AOMR vs. PMT
AOMR (Angel Oak Mortgage, Inc.) and PMT (PennyMac Mortgage Investment Trust) 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 -0.97%/yr for PMT. At a 0.43 correlation, their price movements are largely independent.
Performance
AOMR vs. PMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AOMR achieves a 5.77% return, which is significantly higher than PMT's -10.83% return.
AOMR
- 1D
- -0.12%
- 1M
- 4.55%
- YTD
- 5.77%
- 6M
- 4.55%
- 1Y
- 7.62%
- 3Y*
- 17.24%
- 5Y*
- -2.80%
- 10Y*
- —
PMT
- 1D
- 1.89%
- 1M
- 3.03%
- YTD
- -10.83%
- 6M
- -12.41%
- 1Y
- -0.41%
- 3Y*
- 5.47%
- 5Y*
- -0.97%
- 10Y*
- 7.38%
AOMR vs. PMT - 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% |
PMT PennyMac Mortgage Investment Trust | -10.83% | 13.23% | -5.38% | 36.11% | -18.07% | -10.07% |
Correlation
The correlation between AOMR and PMT is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
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 |
The correlation between AOMR and PMT shifts across timeframes, from 0.43 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
AOMR:
$209.20M
PMT:
$892.59M
AOMR:
$0.66
PMT:
$1.52
AOMR:
12.88
PMT:
6.74
AOMR:
0.02
PMT:
0.05
AOMR:
3.39
PMT:
0.84
AOMR:
0.81
PMT:
0.48
AOMR:
$61.18M
PMT:
$1.06B
AOMR:
$51.68M
PMT:
$946.50M
AOMR:
$39.68M
PMT:
$966.77M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AOMR vs. PMT — Risk / Return Rank
AOMR
PMT
AOMR vs. PMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Angel Oak Mortgage, Inc. (AOMR) and PennyMac Mortgage Investment Trust (PMT). 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 | PMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.02 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.02 | +0.51 |
| Martin ratioReturn relative to average drawdown | 0.99 | -0.04 | +1.03 |
Loading charts...
Drawdowns
AOMR vs. PMT - Drawdown Comparison
The maximum AOMR drawdown since its inception was -71.21%, smaller than the maximum PMT drawdown of -75.90%. Use the drawdown chart below to compare losses from any high point for AOMR and PMT.
Loading charts...
Drawdown Indicators
| AOMR | PMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.21% | -75.90% | +4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.57% | -26.14% | +10.57% |
Max Drawdown (3Y)Largest decline over 3 years | -37.21% | -26.14% | -11.07% |
Max Drawdown (5Y)Largest decline over 5 years | -71.21% | -39.81% | -31.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.90% | — |
Current DrawdownCurrent decline from peak | -16.51% | -18.97% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -23.37% | -11.58% | -11.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 10.55% | -2.82% |
Volatility
AOMR vs. PMT - Volatility Comparison
The current volatility for Angel Oak Mortgage, Inc. (AOMR) is 6.91%, while PennyMac Mortgage Investment Trust (PMT) has a volatility of 9.67%. This indicates that AOMR experiences smaller price fluctuations and is considered to be less risky than PMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AOMR | PMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 9.67% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 23.16% | -6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.80% | 27.40% | -3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.62% | 29.72% | +8.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.61% | 45.24% | -6.63% |
Dividends
AOMR vs. PMT - Dividend Comparison
AOMR's dividend yield for the trailing twelve months is around 15.15%, less than PMT's 20.79% 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% |
PMT PennyMac Mortgage Investment Trust | 20.79% | 12.75% | 12.71% | 10.70% | 14.61% | 10.85% | 8.64% | 8.43% | 10.10% | 11.70% | 11.48% | 14.15% |
Financials
AOMR vs. PMT - Financials Comparison
This section allows you to compare key financial metrics between Angel Oak Mortgage, Inc. and PennyMac Mortgage Investment Trust. 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 PMT have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PMT has higher volatility (9.67%) compared to AOMR (6.91%). In terms of maximum drawdown, AOMR dropped -71.21% vs PMT's -75.90%.
AOMR currently has the higher Sharpe Ratio (0.32 vs -0.01), 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.
Find the right allocation for AOMR and PMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer