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AKR vs. MITT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AKR and MITT is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

AKR:

0.76

MITT:

0.49

Sortino Ratio

AKR:

1.27

MITT:

0.90

Omega Ratio

AKR:

1.16

MITT:

1.12

Calmar Ratio

AKR:

0.53

MITT:

0.20

Martin Ratio

AKR:

1.85

MITT:

1.81

Ulcer Index

AKR:

11.89%

MITT:

9.03%

Daily Std Dev

AKR:

26.44%

MITT:

29.41%

Max Drawdown

AKR:

-71.02%

MITT:

-91.49%

Current Drawdown

AKR:

-28.70%

MITT:

-77.63%

Fundamentals

Market Cap

AKR:

$2.70B

MITT:

$206.55M

EPS

AKR:

$0.17

MITT:

$0.89

PE Ratio

AKR:

113.29

MITT:

7.82

PEG Ratio

AKR:

22.04

MITT:

-6.53

PS Ratio

AKR:

6.96

MITT:

2.58

PB Ratio

AKR:

1.11

MITT:

0.65

Total Revenue (TTM)

AKR:

$372.73M

MITT:

$67.63M

Gross Profit (TTM)

AKR:

$226.26M

MITT:

$67.63M

EBITDA (TTM)

AKR:

$225.75M

MITT:

$338.50M

Returns By Period

In the year-to-date period, AKR achieves a -19.52% return, which is significantly lower than MITT's 7.53% return. Over the past 10 years, AKR has outperformed MITT with an annualized return of -1.06%, while MITT has yielded a comparatively lower -10.05% annualized return.


AKR

YTD

-19.52%

1M

-1.73%

6M

-24.18%

1Y

15.81%

3Y*

3.85%

5Y*

14.27%

10Y*

-1.06%

MITT

YTD

7.53%

1M

6.58%

6M

7.69%

1Y

13.77%

3Y*

7.48%

5Y*

8.67%

10Y*

-10.05%

*Annualized

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Acadia Realty Trust

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AKR vs. MITT — Risk-Adjusted Performance Rank

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

AKR
The Risk-Adjusted Performance Rank of AKR is 7272
Overall Rank
The Sharpe Ratio Rank of AKR is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of AKR is 7272
Sortino Ratio Rank
The Omega Ratio Rank of AKR is 7070
Omega Ratio Rank
The Calmar Ratio Rank of AKR is 7373
Calmar Ratio Rank
The Martin Ratio Rank of AKR is 7171
Martin Ratio Rank

MITT
The Risk-Adjusted Performance Rank of MITT is 6565
Overall Rank
The Sharpe Ratio Rank of MITT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of MITT is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MITT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of MITT is 6161
Calmar Ratio Rank
The Martin Ratio Rank of MITT is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AKR vs. MITT - Risk-Adjusted Performance 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.


The current AKR Sharpe Ratio is 0.76, which is higher than the MITT Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of AKR and MITT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AKR vs. MITT - Dividend Comparison

AKR's dividend yield for the trailing twelve months is around 3.95%, less than MITT's 11.06% yield.


TTM20242023202220212020201920182017201620152014
AKR
Acadia Realty Trust
3.95%3.06%4.24%5.02%2.75%2.04%4.36%4.59%3.84%3.55%3.68%3.84%
MITT
AG Mortgage Investment Trust, Inc.
11.06%11.28%11.34%15.25%7.90%1.02%12.32%12.40%10.52%11.10%17.72%12.92%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AKR vs. MITT - Volatility Comparison

Acadia Realty Trust (AKR) and AG Mortgage Investment Trust, Inc. (MITT) have volatilities of 8.91% and 9.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

AKR vs. MITT - Financials Comparison

This section allows you to compare key financial metrics between Acadia Realty Trust and AG Mortgage Investment 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


-400.00M-300.00M-200.00M-100.00M0.00100.00M20212022202320242025
104.39M
17.29M
(AKR) Total Revenue
(MITT) Total Revenue
Values in USD except per share items