BXMT vs. KREF
Compare and contrast key facts about Blackstone Mortgage Trust, Inc. (BXMT) and KKR Real Estate Finance Trust Inc. (KREF).
Performance
BXMT vs. KREF - Performance Comparison
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BXMT vs. KREF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BXMT Blackstone Mortgage Trust, Inc. | 2.61% | 21.13% | -7.90% | 13.46% | -24.03% | 20.27% | -17.83% | 25.16% | 6.95% | 11.85% |
KREF KKR Real Estate Finance Trust Inc. | -22.46% | -9.25% | -15.80% | 9.15% | -25.89% | 27.86% | -2.82% | 16.15% | 4.26% | -5.19% |
Fundamentals
BXMT:
$3.27B
KREF:
$400.51M
BXMT:
$0.64
KREF:
-$0.73
BXMT:
4.78
KREF:
1.10
BXMT:
0.94
KREF:
0.47
BXMT:
$687.12M
KREF:
$369.54M
BXMT:
$571.43M
KREF:
$330.34M
BXMT:
$0.00
KREF:
$205.65M
Returns By Period
In the year-to-date period, BXMT achieves a 2.61% return, which is significantly higher than KREF's -22.46% return.
BXMT
- 1D
- 1.86%
- 1M
- 2.18%
- YTD
- 2.61%
- 6M
- 9.22%
- 1Y
- 5.64%
- 3Y*
- 14.15%
- 5Y*
- 0.52%
- 10Y*
- 6.21%
KREF
- 1D
- 1.66%
- 1M
- -8.29%
- YTD
- -22.46%
- 6M
- -27.02%
- 1Y
- -35.70%
- 3Y*
- -8.64%
- 5Y*
- -10.51%
- 10Y*
- —
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Return for Risk
BXMT vs. KREF — Risk / Return Rank
BXMT
KREF
BXMT vs. KREF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Mortgage Trust, Inc. (BXMT) and KKR Real Estate Finance Trust Inc. (KREF). 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.
| BXMT | KREF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | -1.20 | +1.44 |
Sortino ratioReturn per unit of downside risk | 0.50 | -1.72 | +2.22 |
Omega ratioGain probability vs. loss probability | 1.06 | 0.80 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | -0.91 | +1.54 |
Martin ratioReturn relative to average drawdown | 1.75 | -1.89 | +3.64 |
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
| BXMT | KREF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | -1.20 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | -0.36 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | -0.14 | +0.18 |
Correlation
The correlation between BXMT and KREF is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BXMT vs. KREF - Dividend Comparison
BXMT's dividend yield for the trailing twelve months is around 9.82%, less than KREF's 16.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BXMT Blackstone Mortgage Trust, Inc. | 9.82% | 9.83% | 12.52% | 11.66% | 11.71% | 8.10% | 9.01% | 6.66% | 7.78% | 7.71% | 8.25% | 8.52% |
KREF KKR Real Estate Finance Trust Inc. | 16.34% | 12.17% | 9.90% | 13.00% | 12.32% | 9.53% | 9.60% | 8.42% | 8.83% | 4.95% | 0.00% | 0.00% |
Drawdowns
BXMT vs. KREF - Drawdown Comparison
The maximum BXMT drawdown since its inception was -97.98%, which is greater than KREF's maximum drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for BXMT and KREF.
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Drawdown Indicators
| BXMT | KREF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.98% | -57.33% | -40.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.72% | -37.65% | +23.93% |
Max Drawdown (5Y)Largest decline over 5 years | -43.02% | -57.33% | +14.31% |
Max Drawdown (10Y)Largest decline over 10 years | -67.86% | — | — |
Current DrawdownCurrent decline from peak | -68.35% | -55.41% | -12.94% |
Average DrawdownAverage peak-to-trough decline | -58.83% | -18.85% | -39.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 18.58% | -13.46% |
Volatility
BXMT vs. KREF - Volatility Comparison
The current volatility for Blackstone Mortgage Trust, Inc. (BXMT) is 7.95%, while KKR Real Estate Finance Trust Inc. (KREF) has a volatility of 8.87%. This indicates that BXMT experiences smaller price fluctuations and is considered to be less risky than KREF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BXMT | KREF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | 8.87% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 15.45% | 20.70% | -5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.73% | 29.85% | -6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.53% | 29.40% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 30.47% | +2.01% |
Financials
BXMT vs. KREF - Financials Comparison
This section allows you to compare key financial metrics between Blackstone Mortgage Trust, Inc. and KKR Real Estate Finance Trust 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