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CMTG vs. ITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CMTG vs. ITB

Last updated Jun 4, 2026

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 -36.93%/yr vs 7.27%/yr for ITB. At a 0.36 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, CMTG achieves a -23.53% return, which is significantly lower than ITB's -3.80% return.

CMTG

1D
-4.88%
1M
-7.14%
YTD
-23.53%
6M
-33.71%
1Y
-13.65%
3Y*
-36.93%
5Y*
—
10Y*
—

ITB

1D
-0.85%
1M
1.29%
YTD
-3.80%
6M
-12.12%
1Y
4.04%
3Y*
7.27%
5Y*
6.42%
10Y*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMTG vs. ITB - Yearly Performance Comparison

2026 (YTD)20252024202320222021
CMTG
Claros Mortgage Trust, Inc.		-23.53%-32.30%-64.39%2.82%-1.38%-1.31%
ITB
iShares U.S. Home Construction ETF		-3.80%-5.26%2.06%68.91%-26.26%14.18%

Correlation

The correlation between CMTG and ITB is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2021

0.36

Compare stocks, funds, or ETFs

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Claros Mortgage Trust, Inc.

iShares U.S. Home Construction ETF

Often compared with CMTG:
CMTG vs. TWOCMTG vs. SPHDCMTG vs. MAINCMTG vs. KREFCMTG vs. ADAMCMTG vs. RWTCMTG vs. LADR
Often compared with ITB:
ITB vs. XHBITB vs. NAILITB vs. PKBITB vs. SPYITB vs. XLREITB vs. FSHOXITB vs. VGT

Return for Risk

CMTG vs. ITB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CMTG
CMTG Risk / Return Rank: 3232
Overall Rank
CMTG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CMTG Sortino Ratio Rank: 3232
Sortino Ratio Rank
CMTG Omega Ratio Rank: 3232
Omega Ratio Rank
CMTG Calmar Ratio Rank: 3131
Calmar Ratio Rank
CMTG Martin Ratio Rank: 3131
Martin Ratio Rank
ITB
ITB Risk / Return Rank: 1111
Overall Rank
ITB Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 1111
Sortino Ratio Rank
ITB Omega Ratio Rank: 1111
Omega Ratio Rank
ITB Calmar Ratio Rank: 1010
Calmar Ratio Rank
ITB Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

CMTGITBDifference
Sharpe ratioReturn per unit of total volatility
-0.22
0.14

-0.36

Sortino ratioReturn per unit of downside risk
0.10
0.46

-0.35

Omega ratioGain probability vs. loss probability

1.01

1.05

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.29

0.16

-0.45

Martin ratioReturn relative to average drawdown

-0.53

0.31

-0.84

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMTG vs. ITB - Sharpe Ratio Comparison

The current CMTG Sharpe Ratio is -0.22, which is lower than the ITB Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of CMTG and ITB, 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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Sharpe Ratios by Period

CMTGITBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

0.14

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.22

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.46

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

0.11

-0.70

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

CMTGITBDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-85.51%

-27.07%

-58.44%

Average Drawdown

Average peak-to-trough decline

-46.11%

-37.10%

-9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.59%

13.09%

+12.50%

Volatility

CMTG vs. ITB - Volatility Comparison

Claros Mortgage Trust, Inc. (CMTG) has a higher volatility of 17.61% compared to iShares U.S. Home Construction ETF (ITB) at 8.17%. 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

CMTGITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.61%

8.17%

+9.44%

Volatility (6M)

Calculated over the trailing 6-month period

42.63%

20.42%

+22.21%

Volatility (1Y)

Calculated over the trailing 1-year period

62.27%

29.47%

+32.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.26%

29.19%

+23.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.26%

30.00%

+22.26%

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 1.23%.

PositionTTM20252024202320222021202020192018201720162015
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		1.23%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 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMTG has higher volatility (17.61%) compared to ITB (8.17%). In terms of maximum drawdown, CMTG dropped -87.12% vs ITB's -86.53%.

ITB currently has the higher Sharpe Ratio (0.14 vs -0.22), 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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