AOMR vs. EXV1.DE
AOMR (Angel Oak Mortgage, Inc.) is a stock, while EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) is Financials Equities fund tracking the STOXX® Europe 600 Banks. Over the past 5 years, AOMR returned -1.29%/yr vs 29.85%/yr for EXV1.DE. At a 0.25 correlation, their price movements are largely independent.
Performance
AOMR vs. EXV1.DE - Performance Comparison
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Different Trading Currencies
AOMR is traded in USD, while EXV1.DE is traded in EUR. To make them comparable, the EXV1.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AOMR achieves a 12.27% return, which is significantly higher than EXV1.DE's 11.15% return.
AOMR
- 1D
- -0.88%
- 1M
- 8.99%
- YTD
- 12.27%
- 6M
- 11.88%
- 1Y
- 10.35%
- 3Y*
- 17.08%
- 5Y*
- -1.29%
- 10Y*
- —
EXV1.DE
- 1D
- 0.13%
- 1M
- 3.27%
- YTD
- 11.15%
- 6M
- 12.06%
- 1Y
- 45.77%
- 3Y*
- 45.71%
- 5Y*
- 29.85%
- 10Y*
- 17.00%
AOMR vs. EXV1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AOMR Angel Oak Mortgage, Inc. | 12.27% | 6.20% | -1.89% | 159.86% | -67.27% | -10.21% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 11.15% | 99.82% | 25.39% | 30.30% | -3.93% | 1.55% |
Correlation
The correlation between AOMR and EXV1.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021 | 0.25 |
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Return for Risk
AOMR vs. EXV1.DE — Risk / Return Rank
AOMR
EXV1.DE
AOMR vs. EXV1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Angel Oak Mortgage, Inc. (AOMR) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). 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 | EXV1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.33 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.56 | -1.89 |
| Martin ratioReturn relative to average drawdown | 1.34 | 8.46 | -7.12 |
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Drawdowns
AOMR vs. EXV1.DE - Drawdown Comparison
The maximum AOMR drawdown since its inception was -71.21%, smaller than the maximum EXV1.DE drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for AOMR and EXV1.DE.
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Drawdown Indicators
| AOMR | EXV1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.21% | -83.96% | +12.75% |
Max Drawdown (1Y)Largest decline over 1 year | -15.57% | -17.78% | +2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -37.21% | -19.60% | -17.61% |
Max Drawdown (5Y)Largest decline over 5 years | -71.21% | -37.51% | -33.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.46% | — |
Current DrawdownCurrent decline from peak | -11.37% | -2.54% | -8.83% |
Average DrawdownAverage peak-to-trough decline | -23.32% | -58.33% | +35.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.74% | 5.39% | +2.35% |
Volatility
AOMR vs. EXV1.DE - Volatility Comparison
Angel Oak Mortgage, Inc. (AOMR) has a higher volatility of 8.71% compared to iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) at 6.51%. This indicates that AOMR's price experiences larger fluctuations and is considered to be riskier than EXV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOMR | EXV1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 6.51% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 16.94% | 20.07% | -3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.49% | 23.66% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.64% | 25.58% | +13.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.61% | 26.07% | +12.54% |
Dividends
AOMR vs. EXV1.DE - Dividend Comparison
AOMR's dividend yield for the trailing twelve months is around 14.27%, more than EXV1.DE's 3.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOMR Angel Oak Mortgage, Inc. | 14.27% | 14.87% | 13.79% | 12.08% | 35.31% | 2.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.37% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
Frequently Asked Questions
AOMR and EXV1.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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