AOMR vs. FEPI
AOMR (Angel Oak Mortgage, Inc.) is a stock, while FEPI (REX FANG & Innovation Equity Premium Income ETF) is Technology Equities fund actively managed by REX. Over the past year, AOMR returned 2.54% vs 33.15% for FEPI. At a 0.23 correlation, their price movements are largely independent.
Performance
AOMR vs. FEPI - Performance Comparison
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Returns By Period
In the year-to-date period, AOMR achieves a -0.12% return, which is significantly lower than FEPI's 10.42% return.
AOMR
- 1D
- -3.27%
- 1M
- -8.15%
- YTD
- -0.12%
- 6M
- -3.48%
- 1Y
- 2.54%
- 3Y*
- 15.88%
- 5Y*
- —
- 10Y*
- —
FEPI
- 1D
- -0.75%
- 1M
- 5.91%
- YTD
- 10.42%
- 6M
- 11.37%
- 1Y
- 33.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AOMR vs. FEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AOMR Angel Oak Mortgage, Inc. | -0.12% | 6.20% | -1.89% | 28.48% |
FEPI REX FANG & Innovation Equity Premium Income ETF | 10.42% | 18.33% | 15.69% | 11.70% |
Correlation
The correlation between AOMR and FEPI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2023 | 0.23 |
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Return for Risk
AOMR vs. FEPI — Risk / Return Rank
AOMR
FEPI
AOMR vs. FEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Angel Oak Mortgage, Inc. (AOMR) and REX FANG & Innovation Equity Premium Income ETF (FEPI). 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.
| AOMR | FEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.36 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 2.58 | -2.42 |
| Martin ratioReturn relative to average drawdown | 0.34 | 8.66 | -8.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AOMR | FEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 2.02 | -1.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 1.16 | -1.28 |
Drawdowns
AOMR vs. FEPI - Drawdown Comparison
The maximum AOMR drawdown since its inception was -71.21%, which is greater than FEPI's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for AOMR and FEPI.
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Drawdown Indicators
| AOMR | FEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.21% | -23.56% | -47.65% |
Max Drawdown (1Y)Largest decline over 1 year | -15.57% | -12.91% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -37.21% | — | — |
Current DrawdownCurrent decline from peak | -21.15% | -1.45% | -19.70% |
Average DrawdownAverage peak-to-trough decline | -23.43% | -3.51% | -19.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.59% | 3.84% | +3.75% |
Volatility
AOMR vs. FEPI - Volatility Comparison
Angel Oak Mortgage, Inc. (AOMR) has a higher volatility of 7.69% compared to REX FANG & Innovation Equity Premium Income ETF (FEPI) at 3.31%. This indicates that AOMR's price experiences larger fluctuations and is considered to be riskier than FEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOMR | FEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 3.31% | +4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 15.90% | 12.58% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.48% | 16.54% | +6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.72% | 19.02% | +19.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 19.02% | +19.70% |
Dividends
AOMR vs. FEPI - Dividend Comparison
AOMR's dividend yield for the trailing twelve months is around 16.04%, less than FEPI's 23.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AOMR Angel Oak Mortgage, Inc. | 16.04% | 14.87% | 13.79% | 12.08% | 35.31% | 2.93% |
FEPI REX FANG & Innovation Equity Premium Income ETF | 23.92% | 25.48% | 27.18% | 4.21% | 0.00% | 0.00% |
Frequently Asked Questions
AOMR and FEPI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOMR has higher volatility (7.69%) compared to FEPI (3.31%). In terms of maximum drawdown, AOMR dropped -71.21% vs FEPI's -23.56%.
FEPI currently has the higher Sharpe Ratio (2.02 vs 0.11), 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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