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ADAM vs. LFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ADAM vs. LFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adamas Trust, Inc (ADAM) and Lument Finance Trust, Inc. (LFT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ADAM achieves a 72.44% return, which is significantly higher than LFT's -26.79% return. Over the past 10 years, ADAM has outperformed LFT with an annualized return of 4.54%, while LFT has yielded a comparatively lower -3.37% annualized 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%

LFT

1D
-2.91%
1M
-12.28%
YTD
-26.79%
6M
-27.77%
1Y
-54.81%
3Y*
-8.68%
5Y*
-15.79%
10Y*
-3.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADAM vs. LFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADAM
Adamas Trust, Inc
72.44%36.49%-19.27%-5.45%-20.80%10.70%-36.23%20.32%8.95%6.02%
LFT
Lument Finance Trust, Inc.
-26.79%-39.33%29.40%38.64%-45.07%28.63%15.69%23.31%-22.06%-9.69%

Correlation

The correlation between ADAM and LFT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2013

0.31

The correlation between ADAM and LFT shifts across timeframes, from 0.29 (5 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ADAM:

$840.51M

LFT:

$52.40M

EPS

ADAM:

$1.70

LFT:

-$0.06

PS Ratio

ADAM:

1.17

LFT:

0.92

PB Ratio

ADAM:

0.92

LFT:

0.33

Total Revenue (TTM)

ADAM:

$713.66M

LFT:

$56.81M

Gross Profit (TTM)

ADAM:

$546.72M

LFT:

$63.50M

EBITDA (TTM)

ADAM:

$477.31M

LFT:

$37.56M

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Return for Risk

ADAM vs. LFT — Risk / Return Rank

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

ADAM
ADAM Risk / Return Rank: 9494
Overall Rank
ADAM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ADAM Sortino Ratio Rank: 9696
Sortino Ratio Rank
ADAM Omega Ratio Rank: 9595
Omega Ratio Rank
ADAM Calmar Ratio Rank: 9494
Calmar Ratio Rank
ADAM Martin Ratio Rank: 9696
Martin Ratio Rank

LFT
LFT Risk / Return Rank: 33
Overall Rank
LFT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
LFT Sortino Ratio Rank: 33
Sortino Ratio Rank
LFT Omega Ratio Rank: 44
Omega Ratio Rank
LFT Calmar Ratio Rank: 11
Calmar Ratio Rank
LFT Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADAM vs. LFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adamas Trust, Inc (ADAM) and Lument Finance Trust, Inc. (LFT). 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.


ADAMLFTDifference
Sharpe ratioReturn per unit of total volatility

+3.48

Sortino ratioReturn per unit of downside risk

+6.07

Omega ratioGain probability vs. loss probability

1.53

0.78

+0.76

Calmar ratioReturn relative to maximum drawdown

6.23

-1.00

+7.23

Martin ratioReturn relative to average drawdown

19.77

-1.57

+21.34

ADAM vs. LFT - Sharpe Ratio Comparison

The current ADAM Sharpe Ratio is 2.32, which is higher than the LFT Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of ADAM and LFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ADAM vs. LFT - Drawdown Comparison

The maximum ADAM drawdown since its inception was -97.94%, which is greater than LFT's maximum drawdown of -81.57%. Use the drawdown chart below to compare losses from any high point for ADAM and LFT.


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Drawdown Indicators


ADAMLFTDifference

Max Drawdown

Largest peak-to-trough decline

-97.94%

-81.57%

-16.37%

Max Drawdown (1Y)

Largest decline over 1 year

-17.07%

-55.07%

+38.00%

Max Drawdown (3Y)

Largest decline over 3 years

-42.20%

-59.51%

+17.31%

Max Drawdown (5Y)

Largest decline over 5 years

-57.26%

-59.51%

+2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-84.01%

-77.00%

-7.01%

Current Drawdown

Current decline from peak

-59.82%

-61.22%

+1.40%

Average Drawdown

Average peak-to-trough decline

-73.65%

-33.00%

-40.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

34.92%

-29.55%

Volatility

ADAM vs. LFT - Volatility Comparison

Adamas Trust, Inc (ADAM) has a higher volatility of 29.43% compared to Lument Finance Trust, Inc. (LFT) at 13.71%. This indicates that ADAM's price experiences larger fluctuations and is considered to be riskier than LFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADAMLFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.43%

13.71%

+15.72%

Volatility (6M)

Calculated over the trailing 6-month period

37.88%

33.38%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

45.89%

47.45%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.69%

35.31%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.40%

41.48%

+7.92%

Dividends

ADAM vs. LFT - Dividend Comparison

ADAM's dividend yield for the trailing twelve months is around 35.33%, more than LFT's 18.00% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
LFT
Lument Finance Trust, Inc.
18.00%15.60%15.50%11.16%12.63%9.38%11.16%9.13%9.79%13.75%41.20%24.73%

Financials

ADAM vs. LFT - Financials Comparison

This section allows you to compare key financial metrics between Adamas Trust, Inc and Lument Finance 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


0.0050.00M100.00M150.00M200.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
229.24M
0
(ADAM) Total Revenue
(LFT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ADAM and LFT have a correlation of 0.42, 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 LFT (13.71%). In terms of maximum drawdown, ADAM dropped -97.94% vs LFT's -81.57%.

ADAM currently has the higher Sharpe Ratio (2.32 vs -1.16), 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.

Portfolio Optimizer

Find the right allocation for ADAM and LFT

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