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

Performance

CIM vs. PFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chimera Investment Corporation (CIM) and Pfizer Inc. (PFE). 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 10.78% return, which is significantly higher than PFE's 6.63% return. Over the past 10 years, CIM has underperformed PFE with an annualized return of -1.25%, while PFE has yielded a comparatively higher 1.92% annualized return.


CIM

1D
1.07%
1M
-2.64%
YTD
10.78%
6M
10.35%
1Y
12.41%
3Y*
6.92%
5Y*
-11.34%
10Y*
-1.25%

PFE

1D
1.38%
1M
-1.27%
YTD
6.63%
6M
3.31%
1Y
17.51%
3Y*
-7.13%
5Y*
-3.25%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIM vs. PFE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIM
Chimera Investment Corporation
10.78%-0.65%3.61%2.95%-57.95%60.73%-42.97%27.65%7.71%17.30%
PFE
Pfizer Inc.
6.63%0.65%-2.22%-41.26%-10.41%66.70%3.07%-6.91%24.82%15.90%

Correlation

The correlation between CIM and PFE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

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

0.32

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

0.27

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

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2007

0.27

Fundamentals

Market Cap

CIM:

$1.11B

PFE:

$147.23B

EPS

CIM:

$0.23

PFE:

$1.31

PE Ratio

CIM:

56.88

PFE:

19.58

PEG Ratio

CIM:

0.12

PFE:

0.35

PS Ratio

CIM:

2.20

PFE:

2.32

PB Ratio

CIM:

0.45

PFE:

1.63

Total Revenue (TTM)

CIM:

$499.18M

PFE:

$63.32B

Gross Profit (TTM)

CIM:

$465.68M

PFE:

$43.91B

EBITDA (TTM)

CIM:

$439.34M

PFE:

$16.94B

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Return for Risk

CIM vs. PFE — Risk / Return Rank

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

CIM
CIM Risk / Return Rank: 5555
Overall Rank
CIM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CIM Sortino Ratio Rank: 5050
Sortino Ratio Rank
CIM Omega Ratio Rank: 5151
Omega Ratio Rank
CIM Calmar Ratio Rank: 5757
Calmar Ratio Rank
CIM Martin Ratio Rank: 5858
Martin Ratio Rank

PFE
PFE Risk / Return Rank: 6464
Overall Rank
PFE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PFE Sortino Ratio Rank: 6161
Sortino Ratio Rank
PFE Omega Ratio Rank: 5858
Omega Ratio Rank
PFE Calmar Ratio Rank: 7070
Calmar Ratio Rank
PFE Martin Ratio Rank: 6868
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. PFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chimera Investment Corporation (CIM) and Pfizer Inc. (PFE). 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.


CIMPFEDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.11

1.15

-0.04

Calmar ratioReturn relative to maximum drawdown

0.69

1.53

-0.85

Martin ratioReturn relative to average drawdown

1.67

3.15

-1.48

CIM vs. PFE - Sharpe Ratio Comparison

The current CIM Sharpe Ratio is 0.49, which is lower than the PFE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CIM and PFE, 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


CIMPFEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.74

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.13

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.08

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.33

-0.38

Drawdowns

CIM vs. PFE - Drawdown Comparison

The maximum CIM drawdown since its inception was -89.69%, which is greater than PFE's maximum drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for CIM and PFE.


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Drawdown Indicators


CIMPFEDifference

Max Drawdown

Largest peak-to-trough decline

-89.69%

-69.24%

-20.45%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-11.47%

-6.71%

Max Drawdown (3Y)

Largest decline over 3 years

-35.80%

-40.75%

+4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-69.09%

-58.96%

-10.13%

Max Drawdown (10Y)

Largest decline over 10 years

-72.35%

-58.96%

-13.39%

Current Drawdown

Current decline from peak

-59.51%

-46.76%

-12.75%

Average Drawdown

Average peak-to-trough decline

-51.74%

-22.89%

-28.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

5.57%

+1.88%

Volatility

CIM vs. PFE - Volatility Comparison

Chimera Investment Corporation (CIM) has a higher volatility of 5.08% compared to Pfizer Inc. (PFE) at 4.28%. This indicates that CIM's price experiences larger fluctuations and is considered to be riskier than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIMPFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

4.28%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

17.81%

14.69%

+3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

25.23%

23.88%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.25%

25.50%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.47%

23.88%

+12.59%

Dividends

CIM vs. PFE - Dividend Comparison

CIM's dividend yield for the trailing twelve months is around 11.75%, more than PFE's 6.70% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PFE
Pfizer Inc.
6.70%6.91%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%

Financials

CIM vs. PFE - Financials Comparison

This section allows you to compare key financial metrics between Chimera Investment Corporation and Pfizer 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


0.005.00B10.00B15.00B20.00B25.00B202220232024202520260
14.45B
(CIM) Total Revenue
(PFE) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CIM and PFE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIM has higher volatility (5.08%) compared to PFE (4.28%). In terms of maximum drawdown, CIM dropped -89.69% vs PFE's -69.24%.

PFE currently has the higher Sharpe Ratio (0.74 vs 0.49), 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 PFE

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