CIM vs. GOLD

Last updated Apr 1, 2026

Compare and contrast key facts about Chimera Investment Corporation (CIM) and Gold.com, Inc (GOLD).

Performance

CIM vs. GOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chimera Investment Corporation (CIM) and Gold.com, Inc (GOLD). The values are adjusted to include any dividend payments, if applicable.

CIM vs. GOLD - Yearly Performance Comparison

	2026 (YTD)	2025
CIM Chimera Investment Corporation	4.69%	0.23%
GOLD Gold.com, Inc	18.11%	14.34%

Fundamentals

EPS CIM : $4.21 GOLD : $0.48
PE Ratio CIM : 2.98 GOLD : 84.27
PS Ratio CIM : 2.36 GOLD : 0.07
Total Revenue (TTM) CIM : $290.86M GOLD : $15.68B
Gross Profit (TTM) CIM : $290.86M GOLD : $288.97M
EBITDA (TTM) CIM : $331.37M GOLD : $6.19M

Returns By Period

In the year-to-date period, CIM achieves a 4.69% return, which is significantly lower than GOLD's 18.11% return.

CIM

• 1D: 2.87%
• 1M: -4.39%
• YTD: 4.69%
• 6M: 1.36%
• 1Y: 10.29%
• 3Y*: 1.26%
• 5Y*: -10.15%
• 10Y*: -0.53%

GOLD

• 1D: 5.53%
• 1M: -30.26%
• YTD: 18.11%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CIM vs. GOLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIM

CIM Risk / Return Rank: 53
CIM Sharpe Ratio Rank: 55
CIM Sortino Ratio Rank: 48
CIM Omega Ratio Rank: 48
CIM Calmar Ratio Rank: 56
CIM Martin Ratio Rank: 56

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CIM vs. GOLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chimera Investment Corporation (CIM) and Gold.com, Inc (GOLD). 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.

	CIM	GOLD	Difference
Sharpe ratio Return per unit of total volatility	0.33	—	—
Sortino ratio Return per unit of downside risk	0.68	—	—
Omega ratio Gain probability vs. loss probability	1.09	—	—
Calmar ratio Return relative to maximum drawdown	0.61	—	—
Martin ratio Return relative to average drawdown	1.38	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CIM	GOLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	2.40	-2.46

Correlation

The correlation between CIM and GOLD 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

CIM vs. GOLD - Dividend Comparison

CIM's dividend yield for the trailing twelve months is around 12.43%, more than GOLD's 0.50% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIM Chimera Investment Corporation	12.43%	11.91%	10.14%	14.03%	20.36%	8.55%	13.66%	9.73%	11.22%	8.12%	14.34%	28.15%
GOLD Gold.com, Inc	0.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

CIM vs. GOLD - Drawdown Comparison

The maximum CIM drawdown since its inception was -89.69%, which is greater than GOLD's maximum drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for CIM and GOLD.

Drawdown Indicators

	CIM	GOLD	Difference
Max Drawdown Largest peak-to-trough decline	-89.69%	-40.58%	-49.11%
Max Drawdown (1Y) Largest decline over 1 year	-18.18%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-69.09%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-72.35%	—	—
Current Drawdown Current decline from peak	-61.74%	-37.30%	-24.44%
Average Drawdown Average peak-to-trough decline	-51.67%	-9.26%	-42.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.09%	—	—

Volatility

Volatility by Period

	CIM	GOLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.29%	64.88%	-33.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.27%	64.88%	-29.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.40%	64.88%	-28.48%

Financials