PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
CMTG vs. ITB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

CMTG vs. ITB

Last updated May 12, 2025

Compare and contrast key facts about Claros Mortgage Trust, Inc. (CMTG) and iShares U.S. Home Construction ETF (ITB).

ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMTG or ITB.

Correlation

The correlation between CMTG and ITB is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

CMTG vs. ITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Claros Mortgage Trust, Inc. (CMTG) and iShares U.S. Home Construction ETF (ITB). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

CMTG:

92.91%

ITB:

28.28%

Max Drawdown

CMTG:

-8.99%

ITB:

-86.53%

Current Drawdown

CMTG:

-8.99%

ITB:

-28.26%

Returns By Period

CMTG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ITB

YTD

-10.35%

1M

3.15%

6M

-23.38%

1Y

-14.38%

5Y*

21.23%

10Y*

13.90%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Risk-Adjusted Performance

CMTG vs. ITB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CMTG
The Risk-Adjusted Performance Rank of CMTG is 44
Overall Rank
The Sharpe Ratio Rank of CMTG is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of CMTG is 33
Sortino Ratio Rank
The Omega Ratio Rank of CMTG is 44
Omega Ratio Rank
The Calmar Ratio Rank of CMTG is 55
Calmar Ratio Rank
The Martin Ratio Rank of CMTG is 55
Martin Ratio Rank
ITB
The Risk-Adjusted Performance Rank of ITB is 55
Overall Rank
The Sharpe Ratio Rank of ITB is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ITB is 55
Sortino Ratio Rank
The Omega Ratio Rank of ITB is 66
Omega Ratio Rank
The Calmar Ratio Rank of ITB is 33
Calmar Ratio Rank
The Martin Ratio Rank of ITB is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CMTG vs. ITB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Claros Mortgage Trust, Inc. (CMTG) and iShares U.S. Home Construction ETF (ITB). 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.

No data
No data
No data
No data
No data

Loading data...

Dividends

CMTG vs. ITB - Dividend Comparison

CMTG has not paid dividends to shareholders, while ITB's dividend yield for the trailing twelve months is around 1.07%.

TTM20242023202220212020201920182017201620152014
CMTG
Claros Mortgage Trust, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITB
iShares U.S. Home Construction ETF		1.07%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%

Drawdowns

CMTG vs. ITB - Drawdown Comparison

The maximum CMTG drawdown since its inception was -8.99%, smaller than the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for CMTG and ITB. For additional features, visit the drawdowns tool.

Loading data...

Volatility

CMTG vs. ITB - Volatility Comparison

Loading data...