Correlation
The correlation between CIM and TWO is 0.44, 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.
CIM vs. TWO
Compare and contrast key facts about Chimera Investment Corporation (CIM) and Two Harbors Investment Corp. (TWO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIM or TWO.
Performance
CIM vs. TWO - Performance Comparison
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Key characteristics
CIM:
0.74
TWO:
-0.17
CIM:
1.18
TWO:
0.02
CIM:
1.15
TWO:
1.00
CIM:
0.32
TWO:
-0.04
CIM:
2.02
TWO:
-0.30
CIM:
11.38%
TWO:
9.88%
CIM:
33.15%
TWO:
25.84%
CIM:
-89.69%
TWO:
-84.71%
CIM:
-64.36%
TWO:
-67.49%
Fundamentals
CIM:
$1.08B
TWO:
$1.16B
CIM:
$1.49
TWO:
-$0.33
CIM:
-28.14
TWO:
3.59
CIM:
3.31
TWO:
3.12
CIM:
0.41
TWO:
0.75
CIM:
$309.07M
TWO:
$600.28M
CIM:
$309.07M
TWO:
$294.08M
CIM:
$705.53M
TWO:
$491.59M
Returns By Period
In the year-to-date period, CIM achieves a -3.12% return, which is significantly higher than TWO's -3.62% return. Over the past 10 years, CIM has outperformed TWO with an annualized return of 0.13%, while TWO has yielded a comparatively lower -6.50% annualized return.
CIM
-3.12%
8.39%
-6.12%
23.15%
-13.32%
-1.14%
0.13%
TWO
-3.62%
-10.03%
-2.97%
-5.05%
-8.31%
2.40%
-6.50%
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Risk-Adjusted Performance
CIM vs. TWO — Risk-Adjusted Performance Rank
CIM
TWO
CIM vs. TWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chimera Investment Corporation (CIM) and Two Harbors Investment Corp. (TWO). 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.
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Dividends
CIM vs. TWO - Dividend Comparison
CIM's dividend yield for the trailing twelve months is around 11.08%, less than TWO's 17.00% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIM Chimera Investment Corporation | 11.08% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 10.82% | 14.34% | 14.08% | 17.61% |
TWO Two Harbors Investment Corp. | 17.00% | 15.22% | 15.08% | 12.94% | 11.79% | 7.85% | 11.42% | 14.64% | 10.65% | 10.67% | 12.84% | 10.38% |
Drawdowns
CIM vs. TWO - Drawdown Comparison
The maximum CIM drawdown since its inception was -89.69%, which is greater than TWO's maximum drawdown of -84.71%. Use the drawdown chart below to compare losses from any high point for CIM and TWO.
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Volatility
CIM vs. TWO - Volatility Comparison
Chimera Investment Corporation (CIM) has a higher volatility of 10.94% compared to Two Harbors Investment Corp. (TWO) at 9.14%. This indicates that CIM's price experiences larger fluctuations and is considered to be riskier than TWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Financials
CIM vs. TWO - Financials Comparison
This section allows you to compare key financial metrics between Chimera Investment Corporation and Two Harbors Investment Corp.. 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