CMTG vs. ITB
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.
Key characteristics
| CMTG | ITB | |
|---|---|---|
| YTD Return | -35.79% | 6.98% |
| 1Y Return | -10.64% | 40.67% |
| Sharpe Ratio | -0.32 | 1.66 |
| Daily Std Dev | 40.52% | 25.54% |
| Max Drawdown | -51.31% | -86.53% |
| Current Drawdown | -49.53% | -6.12% |
Correlation
The correlation between CMTG and ITB is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CMTG vs. ITB - Performance Comparison
In the year-to-date period, CMTG achieves a -35.79% return, which is significantly lower than ITB's 6.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
CMTG vs. ITB - Dividend Comparison
CMTG's dividend yield for the trailing twelve months is around 13.15%, more than ITB's 0.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMTG Claros Mortgage Trust, Inc. | 13.15% | 9.10% | 10.06% | 2.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITB iShares U.S. Home Construction ETF | 0.45% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
Drawdowns
CMTG vs. ITB - Drawdown Comparison
The maximum CMTG drawdown since its inception was -51.31%, 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.
Volatility
CMTG vs. ITB - Volatility Comparison
Claros Mortgage Trust, Inc. (CMTG) has a higher volatility of 13.46% compared to iShares U.S. Home Construction ETF (ITB) at 7.35%. 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.