ADAM vs. ORC
ADAM (Adamas Trust, Inc) and ORC (Orchid Island Capital, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, ADAM returned 4.54%/yr vs -3.30%/yr for ORC. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
ADAM vs. ORC - 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 ORC's 0.49% return. Over the past 10 years, ADAM has outperformed ORC with an annualized return of 4.54%, while ORC has yielded a comparatively lower -3.30% 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%
ORC
- 1D
- 1.36%
- 1M
- 0.26%
- YTD
- 0.49%
- 6M
- 0.23%
- 1Y
- 15.51%
- 3Y*
- 4.64%
- 5Y*
- -8.40%
- 10Y*
- -3.30%
ADAM vs. ORC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADAM Adamas Trust, Inc | 72.44% | 36.49% | -19.27% | -5.45% | -20.80% | 10.70% | -36.23% | 20.32% | 8.95% | 6.02% |
ORC Orchid Island Capital, Inc. | 0.49% | 12.66% | 9.87% | -3.10% | -41.63% | 0.07% | 4.75% | 6.68% | -20.38% | 1.07% |
Correlation
The correlation between ADAM and ORC is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2013 | 0.53 |
The correlation between ADAM and ORC shifts across timeframes, from 0.53 (all time) to 0.65 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ADAM:
$840.51M
ORC:
$1.27B
ADAM:
$1.70
ORC:
$0.85
ADAM:
5.37
ORC:
7.85
ADAM:
1.17
ORC:
5.61
ADAM:
0.92
ORC:
0.91
ADAM:
$713.66M
ORC:
$181.13M
ADAM:
$546.72M
ORC:
$87.42M
ADAM:
$477.31M
ORC:
$197.11M
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Return for Risk
ADAM vs. ORC — Risk / Return Rank
ADAM
ORC
ADAM vs. ORC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adamas Trust, Inc (ADAM) and Orchid Island Capital, Inc. (ORC). 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 | ORC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.14 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 6.23 | 0.94 | +5.29 |
| Martin ratioReturn relative to average drawdown | 19.77 | 2.14 | +17.63 |
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Drawdowns
ADAM vs. ORC - Drawdown Comparison
The maximum ADAM drawdown since its inception was -97.94%, which is greater than ORC's maximum drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for ADAM and ORC.
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Drawdown Indicators
| ADAM | ORC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.94% | -75.77% | -22.17% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -16.58% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -42.20% | -43.06% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -57.26% | -65.50% | +8.24% |
Max Drawdown (10Y)Largest decline over 10 years | -84.01% | -75.77% | -8.24% |
Current DrawdownCurrent decline from peak | -59.82% | -45.82% | -14.00% |
Average DrawdownAverage peak-to-trough decline | -73.65% | -28.85% | -44.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 7.28% | -1.91% |
Volatility
ADAM vs. ORC - Volatility Comparison
Adamas Trust, Inc (ADAM) has a higher volatility of 29.43% compared to Orchid Island Capital, Inc. (ORC) at 6.40%. This indicates that ADAM's price experiences larger fluctuations and is considered to be riskier than ORC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADAM | ORC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.43% | 6.40% | +23.03% |
Volatility (6M)Calculated over the trailing 6-month period | 37.88% | 17.76% | +20.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.89% | 21.41% | +24.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.69% | 29.78% | +7.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.40% | 37.71% | +11.69% |
Dividends
ADAM vs. ORC - Dividend Comparison
ADAM's dividend yield for the trailing twelve months is around 35.33%, more than ORC's 20.90% 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% |
ORC Orchid Island Capital, Inc. | 20.90% | 20.00% | 18.51% | 21.35% | 29.67% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% |
Financials
ADAM vs. ORC - Financials Comparison
This section allows you to compare key financial metrics between Adamas Trust, Inc and Orchid Island 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
ADAM and ORC have a correlation of 0.62, 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 ORC (6.40%). In terms of maximum drawdown, ADAM dropped -97.94% vs ORC's -75.77%.
ADAM currently has the higher Sharpe Ratio (2.32 vs 0.73), 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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