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CLDT vs. BXMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CLDT vs. BXMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chatham Lodging Trust (CLDT) and Blackstone Mortgage Trust, Inc. (BXMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLDT achieves a 99.77% return, which is significantly higher than BXMT's -19.93% return. Over the past 10 years, CLDT has underperformed BXMT with an annualized return of -1.93%, while BXMT has yielded a comparatively higher 2.56% annualized return.


CLDT

1D
0.00%
1M
2.22%
6M
91.34%
YTD
99.77%
1Y
110.03%
3Y*
16.66%
5Y*
4.49%
10Y*
-1.93%
ALL TIME*
1.64%

BXMT

1D
-2.87%
1M
-15.71%
6M
-20.43%
YTD
-19.93%
1Y
-13.66%
3Y*
-3.97%
5Y*
-5.42%
10Y*
2.56%
ALL TIME*
4.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$34.63M$30.38M$28.02M
$4.75M$4.35M$5.22M

CLDT vs. BXMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLDT
Chatham Lodging Trust
99.77%-19.89%-13.83%-10.13%-10.05%27.04%-40.30%11.32%-17.05%18.06%
BXMT
Blackstone Mortgage Trust, Inc.
-19.93%21.13%-7.90%13.46%-24.03%20.27%-17.83%25.16%6.95%15.77%

Correlation

The correlation between CLDT and BXMT is 0.45, which is low. Their historical price movements had little consistent relationship.


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

0.45

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

0.50

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

0.53

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

0.52

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2010

0.41

The correlation between CLDT and BXMT shifts across timeframes, from 0.41 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CLDT:

$622.26M

BXMT:

$2.45B

EPS

CLDT:

$0.19

BXMT:

$0.09

PE Ratio

CLDT:

71.25

BXMT:

160.30

PS Ratio

CLDT:

2.21

BXMT:

1.90

PB Ratio

CLDT:

0.87

BXMT:

0.75

Total Revenue (TTM)

CLDT:

$293.94M

BXMT:

$1.30B

Gross Profit (TTM)

CLDT:

-$10.45M

BXMT:

$648.75M

EBITDA (TTM)

CLDT:

$80.74M

BXMT:

$837.63M

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Return for Risk

CLDT vs. BXMT — Risk / Return Rank

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

CLDT
CLDT Risk / Return Rank: 9797
Overall Rank
CLDT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CLDT Sortino Ratio Rank: 9999
Sortino Ratio Rank
CLDT Omega Ratio Rank: 9797
Omega Ratio Rank
CLDT Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLDT Martin Ratio Rank: 9494
Martin Ratio Rank

BXMT
BXMT Risk / Return Rank: 1717
Overall Rank
BXMT Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BXMT Sortino Ratio Rank: 2020
Sortino Ratio Rank
BXMT Omega Ratio Rank: 2020
Omega Ratio Rank
BXMT Calmar Ratio Rank: 2626
Calmar Ratio Rank
BXMT Martin Ratio Rank: 22
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.

CLDT vs. BXMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chatham Lodging Trust (CLDT) and Blackstone Mortgage Trust, Inc. (BXMT). 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.


CLDTBXMTDifference
Sharpe ratioReturn per unit of total volatility

+3.97

Sortino ratioReturn per unit of downside risk

+5.66

Omega ratioGain probability vs. loss probability

1.56

0.92

+0.64

Calmar ratioReturn relative to maximum drawdown

5.62

-0.50

+6.12

Martin ratioReturn relative to average drawdown

13.04

-1.80

+14.84

CLDT vs. BXMT - Sharpe Ratio Comparison

The current CLDT Sharpe Ratio is 3.43, which is higher than the BXMT Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of CLDT and BXMT, 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

CLDT vs. BXMT - Drawdown Comparison

The maximum CLDT drawdown since its inception was -83.52%, smaller than the maximum BXMT drawdown of -97.98%. Use the drawdown chart below to compare losses from any high point for CLDT and BXMT.


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Drawdown Indicators


CLDTBXMTDifference

Max Drawdown

Largest peak-to-trough decline

-83.52%

-97.98%

+14.46%

Max Drawdown (1Y)

Largest decline over 1 year

-18.75%

-26.10%

+7.35%

Max Drawdown (3Y)

Largest decline over 3 years

-41.89%

-26.10%

-15.79%

Max Drawdown (5Y)

Largest decline over 5 years

-55.84%

-43.02%

-12.82%

Max Drawdown (10Y)

Largest decline over 10 years

-81.52%

-67.86%

-13.66%

Current Drawdown

Current decline from peak

-32.97%

-46.25%

+13.28%

Average Drawdown

Average peak-to-trough decline

-33.36%

-49.01%

+15.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.07%

7.17%

+0.90%

Volatility

CLDT vs. BXMT - Volatility Comparison

The current volatility for Chatham Lodging Trust (CLDT) is 6.95%, while Blackstone Mortgage Trust, Inc. (BXMT) has a volatility of 10.82%. This indicates that CLDT experiences smaller price fluctuations and is considered to be less risky than BXMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLDTBXMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

10.82%

-3.87%

Volatility (6M)

Calculated over the trailing 6-month period

24.34%

19.43%

+4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

30.75%

23.80%

+6.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.88%

27.99%

+4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.15%

32.79%

+10.36%

Dividends

CLDT vs. BXMT - Dividend Comparison

CLDT's dividend yield for the trailing twelve months is around 2.85%, less than BXMT's 12.93% yield.


PositionTTM20252024202320222021202020192018201720162015
BXMT
Blackstone Mortgage Trust, Inc.
12.93%9.83%12.52%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%
CLDT
Chatham Lodging Trust
2.85%5.29%3.13%2.61%0.57%0.00%2.04%7.20%7.47%5.80%6.72%5.86%

Financials

CLDT vs. BXMT - Financials Comparison

This section allows you to compare key financial metrics between Chatham Lodging Trust and Blackstone Mortgage Trust, 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


Values in USD except per share items

CLDT vs. BXMT - Profitability Comparison

The chart below illustrates the profitability comparison between Chatham Lodging Trust and Blackstone Mortgage Trust, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

CLDT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Chatham Lodging Trust reported a gross profit of 0.00 and revenue of 67.50M. Therefore, the gross margin over that period was 0.0%.

BXMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Blackstone Mortgage Trust, Inc. reported a gross profit of 0.00 and revenue of 158.06M. Therefore, the gross margin over that period was 0.0%.

CLDT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Chatham Lodging Trust reported an operating income of 1.64M and revenue of 67.50M, resulting in an operating margin of 2.4%.

BXMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Blackstone Mortgage Trust, Inc. reported an operating income of 0.00 and revenue of 158.06M, resulting in an operating margin of 0.0%.

CLDT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Chatham Lodging Trust reported a net income of -4.42M and revenue of 67.50M, resulting in a net margin of -6.5%.

BXMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Blackstone Mortgage Trust, Inc. reported a net income of -81.22M and revenue of 158.06M, resulting in a net margin of -51.4%.


Frequently Asked Questions


CLDT and BXMT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BXMT has higher volatility (10.82%) compared to CLDT (6.95%). In terms of maximum drawdown, CLDT dropped -83.52% vs BXMT's -97.98%.

CLDT currently has the higher Sharpe Ratio (3.43 vs -0.55), 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.

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