CMTG vs. ITB
CMTG (Claros Mortgage Trust, Inc.) is a stock, while ITB (iShares U.S. Home Construction ETF) is Building & Construction fund tracking the Dow Jones U.S. Select Home Construction Index. Over the past 3 years, CMTG returned -35.68%/yr vs 6.76%/yr for ITB. At a 0.37 correlation, their price movements are largely independent.
Performance
CMTG vs. ITB - Performance Comparison
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Returns By Period
In the year-to-date period, CMTG achieves a -18.30% return, which is significantly lower than ITB's 1.43% return.
CMTG
- 1D
- -0.40%
- 1M
- 16.28%
- YTD
- -18.30%
- 6M
- -18.83%
- 1Y
- -19.09%
- 3Y*
- -35.68%
- 5Y*
- —
- 10Y*
- —
ITB
- 1D
- -0.01%
- 1M
- 7.17%
- YTD
- 1.43%
- 6M
- 0.59%
- 1Y
- 5.88%
- 3Y*
- 6.76%
- 5Y*
- 8.33%
- 10Y*
- 14.54%
CMTG vs. ITB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMTG Claros Mortgage Trust, Inc. | -18.30% | -32.30% | -64.39% | 2.82% | -1.38% | 3.95% |
ITB iShares U.S. Home Construction ETF | 1.43% | -5.26% | 2.06% | 68.91% | -26.26% | 15.45% |
Correlation
The correlation between CMTG and ITB is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.37 |
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Return for Risk
CMTG vs. ITB — Risk / Return Rank
CMTG
ITB
CMTG vs. ITB - Risk-Adjusted Trends 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.
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.
| CMTG | ITB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.06 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 0.23 | -0.63 |
| Martin ratioReturn relative to average drawdown | -0.71 | 0.43 | -1.14 |
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Drawdowns
CMTG vs. ITB - Drawdown Comparison
The maximum CMTG drawdown since its inception was -87.12%, roughly equal to the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for CMTG and ITB.
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Drawdown Indicators
| CMTG | ITB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.12% | -86.53% | -0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -47.34% | -26.04% | -21.30% |
Max Drawdown (3Y)Largest decline over 3 years | -84.37% | -33.35% | -51.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.10% | — |
Current DrawdownCurrent decline from peak | -84.52% | -23.11% | -61.41% |
Average DrawdownAverage peak-to-trough decline | -46.50% | -37.06% | -9.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.82% | 13.67% | +13.15% |
Volatility
CMTG vs. ITB - Volatility Comparison
Claros Mortgage Trust, Inc. (CMTG) has a higher volatility of 20.26% compared to iShares U.S. Home Construction ETF (ITB) at 8.66%. This indicates that CMTG's price experiences larger fluctuations and is considered to be riskier than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMTG | ITB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.26% | 8.66% | +11.60% |
Volatility (6M)Calculated over the trailing 6-month period | 45.49% | 21.41% | +24.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.37% | 29.94% | +33.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.66% | 29.37% | +23.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.66% | 30.08% | +22.58% |
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 0.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMTG Claros Mortgage Trust, Inc. | 0.00% | 0.00% | 13.27% | 9.10% | 10.06% | 2.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITB iShares U.S. Home Construction ETF | 0.66% | 1.67% | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% |
Frequently Asked Questions
CMTG and ITB have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMTG has higher volatility (20.26%) compared to ITB (8.66%). In terms of maximum drawdown, CMTG dropped -87.12% vs ITB's -86.53%.
ITB currently has the higher Sharpe Ratio (0.20 vs -0.30), 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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