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

Performance

CIM vs. TWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chimera Investment Corporation (CIM) and Two Harbors Investment Corp. (TWO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CIM having a 26.08% return and TWO slightly higher at 27.20%. Over the past 10 years, CIM has outperformed TWO with an annualized return of -0.98%, while TWO has yielded a comparatively lower -3.31% annualized return.


CIM

1D
0.32%
1M
11.41%
6M
26.18%
YTD
26.08%
1Y
21.38%
3Y*
4.33%
5Y*
-10.02%
10Y*
-0.98%
ALL TIME*
-1.56%

TWO

1D
0.17%
1M
1.02%
6M
9.46%
YTD
27.20%
1Y
38.50%
3Y*
10.47%
5Y*
-0.87%
10Y*
-3.31%
ALL TIME*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.99M$7.85M$8.99M
$49.87M$31.69M$27.76M

CIM vs. TWO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIM
Chimera Investment Corporation
26.08%-0.65%3.61%2.95%-57.95%60.73%-42.97%27.65%7.71%17.30%
TWO
Two Harbors Investment Corp.
27.20%2.52%-2.73%2.31%-23.25%0.03%-52.19%28.73%-10.33%26.53%

Correlation

The correlation between CIM and TWO is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (10Y)
Provides a long-term view across more market conditions.

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2009

0.63

The correlation between CIM and TWO shifts across timeframes, from 0.51 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CIM:

$1.06B

TWO:

$1.27B

EPS

CIM:

$0.23

TWO:

-$0.44

PS Ratio

CIM:

2.10

TWO:

1.48

Total Revenue (TTM)

CIM:

$499.18M

TWO:

$645.74M

Gross Profit (TTM)

CIM:

$465.68M

TWO:

$526.40M

EBITDA (TTM)

CIM:

$439.34M

TWO:

$249.80M

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Return for Risk

CIM vs. TWO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CIM
CIM Risk / Return Rank: 6767
Overall Rank
CIM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CIM Sortino Ratio Rank: 6464
Sortino Ratio Rank
CIM Omega Ratio Rank: 6464
Omega Ratio Rank
CIM Calmar Ratio Rank: 6868
Calmar Ratio Rank
CIM Martin Ratio Rank: 6969
Martin Ratio Rank

TWO
TWO Risk / Return Rank: 7272
Overall Rank
TWO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TWO Sortino Ratio Rank: 7272
Sortino Ratio Rank
TWO Omega Ratio Rank: 7979
Omega Ratio Rank
TWO Calmar Ratio Rank: 6666
Calmar Ratio Rank
TWO Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CIM vs. TWO - Risk-Adjusted Trends 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.

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.


CIMTWODifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.17

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

1.18

1.05

+0.13

Martin ratioReturn relative to average drawdown

2.87

2.98

-0.12

CIM vs. TWO - Sharpe Ratio Comparison

The current CIM Sharpe Ratio is 0.75, which is comparable to the TWO Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of CIM and TWO, 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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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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Drawdown Indicators


CIMTWODifference

Max Drawdown

Largest peak-to-trough decline

-89.69%

-84.71%

-4.98%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-36.81%

+18.63%

Max Drawdown (3Y)

Largest decline over 3 years

-33.07%

-36.81%

+3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-69.09%

-51.13%

-17.96%

Max Drawdown (10Y)

Largest decline over 10 years

-72.35%

-84.71%

+12.36%

Current Drawdown

Current decline from peak

-53.92%

-56.00%

+2.08%

Average Drawdown

Average peak-to-trough decline

-51.80%

-28.84%

-22.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.48%

12.93%

-5.45%

Volatility

CIM vs. TWO - Volatility Comparison

Chimera Investment Corporation (CIM) has a higher volatility of 14.00% compared to Two Harbors Investment Corp. (TWO) at 1.27%. 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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Volatility by Period


CIMTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.00%

1.27%

+12.73%

Volatility (6M)

Calculated over the trailing 6-month period

21.14%

27.00%

-5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

28.68%

39.83%

-11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.63%

32.71%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.78%

47.98%

-11.20%

Dividends

CIM vs. TWO - Dividend Comparison

CIM's dividend yield for the trailing twelve months is around 26.35%, more than TWO's 12.28% yield.


PositionTTM20252024202320222021202020192018201720162015
CIM
Chimera Investment Corporation
26.35%11.91%10.14%14.03%20.36%8.55%13.66%9.73%11.22%8.12%14.34%28.15%
TWO
Two Harbors Investment Corp.
12.28%15.52%15.22%15.08%12.94%11.79%7.85%11.42%14.64%23.31%10.67%12.84%

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.


Quarterly
Annual

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


Values in USD except per share items

Frequently Asked Questions


CIM and TWO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIM has higher volatility (14.00%) compared to TWO (1.27%). In terms of maximum drawdown, CIM dropped -89.69% vs TWO's -84.71%.

TWO currently has the higher Sharpe Ratio (0.97 vs 0.75), 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 TWO

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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