CIM vs. IVR
Compare and contrast key facts about Chimera Investment Corporation (CIM) and Invesco Mortgage Capital Inc. (IVR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIM or IVR.
Key characteristics
| CIM | IVR | |
|---|---|---|
| YTD Return | 9.23% | 6.30% |
| 1Y Return | 15.48% | 26.34% |
| 3Y Return (Ann) | -23.87% | -24.84% |
| 5Y Return (Ann) | -14.84% | -36.57% |
| 10Y Return (Ann) | 0.65% | -15.85% |
| Sharpe Ratio | 0.39 | 1.07 |
| Sortino Ratio | 0.79 | 1.55 |
| Omega Ratio | 1.10 | 1.20 |
| Calmar Ratio | 0.20 | 0.31 |
| Martin Ratio | 1.23 | 4.15 |
| Ulcer Index | 11.63% | 6.95% |
| Daily Std Dev | 36.65% | 26.83% |
| Max Drawdown | -89.69% | -94.21% |
| Current Drawdown | -61.22% | -91.09% |
Fundamentals
| CIM | IVR | |
|---|---|---|
| Market Cap | $1.21B | $485.24M |
| EPS | $1.73 | -$1.08 |
| PEG Ratio | -28.14 | -6.09 |
| Total Revenue (TTM) | $514.94M | $171.90M |
| Gross Profit (TTM) | $465.55M | $115.57M |
| EBITDA (TTM) | $471.17M | $306.58M |
Correlation
The correlation between CIM and IVR is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CIM vs. IVR - Performance Comparison
In the year-to-date period, CIM achieves a 9.23% return, which is significantly higher than IVR's 6.30% return. Over the past 10 years, CIM has outperformed IVR with an annualized return of 0.65%, while IVR has yielded a comparatively lower -15.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CIM vs. IVR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chimera Investment Corporation (CIM) and Invesco Mortgage Capital Inc. (IVR). 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.
Dividends
CIM vs. IVR - Dividend Comparison
CIM's dividend yield for the trailing twelve months is around 9.10%, less than IVR's 19.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIM Chimera Investment Corporation | 9.10% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 10.82% | 14.34% | 14.08% | 17.61% | 11.61% |
IVR Invesco Mortgage Capital Inc. | 19.39% | 25.40% | 26.32% | 12.59% | 5.03% | 11.11% | 11.94% | 9.14% | 10.96% | 13.72% | 12.61% | 15.67% |
Drawdowns
CIM vs. IVR - Drawdown Comparison
The maximum CIM drawdown since its inception was -89.69%, roughly equal to the maximum IVR drawdown of -94.21%. Use the drawdown chart below to compare losses from any high point for CIM and IVR. For additional features, visit the drawdowns tool.
Volatility
CIM vs. IVR - Volatility Comparison
Chimera Investment Corporation (CIM) and Invesco Mortgage Capital Inc. (IVR) have volatilities of 8.02% and 7.77%, 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.
Financials
CIM vs. IVR - Financials Comparison
This section allows you to compare key financial metrics between Chimera Investment Corporation and Invesco Mortgage Capital 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