CIM vs. MFA
CIM (Chimera Investment Corporation) and MFA (MFA Financial, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, CIM returned -1.39%/yr vs 1.15%/yr for MFA. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
CIM vs. MFA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CIM achieves a 10.78% return, which is significantly higher than MFA's 6.33% return. Over the past 10 years, CIM has underperformed MFA with an annualized return of -1.39%, while MFA has yielded a comparatively higher 1.15% annualized return.
CIM
- 1D
- 0.08%
- 1M
- 0.23%
- YTD
- 10.78%
- 6M
- 9.84%
- 1Y
- 9.45%
- 3Y*
- 3.87%
- 5Y*
- -11.82%
- 10Y*
- -1.39%
MFA
- 1D
- 1.60%
- 1M
- 0.21%
- YTD
- 6.33%
- 6M
- 5.69%
- 1Y
- 17.48%
- 3Y*
- 7.67%
- 5Y*
- 0.22%
- 10Y*
- 1.15%
CIM vs. MFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIM Chimera Investment Corporation | 10.78% | -0.65% | 3.61% | 2.95% | -57.95% | 60.73% | -42.97% | 27.65% | 7.71% | 17.30% |
MFA MFA Financial, Inc. | 6.33% | 6.07% | 2.63% | 30.66% | -37.20% | 27.71% | -40.87% | 27.54% | -5.85% | 14.30% |
Correlation
The correlation between CIM and MFA is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2007 | 0.63 |
The correlation between CIM and MFA shifts across timeframes, from 0.63 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CIM:
$0.23
MFA:
$1.70
CIM:
56.88
MFA:
5.60
CIM:
0.12
MFA:
0.26
CIM:
2.20
MFA:
2.19
CIM:
$499.18M
MFA:
$343.42M
CIM:
$465.68M
MFA:
$413.35M
CIM:
$439.34M
MFA:
$341.51M
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
CIM vs. MFA — Risk / Return Rank
CIM
MFA
CIM vs. MFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chimera Investment Corporation (CIM) and MFA Financial, Inc. (MFA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CIM | MFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.15 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 1.44 | -0.91 |
| Martin ratioReturn relative to average drawdown | 1.27 | 3.15 | -1.88 |
Loading charts...
Drawdowns
CIM vs. MFA - Drawdown Comparison
The maximum CIM drawdown since its inception was -89.69%, smaller than the maximum MFA drawdown of -95.52%. Use the drawdown chart below to compare losses from any high point for CIM and MFA.
Loading charts...
Drawdown Indicators
| CIM | MFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.69% | -95.52% | +5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -12.22% | -5.96% |
Max Drawdown (3Y)Largest decline over 3 years | -35.80% | -31.62% | -4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -69.09% | -56.54% | -12.55% |
Max Drawdown (10Y)Largest decline over 10 years | -72.35% | -95.52% | +23.17% |
Current DrawdownCurrent decline from peak | -59.51% | -31.67% | -27.84% |
Average DrawdownAverage peak-to-trough decline | -51.75% | -21.55% | -30.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.48% | 5.56% | +1.92% |
Volatility
CIM vs. MFA - Volatility Comparison
The current volatility for Chimera Investment Corporation (CIM) is 5.94%, while MFA Financial, Inc. (MFA) has a volatility of 6.62%. This indicates that CIM experiences smaller price fluctuations and is considered to be less risky than MFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CIM | MFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 6.62% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 17.77% | 17.24% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.07% | 22.64% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.22% | 31.59% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.49% | 84.77% | -48.28% |
Dividends
CIM vs. MFA - Dividend Comparison
CIM's dividend yield for the trailing twelve months is around 11.75%, less than MFA's 15.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIM Chimera Investment Corporation | 11.75% | 11.91% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 8.12% | 14.34% | 28.15% |
MFA MFA Financial, Inc. | 15.11% | 15.47% | 13.74% | 12.42% | 16.95% | 8.44% | 8.35% | 10.46% | 11.98% | 10.10% | 10.48% | 12.12% |
Financials
CIM vs. MFA - Financials Comparison
This section allows you to compare key financial metrics between Chimera Investment Corporation and MFA Financial, 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
Frequently Asked Questions
CIM and MFA have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MFA has higher volatility (6.62%) compared to CIM (5.94%). In terms of maximum drawdown, CIM dropped -89.69% vs MFA's -95.52%.
MFA currently has the higher Sharpe Ratio (0.78 vs 0.38), 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.
Find the right allocation for CIM and MFA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer