AOMR vs. NREF
AOMR (Angel Oak Mortgage, Inc.) and NREF (NexPoint Real Estate Finance, Inc.) 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 6.79%/yr for NREF. At a 0.32 correlation, their price movements are largely independent.
Performance
AOMR vs. NREF - 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 NREF's 13.03% return.
AOMR
- 1D
- -0.12%
- 1M
- 4.55%
- YTD
- 5.77%
- 6M
- 4.55%
- 1Y
- 7.62%
- 3Y*
- 17.24%
- 5Y*
- -2.80%
- 10Y*
- —
NREF
- 1D
- 1.85%
- 1M
- 0.42%
- YTD
- 13.03%
- 6M
- 12.00%
- 1Y
- 24.59%
- 3Y*
- 15.74%
- 5Y*
- 6.79%
- 10Y*
- —
AOMR vs. NREF - 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% |
NREF NexPoint Real Estate Finance, Inc. | 13.03% | 2.28% | 13.51% | 17.36% | -8.90% | -3.35% |
Correlation
The correlation between AOMR and NREF is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021 | 0.32 |
The correlation between AOMR and NREF shifts across timeframes, from 0.31 (5 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
AOMR:
$209.20M
NREF:
$765.15M
AOMR:
$0.66
NREF:
$2.26
AOMR:
12.88
NREF:
6.59
AOMR:
0.02
NREF:
0.06
AOMR:
3.39
NREF:
4.39
AOMR:
0.81
NREF:
1.97
AOMR:
$61.18M
NREF:
$155.54M
AOMR:
$51.68M
NREF:
$132.51M
AOMR:
$39.68M
NREF:
$152.30M
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Return for Risk
AOMR vs. NREF — Risk / Return Rank
AOMR
NREF
AOMR vs. NREF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Angel Oak Mortgage, Inc. (AOMR) and NexPoint Real Estate Finance, Inc. (NREF). 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 | NREF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.91 | -1.42 |
| Martin ratioReturn relative to average drawdown | 0.99 | 4.83 | -3.84 |
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Drawdowns
AOMR vs. NREF - Drawdown Comparison
The maximum AOMR drawdown since its inception was -71.21%, which is greater than NREF's maximum drawdown of -66.09%. Use the drawdown chart below to compare losses from any high point for AOMR and NREF.
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Drawdown Indicators
| AOMR | NREF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.21% | -66.09% | -5.12% |
Max Drawdown (1Y)Largest decline over 1 year | -15.57% | -12.92% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -37.21% | -24.00% | -13.21% |
Max Drawdown (5Y)Largest decline over 5 years | -71.21% | -44.78% | -26.43% |
Current DrawdownCurrent decline from peak | -16.51% | -3.98% | -12.53% |
Average DrawdownAverage peak-to-trough decline | -23.37% | -16.75% | -6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 5.10% | +2.63% |
Volatility
AOMR vs. NREF - Volatility Comparison
Angel Oak Mortgage, Inc. (AOMR) and NexPoint Real Estate Finance, Inc. (NREF) have volatilities of 6.91% and 6.62%, 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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Volatility by Period
| AOMR | NREF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 6.62% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 17.32% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.80% | 24.64% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.62% | 33.29% | +5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.61% | 45.65% | -7.04% |
Dividends
AOMR vs. NREF - Dividend Comparison
AOMR's dividend yield for the trailing twelve months is around 15.15%, more than NREF's 13.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AOMR Angel Oak Mortgage, Inc. | 15.15% | 14.87% | 13.79% | 12.08% | 35.31% | 2.93% | 0.00% |
NREF NexPoint Real Estate Finance, Inc. | 13.45% | 14.20% | 12.75% | 17.40% | 12.59% | 9.87% | 8.59% |
Financials
AOMR vs. NREF - Financials Comparison
This section allows you to compare key financial metrics between Angel Oak Mortgage, Inc. and NexPoint Real Estate Finance, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AOMR and NREF have a correlation of 0.51, 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 NREF (6.62%). In terms of maximum drawdown, AOMR dropped -71.21% vs NREF's -66.09%.
NREF currently has the higher Sharpe Ratio (1.00 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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