CLDT vs. RWT
CLDT (Chatham Lodging Trust) and RWT (Redwood Trust, Inc.) are both stocks. Both are in the Real Estate sector — CLDT in REIT - Hotel & Motel, RWT in REIT - Mortgage. Over the past 10 years, CLDT returned -3.11%/yr vs -1.26%/yr for RWT. At a 0.43 correlation, their price movements are largely independent.
Performance
CLDT vs. RWT - Performance Comparison
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Returns By Period
In the year-to-date period, CLDT achieves a 63.32% return, which is significantly higher than RWT's -2.41% return. Over the past 10 years, CLDT has underperformed RWT with an annualized return of -3.11%, while RWT has yielded a comparatively higher -1.26% annualized return.
CLDT
- 1D
- -0.81%
- 1M
- 28.12%
- YTD
- 63.32%
- 6M
- 66.94%
- 1Y
- 61.28%
- 3Y*
- 7.86%
- 5Y*
- -1.57%
- 10Y*
- -3.11%
RWT
- 1D
- -2.79%
- 1M
- -6.79%
- YTD
- -2.41%
- 6M
- -1.56%
- 1Y
- 7.19%
- 3Y*
- 4.65%
- 5Y*
- -5.10%
- 10Y*
- -1.26%
CLDT vs. RWT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLDT Chatham Lodging Trust | 63.32% | -19.89% | -13.83% | -10.13% | -10.05% | 27.04% | -40.30% | 11.32% | -17.05% | 18.06% |
RWT Redwood Trust, Inc. | -2.41% | -4.08% | -2.60% | 21.61% | -42.26% | 60.13% | -42.70% | 18.16% | 9.40% | 4.49% |
Correlation
The correlation between CLDT and RWT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2010 | 0.43 |
Fundamentals
CLDT:
$0.19
RWT:
-$0.48
CLDT:
1.83
RWT:
2.51
CLDT:
$293.94M
RWT:
$269.15M
CLDT:
-$10.45M
RWT:
$1.06B
CLDT:
$80.74M
RWT:
$1.06B
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Return for Risk
CLDT vs. RWT — Risk / Return Rank
CLDT
RWT
CLDT vs. RWT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chatham Lodging Trust (CLDT) and Redwood Trust, Inc. (RWT). 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.
| CLDT | RWT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.08 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 0.36 | +2.92 |
| Martin ratioReturn relative to average drawdown | 7.45 | 0.74 | +6.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CLDT | RWT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 0.20 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | -0.15 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | -0.03 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.11 | -0.10 |
Drawdowns
CLDT vs. RWT - Drawdown Comparison
The maximum CLDT drawdown since its inception was -83.52%, smaller than the maximum RWT drawdown of -88.91%. Use the drawdown chart below to compare losses from any high point for CLDT and RWT.
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Drawdown Indicators
| CLDT | RWT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.52% | -88.91% | +5.39% |
Max Drawdown (1Y)Largest decline over 1 year | -18.75% | -19.91% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -41.89% | -33.79% | -8.10% |
Max Drawdown (5Y)Largest decline over 5 years | -55.84% | -55.83% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -81.52% | -85.40% | +3.88% |
Current DrawdownCurrent decline from peak | -45.20% | -58.93% | +13.73% |
Average DrawdownAverage peak-to-trough decline | -33.35% | -45.58% | +12.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.26% | 9.78% | -1.52% |
Volatility
CLDT vs. RWT - Volatility Comparison
Chatham Lodging Trust (CLDT) has a higher volatility of 13.60% compared to Redwood Trust, Inc. (RWT) at 6.40%. This indicates that CLDT's price experiences larger fluctuations and is considered to be riskier than RWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLDT | RWT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.60% | 6.40% | +7.20% |
Volatility (6M)Calculated over the trailing 6-month period | 23.97% | 28.77% | -4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.61% | 35.89% | -5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.08% | 35.07% | -1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.07% | 49.03% | -5.96% |
Dividends
CLDT vs. RWT - Dividend Comparison
CLDT's dividend yield for the trailing twelve months is around 3.37%, less than RWT's 13.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLDT Chatham Lodging Trust | 3.37% | 5.29% | 3.13% | 2.61% | 0.57% | 0.00% | 2.04% | 7.20% | 7.47% | 5.80% | 6.72% | 5.86% |
RWT Redwood Trust, Inc. | 13.79% | 13.02% | 10.26% | 9.58% | 13.61% | 5.91% | 8.26% | 7.26% | 7.83% | 7.56% | 7.36% | 8.48% |
Financials
CLDT vs. RWT - Financials Comparison
This section allows you to compare key financial metrics between Chatham Lodging Trust and Redwood 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CLDT and RWT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLDT has higher volatility (13.60%) compared to RWT (6.40%). In terms of maximum drawdown, CLDT dropped -83.52% vs RWT's -88.91%.
CLDT currently has the higher Sharpe Ratio (2.01 vs 0.20), 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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