$477.31M
CIM:
$439.34M
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Return for Risk
ADAM vs. CIM — Risk / Return Rank
ADAM
CIM
ADAM vs. CIM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adamas Trust, Inc (ADAM) and Chimera Investment Corporation (CIM). 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.
| ADAM | CIM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.10 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 0.61 | +2.47 |
| Martin ratioReturn relative to average drawdown | 9.71 | 1.48 | +8.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADAM | CIM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.44 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | -0.33 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | -0.03 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | -0.05 | -0.04 |
Drawdowns
ADAM vs. CIM - Drawdown Comparison
The maximum ADAM drawdown since its inception was -97.94%, which is greater than CIM's maximum drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for ADAM and CIM.
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Drawdown Indicators
| ADAM | CIM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.94% | -89.69% | -8.25% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -18.18% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -42.20% | -35.80% | -6.40% |
Max Drawdown (5Y)Largest decline over 5 years | -58.24% | -69.09% | +10.85% |
Max Drawdown (10Y)Largest decline over 10 years | -84.01% | -72.35% | -11.66% |
Current DrawdownCurrent decline from peak | -71.02% | -59.94% | -11.08% |
Average DrawdownAverage peak-to-trough decline | -73.68% | -51.74% | -21.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.39% | 7.45% | -2.06% |
Volatility
ADAM vs. CIM - Volatility Comparison
Adamas Trust, Inc (ADAM) has a higher volatility of 7.30% compared to Chimera Investment Corporation (CIM) at 4.93%. This indicates that ADAM's price experiences larger fluctuations and is considered to be riskier than CIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADAM | CIM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 4.93% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 25.28% | 17.80% | +7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.76% | 25.31% | +6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.62% | 35.25% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.27% | 36.47% | +11.80% |
Dividends
ADAM vs. CIM - Dividend Comparison
ADAM's dividend yield for the trailing twelve months is around 10.13%, less than CIM's 11.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADAM Adamas Trust, Inc | 10.13% | 11.78% | 13.20% | 14.07% | 15.62% | 10.75% | 6.10% | 12.84% | 13.58% | 12.97% | 14.55% | 19.14% |
CIM Chimera Investment Corporation | 11.87% | 11.91% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 8.12% | 14.34% | 28.15% |
Financials
ADAM vs. CIM - Financials Comparison
This section allows you to compare key financial metrics between Adamas Trust, Inc and Chimera Investment Corporation. 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 CIM have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADAM has higher volatility (7.30%) compared to CIM (4.93%). In terms of maximum drawdown, ADAM dropped -97.94% vs CIM's -89.69%.
ADAM currently has the higher Sharpe Ratio (1.65 vs 0.44), 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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