ADAM vs. SACH
ADAM (Adamas Trust, Inc) and SACH (Sachem Capital Corp.) 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 -8.36%/yr for SACH. At a 0.26 correlation, their price movements are largely independent.
Performance
ADAM vs. SACH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ADAM achieves a 72.44% return, which is significantly lower than SACH's 81.93% 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%
SACH
- 1D
- -2.26%
- 1M
- 49.20%
- YTD
- 81.93%
- 6M
- 81.93%
- 1Y
- 86.96%
- 3Y*
- -7.13%
- 5Y*
- -8.36%
- 10Y*
- —
ADAM vs. SACH - 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% | 6.18% |
SACH Sachem Capital Corp. | 81.93% | -9.17% | -60.54% | 29.48% | -35.83% | 52.67% | 7.94% | 19.39% | 15.66% | -14.69% |
Correlation
The correlation between ADAM and SACH is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2017 | 0.26 |
Over the past year, the correlation between ADAM and SACH has dropped to 0.04 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
Fundamentals
ADAM:
$840.51M
SACH:
$43.40M
ADAM:
$1.70
SACH:
-$0.04
ADAM:
1.17
SACH:
1.29
ADAM:
0.92
SACH:
0.26
ADAM:
$713.66M
SACH:
$33.56M
ADAM:
$546.72M
SACH:
$32.83M
ADAM:
$477.31M
SACH:
$18.86M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ADAM vs. SACH — Risk / Return Rank
ADAM
SACH
ADAM vs. SACH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adamas Trust, Inc (ADAM) and Sachem Capital Corp. (SACH). 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 | SACH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.40 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 6.23 | 3.18 | +3.05 |
| Martin ratioReturn relative to average drawdown | 19.77 | 6.93 | +12.84 |
Loading charts...
Drawdowns
ADAM vs. SACH - Drawdown Comparison
The maximum ADAM drawdown since its inception was -97.94%, which is greater than SACH's maximum drawdown of -80.30%. Use the drawdown chart below to compare losses from any high point for ADAM and SACH.
Loading charts...
Drawdown Indicators
| ADAM | SACH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.94% | -80.30% | -17.64% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -27.54% | +10.47% |
Max Drawdown (3Y)Largest decline over 3 years | -42.20% | -78.73% | +36.53% |
Max Drawdown (5Y)Largest decline over 5 years | -57.26% | -80.30% | +23.04% |
Max Drawdown (10Y)Largest decline over 10 years | -84.01% | — | — |
Current DrawdownCurrent decline from peak | -59.82% | -50.25% | -9.57% |
Average DrawdownAverage peak-to-trough decline | -73.65% | -29.78% | -43.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 12.59% | -7.22% |
Volatility
ADAM vs. SACH - Volatility Comparison
The current volatility for Adamas Trust, Inc (ADAM) is 29.43%, while Sachem Capital Corp. (SACH) has a volatility of 67.91%. This indicates that ADAM experiences smaller price fluctuations and is considered to be less risky than SACH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ADAM | SACH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.43% | 67.91% | -38.48% |
Volatility (6M)Calculated over the trailing 6-month period | 37.88% | 76.52% | -38.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.89% | 104.68% | -58.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.69% | 61.04% | -23.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.40% | 58.09% | -8.69% |
Dividends
ADAM vs. SACH - Dividend Comparison
ADAM's dividend yield for the trailing twelve months is around 35.33%, less than SACH's 71.74% 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% |
SACH Sachem Capital Corp. | 71.74% | 19.23% | 17.78% | 12.83% | 15.76% | 8.22% | 11.54% | 8.29% | 15.60% | 6.60% | 0.00% | 0.00% |
Financials
ADAM vs. SACH - Financials Comparison
This section allows you to compare key financial metrics between Adamas Trust, Inc and Sachem Capital Corp.. 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 SACH have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SACH has higher volatility (67.91%) compared to ADAM (29.43%). In terms of maximum drawdown, ADAM dropped -97.94% vs SACH's -80.30%.
ADAM currently has the higher Sharpe Ratio (2.32 vs 0.84), 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.
Find the right allocation for ADAM and SACH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer