CHMI vs. O
Compare and contrast key facts about Cherry Hill Mortgage Investment Corporation (CHMI) and Realty Income Corporation (O).
Performance
CHMI vs. O - Performance Comparison
Loading graphics...
CHMI vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHMI Cherry Hill Mortgage Investment Corporation | 2.02% | 14.92% | -21.94% | -18.91% | -17.19% | 1.54% | -28.09% | -6.76% | 9.80% | 10.00% |
O Realty Income Corporation | 9.95% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Fundamentals
CHMI:
$0.19
O:
$1.75
CHMI:
12.93
O:
35.04
CHMI:
0.47
O:
7.18
CHMI:
2.19
O:
6.45
CHMI:
$40.34M
O:
$5.75B
CHMI:
$33.61M
O:
-$3.85B
CHMI:
$38.25M
O:
$4.22B
Returns By Period
In the year-to-date period, CHMI achieves a 2.02% return, which is significantly lower than O's 9.95% return. Over the past 10 years, CHMI has underperformed O with an annualized return of -3.38%, while O has yielded a comparatively higher 4.95% annualized return.
CHMI
- 1D
- 1.63%
- 1M
- -1.08%
- YTD
- 2.02%
- 6M
- 13.06%
- 1Y
- -10.29%
- 3Y*
- -9.40%
- 5Y*
- -10.27%
- 10Y*
- -3.38%
O
- 1D
- 0.49%
- 1M
- -8.28%
- YTD
- 9.95%
- 6M
- 3.87%
- 1Y
- 11.95%
- 3Y*
- 4.50%
- 5Y*
- 4.55%
- 10Y*
- 4.95%
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
CHMI vs. O — Risk / Return Rank
CHMI
O
CHMI vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cherry Hill Mortgage Investment Corporation (CHMI) and Realty Income Corporation (O). 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.
| CHMI | O | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | 0.71 | -1.00 |
Sortino ratioReturn per unit of downside risk | -0.15 | 1.05 | -1.20 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.33 | -1.69 |
Martin ratioReturn relative to average drawdown | -0.71 | 3.97 | -4.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CHMI | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 0.71 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.24 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.19 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.49 | -0.55 |
Correlation
The correlation between CHMI and O is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CHMI vs. O - Dividend Comparison
CHMI's dividend yield for the trailing twelve months is around 18.00%, more than O's 5.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHMI Cherry Hill Mortgage Investment Corporation | 18.00% | 19.61% | 22.73% | 17.82% | 18.62% | 13.06% | 13.24% | 12.20% | 12.03% | 10.89% | 11.60% | 15.23% |
O Realty Income Corporation | 5.72% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Drawdowns
CHMI vs. O - Drawdown Comparison
The maximum CHMI drawdown since its inception was -81.93%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for CHMI and O.
Loading graphics...
Drawdown Indicators
| CHMI | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.93% | -48.45% | -33.48% |
Max Drawdown (1Y)Largest decline over 1 year | -26.74% | -11.10% | -15.64% |
Max Drawdown (5Y)Largest decline over 5 years | -61.98% | -34.48% | -27.50% |
Max Drawdown (10Y)Largest decline over 10 years | -81.93% | -48.28% | -33.65% |
Current DrawdownCurrent decline from peak | -61.05% | -9.04% | -52.01% |
Average DrawdownAverage peak-to-trough decline | -28.08% | -9.22% | -18.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.03% | 3.71% | +10.32% |
Volatility
CHMI vs. O - Volatility Comparison
Cherry Hill Mortgage Investment Corporation (CHMI) has a higher volatility of 10.24% compared to Realty Income Corporation (O) at 4.40%. This indicates that CHMI's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CHMI | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 4.40% | +5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 21.58% | 11.26% | +10.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.51% | 16.98% | +19.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.49% | 18.92% | +13.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.75% | 25.70% | +17.05% |
Financials
CHMI vs. O - Financials Comparison
This section allows you to compare key financial metrics between Cherry Hill Mortgage Investment Corporation and Realty Income Corporation. 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