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CIM vs. IVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CIM vs. IVR - Performance Comparison

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

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Returns By Period

In the year-to-date period, CIM achieves a 9.61% return, which is significantly higher than IVR's -0.24% return. Over the past 10 years, CIM has outperformed IVR with an annualized return of -1.22%, while IVR has yielded a comparatively lower -11.91% annualized return.


CIM

1D
-2.95%
1M
-3.60%
YTD
9.61%
6M
8.26%
1Y
10.98%
3Y*
5.92%
5Y*
-11.53%
10Y*
-1.22%

IVR

1D
-0.38%
1M
-1.73%
YTD
-0.24%
6M
6.90%
1Y
27.80%
3Y*
7.87%
5Y*
-10.88%
10Y*
-11.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIM vs. IVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIM
Chimera Investment Corporation
9.61%-0.65%3.61%2.95%-57.95%60.73%-42.97%27.65%7.71%17.30%
IVR
Invesco Mortgage Capital Inc.
-0.24%24.87%9.03%-14.30%-44.56%-9.34%-72.54%28.97%-6.81%34.61%

Correlation

The correlation between CIM and IVR is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2009

0.59

The correlation between CIM and IVR shifts across timeframes, from 0.59 (all time) to 0.72 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CIM:

$0.23

IVR:

$1.64

PE Ratio

CIM:

56.28

IVR:

4.75

PEG Ratio

CIM:

0.12

IVR:

0.31

PS Ratio

CIM:

2.17

IVR:

1.80

Total Revenue (TTM)

CIM:

$499.18M

IVR:

$215.91M

Gross Profit (TTM)

CIM:

$465.68M

IVR:

$138.51M

EBITDA (TTM)

CIM:

$439.34M

IVR:

$246.65M

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Return for Risk

CIM vs. IVR — Risk / Return Rank

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

CIM
CIM Risk / Return Rank: 5252
Overall Rank
CIM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CIM Sortino Ratio Rank: 4848
Sortino Ratio Rank
CIM Omega Ratio Rank: 4848
Omega Ratio Rank
CIM Calmar Ratio Rank: 5454
Calmar Ratio Rank
CIM Martin Ratio Rank: 5656
Martin Ratio Rank

IVR
IVR Risk / Return Rank: 7373
Overall Rank
IVR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IVR Sortino Ratio Rank: 7272
Sortino Ratio Rank
IVR Omega Ratio Rank: 7070
Omega Ratio Rank
IVR Calmar Ratio Rank: 7171
Calmar Ratio Rank
IVR Martin Ratio Rank: 7474
Martin Ratio Rank
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. IVR - Risk-Adjusted Trends 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.


CIMIVRDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratioReturn relative to maximum drawdown

0.61

1.69

-1.08

Martin ratioReturn relative to average drawdown

1.48

4.73

-3.25

CIM vs. IVR - Sharpe Ratio Comparison

The current CIM Sharpe Ratio is 0.44, which is lower than the IVR Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of CIM and IVR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CIMIVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.24

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.30

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

-0.21

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.07

+0.02

Drawdowns

CIM vs. IVR - Drawdown Comparison

The maximum CIM drawdown since its inception was -89.69%, roughly equal to the maximum IVR drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for CIM and IVR.


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Drawdown Indicators


CIMIVRDifference

Max Drawdown

Largest peak-to-trough decline

-89.69%

-92.55%

+2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-16.54%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-35.80%

-45.38%

+9.58%

Max Drawdown (5Y)

Largest decline over 5 years

-69.09%

-77.65%

+8.56%

Max Drawdown (10Y)

Largest decline over 10 years

-72.35%

-92.55%

+20.20%

Current Drawdown

Current decline from peak

-59.94%

-85.35%

+25.41%

Average Drawdown

Average peak-to-trough decline

-51.74%

-35.82%

-15.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

5.90%

+1.55%

Volatility

CIM vs. IVR - Volatility Comparison

Chimera Investment Corporation (CIM) has a higher volatility of 4.93% compared to Invesco Mortgage Capital Inc. (IVR) at 4.38%. This indicates that CIM's price experiences larger fluctuations and is considered to be riskier than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIMIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

4.38%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

17.36%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

25.31%

22.60%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.25%

36.38%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.47%

56.15%

-19.68%

Dividends

CIM vs. IVR - Dividend Comparison

CIM's dividend yield for the trailing twelve months is around 11.87%, less than IVR's 21.03% yield.


PositionTTM20252024202320222021202020192018201720162015
CIM
Chimera Investment Corporation
11.87%11.91%10.14%14.03%20.36%8.55%13.66%9.73%11.22%8.12%14.34%28.15%
IVR
Invesco Mortgage Capital Inc.
21.03%16.41%19.88%25.40%26.32%12.59%31.66%11.11%14.95%9.14%10.96%13.72%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-200.00M-100.00M0.00100.00M200.00M300.00M400.00M2022202320242025202600
(CIM) Total Revenue
(IVR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CIM and IVR have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIM has higher volatility (4.93%) compared to IVR (4.38%). In terms of maximum drawdown, CIM dropped -89.69% vs IVR's -92.55%.

IVR currently has the higher Sharpe Ratio (1.24 vs 0.44), 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.

Portfolio Optimizer

Find the right allocation for CIM and IVR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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