AOMR vs. CIM
AOMR (Angel Oak Mortgage, Inc.) and CIM (Chimera Investment Corporation) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, AOMR returned -2.80%/yr vs -11.82%/yr for CIM. At a 0.43 correlation, their price movements are largely independent.
Performance
AOMR vs. CIM - Performance Comparison
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Returns By Period
In the year-to-date period, AOMR achieves a 5.77% return, which is significantly lower than CIM's 10.78% return.
AOMR
- 1D
- -0.12%
- 1M
- 4.55%
- YTD
- 5.77%
- 6M
- 4.55%
- 1Y
- 7.62%
- 3Y*
- 17.24%
- 5Y*
- -2.80%
- 10Y*
- —
CIM
- 1D
- 0.08%
- 1M
- 0.23%
- YTD
- 10.78%
- 6M
- 9.84%
- 1Y
- 9.45%
- 3Y*
- 3.87%
- 5Y*
- -11.82%
- 10Y*
- -1.39%
AOMR vs. CIM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AOMR Angel Oak Mortgage, Inc. | 5.77% | 6.20% | -1.89% | 159.86% | -67.27% | -10.21% |
CIM Chimera Investment Corporation | 10.78% | -0.65% | 3.61% | 2.95% | -57.95% | 3.80% |
Correlation
The correlation between AOMR and CIM is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021 | 0.43 |
Over the past year, AOMR and CIM have become more correlated (0.66) than their long-term average of 0.43, meaning their price movements have been converging.
Fundamentals
AOMR:
$209.20M
CIM:
$1.11B
AOMR:
$0.66
CIM:
$0.23
AOMR:
12.88
CIM:
56.88
AOMR:
0.02
CIM:
0.12
AOMR:
3.39
CIM:
2.20
AOMR:
0.81
CIM:
0.45
AOMR:
$61.18M
CIM:
$499.18M
AOMR:
$51.68M
CIM:
$465.68M
AOMR:
$39.68M
CIM:
$439.34M
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Return for Risk
AOMR vs. CIM — Risk / Return Rank
AOMR
CIM
AOMR vs. CIM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Angel Oak Mortgage, Inc. (AOMR) and Chimera Investment Corporation (CIM). 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.
| AOMR | CIM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.09 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 0.52 | -0.03 |
| Martin ratioReturn relative to average drawdown | 0.99 | 1.27 | -0.28 |
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Drawdowns
AOMR vs. CIM - Drawdown Comparison
The maximum AOMR drawdown since its inception was -71.21%, smaller than the maximum CIM drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for AOMR and CIM.
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Drawdown Indicators
| AOMR | CIM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.21% | -89.69% | +18.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.57% | -18.18% | +2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -37.21% | -35.80% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -71.21% | -69.09% | -2.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.35% | — |
Current DrawdownCurrent decline from peak | -16.51% | -59.51% | +43.00% |
Average DrawdownAverage peak-to-trough decline | -23.37% | -51.75% | +28.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 7.48% | +0.25% |
Volatility
AOMR vs. CIM - Volatility Comparison
Angel Oak Mortgage, Inc. (AOMR) has a higher volatility of 6.91% compared to Chimera Investment Corporation (CIM) at 5.94%. This indicates that AOMR's price experiences larger fluctuations and is considered to be riskier than CIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOMR | CIM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 5.94% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 17.77% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.80% | 25.07% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.62% | 35.22% | +3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.61% | 36.49% | +2.12% |
Dividends
AOMR vs. CIM - Dividend Comparison
AOMR's dividend yield for the trailing twelve months is around 15.15%, more than CIM's 11.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOMR Angel Oak Mortgage, Inc. | 15.15% | 14.87% | 13.79% | 12.08% | 35.31% | 2.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CIM Chimera Investment Corporation | 11.75% | 11.91% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 8.12% | 14.34% | 28.15% |
Financials
AOMR vs. CIM - Financials Comparison
This section allows you to compare key financial metrics between Angel Oak Mortgage, Inc. and Chimera Investment Corporation. 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
AOMR and CIM have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOMR has higher volatility (6.91%) compared to CIM (5.94%). In terms of maximum drawdown, AOMR dropped -71.21% vs CIM's -89.69%.
CIM currently has the higher Sharpe Ratio (0.38 vs 0.32), 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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