AKR vs. MITT

Last updated Jun 3, 2026

AKR (Acadia Realty Trust) and MITT (AG Mortgage Investment Trust, Inc.) are both stocks. Both are in the Real Estate sector — AKR in REIT - Retail, MITT in REIT - Mortgage. Over the past 10 years, AKR returned -0.60%/yr vs -6.63%/yr for MITT. At a 0.42 correlation, their price movements are largely independent.

Performance

AKR vs. MITT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acadia Realty Trust (AKR) and AG Mortgage Investment Trust, Inc. (MITT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AKR achieves a 7.81% return, which is significantly higher than MITT's -4.90% return. Over the past 10 years, AKR has outperformed MITT with an annualized return of -0.60%, while MITT has yielded a comparatively lower -6.63% annualized return.

AKR

• 1D: 0.97%
• 1M: 1.86%
• YTD: 7.81%
• 6M: 13.04%
• 1Y: 18.65%
• 3Y*: 22.63%
• 5Y*: 4.01%
• 10Y*: -0.60%

MITT

• 1D: 1.82%
• 1M: 0.26%
• YTD: -4.90%
• 6M: 1.22%
• 1Y: 21.91%
• 3Y*: 24.31%
• 5Y*: 1.96%
• 10Y*: -6.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AKR vs. MITT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AKR Acadia Realty Trust	7.81%	-11.52%	47.65%	24.36%	-31.18%	58.37%	-44.09%	13.78%	-9.40%	-13.13%
MITT AG Mortgage Investment Trust, Inc.	-4.90%	42.79%	17.10%	35.77%	-41.03%	24.12%	-80.68%	8.94%	-6.22%	23.62%

Correlation

The correlation between AKR and MITT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jul 1, 2011	0.42

The correlation between AKR and MITT shifts across timeframes, from 0.33 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS AKR : $1.65 MITT : $1.09
PE Ratio AKR : 13.26 MITT : 7.20
PS Ratio AKR : 5.00 MITT : 0.49
Total Revenue (TTM) AKR : $409.36M MITT : $492.91M
Gross Profit (TTM) AKR : $206.52M MITT : $464.48M
EBITDA (TTM) AKR : $319.25M MITT : $457.33M

Return for Risk

AKR vs. MITT — Risk / Return Rank

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

AKR

AKR Risk / Return Rank: 65
AKR Sharpe Ratio Rank: 67
AKR Sortino Ratio Rank: 60
AKR Omega Ratio Rank: 58
AKR Calmar Ratio Rank: 68
AKR Martin Ratio Rank: 72

MITT

MITT Risk / Return Rank: 62
MITT Sharpe Ratio Rank: 65
MITT Sortino Ratio Rank: 59
MITT Omega Ratio Rank: 57
MITT Calmar Ratio Rank: 65
MITT Martin Ratio Rank: 66

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.

AKR vs. MITT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acadia Realty Trust (AKR) and AG Mortgage Investment Trust, Inc. (MITT). 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.

	AKR	MITT	Difference
Sharpe ratio Return per unit of total volatility	0.87	0.78	+0.09
Sortino ratio Return per unit of downside risk	1.28	1.23	+0.06
Omega ratio Gain probability vs. loss probability	1.16	1.15	+0.01
Calmar ratio Return relative to maximum drawdown	1.49	1.27	+0.22
Martin ratio Return relative to average drawdown	4.46	3.19	+1.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AKR vs. MITT - Sharpe Ratio Comparison

The current AKR Sharpe Ratio is 0.87, which is comparable to the MITT Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of AKR and MITT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AKR	MITT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	0.78	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.06	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.02	-0.10	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	-0.04	+0.23

Drawdowns

AKR vs. MITT - Drawdown Comparison

The maximum AKR drawdown since its inception was -71.02%, smaller than the maximum MITT drawdown of -91.49%. Use the drawdown chart below to compare losses from any high point for AKR and MITT.

Drawdown Indicators

	AKR	MITT	Difference
Max Drawdown Largest peak-to-trough decline	-71.02%	-91.49%	+20.47%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	-20.74%	+8.33%
Max Drawdown (3Y) Largest decline over 3 years	-31.75%	-25.77%	-5.98%
Max Drawdown (5Y) Largest decline over 5 years	-43.82%	-71.11%	+27.29%
Max Drawdown (10Y) Largest decline over 10 years	-71.02%	-91.49%	+20.47%
Current Drawdown Current decline from peak	-15.49%	-71.74%	+56.25%
Average Drawdown Average peak-to-trough decline	-24.38%	-38.68%	+14.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.15%	8.23%	-4.08%

Volatility

AKR vs. MITT - Volatility Comparison

The current volatility for Acadia Realty Trust (AKR) is 5.37%, while AG Mortgage Investment Trust, Inc. (MITT) has a volatility of 6.40%. This indicates that AKR experiences smaller price fluctuations and is considered to be less risky than MITT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AKR	MITT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.37%	6.40%	-1.03%
Volatility (6M) Calculated over the trailing 6-month period	15.01%	19.86%	-4.85%
Volatility (1Y) Calculated over the trailing 1-year period	21.47%	28.44%	-6.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.07%	35.57%	-7.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.28%	67.65%	-33.37%

Dividends

AKR vs. MITT - Dividend Comparison

AKR's dividend yield for the trailing twelve months is around 3.65%, less than MITT's 11.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AKR Acadia Realty Trust	3.65%	3.89%	3.06%	4.24%	5.02%	2.75%	2.04%	4.36%	4.59%	3.84%	3.55%	2.93%
MITT AG Mortgage Investment Trust, Inc.	11.35%	9.98%	11.28%	11.34%	15.25%	7.90%	1.02%	12.32%	12.40%	10.52%	11.10%	17.72%

Financials

Frequently Asked Questions

Can I hold both AKR and MITT in my portfolio?

AKR and MITT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AKR or MITT?

MITT has higher volatility (6.40%) compared to AKR (5.37%). In terms of maximum drawdown, AKR dropped -71.02% vs MITT's -91.49%.

Which has better risk-adjusted returns?

AKR currently has the higher Sharpe Ratio (0.87 vs 0.78), 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.