CMTG vs. IVR
CMTG (Claros Mortgage Trust, Inc.) and IVR (Invesco Mortgage Capital Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 3 years, CMTG returned -35.17%/yr vs 7.35%/yr for IVR. At a 0.38 correlation, their price movements are largely independent.
Performance
CMTG vs. IVR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CMTG achieves a -10.78% return, which is significantly lower than IVR's 2.32% return.
CMTG
- 1D
- 5.00%
- 1M
- 21.33%
- YTD
- -10.78%
- 6M
- -17.52%
- 1Y
- -14.95%
- 3Y*
- -35.17%
- 5Y*
- —
- 10Y*
- —
IVR
- 1D
- -0.62%
- 1M
- 2.83%
- YTD
- 2.32%
- 6M
- 1.70%
- 1Y
- 28.67%
- 3Y*
- 7.35%
- 5Y*
- -13.59%
- 10Y*
- -11.60%
CMTG vs. IVR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMTG Claros Mortgage Trust, Inc. | -10.78% | -32.30% | -64.39% | 2.82% | -1.38% | 3.95% |
IVR Invesco Mortgage Capital Inc. | 2.32% | 24.87% | 9.03% | -14.30% | -44.56% | -13.40% |
Correlation
The correlation between CMTG and IVR is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.38 |
The correlation between CMTG and IVR shifts across timeframes, from 0.31 (1 year) to 0.45 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
CMTG:
-$4.41
IVR:
$1.64
CMTG:
0.92
IVR:
1.84
CMTG:
$311.27M
IVR:
$215.91M
CMTG:
-$65.16M
IVR:
$138.51M
CMTG:
$51.76M
IVR:
$246.65M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CMTG vs. IVR — Risk / Return Rank
CMTG
IVR
CMTG vs. IVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Claros Mortgage Trust, Inc. (CMTG) and Invesco Mortgage Capital Inc. (IVR). 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 | IVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.23 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.74 | -2.06 |
| Martin ratioReturn relative to average drawdown | -0.56 | 4.65 | -5.21 |
Loading charts...
Drawdowns
CMTG vs. IVR - Drawdown Comparison
The maximum CMTG drawdown since its inception was -87.12%, smaller than the maximum IVR drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for CMTG and IVR.
Loading charts...
Drawdown Indicators
| CMTG | IVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.12% | -92.55% | +5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -47.34% | -16.54% | -30.80% |
Max Drawdown (3Y)Largest decline over 3 years | -84.37% | -45.38% | -38.99% |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.55% | — |
Current DrawdownCurrent decline from peak | -83.09% | -84.98% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -46.43% | -35.94% | -10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.64% | 6.19% | +20.45% |
Volatility
CMTG vs. IVR - Volatility Comparison
Claros Mortgage Trust, Inc. (CMTG) has a higher volatility of 19.14% compared to Invesco Mortgage Capital Inc. (IVR) at 4.84%. This indicates that CMTG's price experiences larger fluctuations and is considered to be riskier than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CMTG | IVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.14% | 4.84% | +14.30% |
Volatility (6M)Calculated over the trailing 6-month period | 44.78% | 17.50% | +27.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.30% | 22.56% | +40.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.57% | 35.33% | +17.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.57% | 56.15% | -3.58% |
Dividends
CMTG vs. IVR - Dividend Comparison
CMTG has not paid dividends to shareholders, while IVR's dividend yield for the trailing twelve months is around 20.50%.
| 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% |
IVR Invesco Mortgage Capital Inc. | 20.50% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
Financials
CMTG vs. IVR - Financials Comparison
This section allows you to compare key financial metrics between Claros Mortgage Trust, Inc. and Invesco Mortgage Capital 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
CMTG and IVR have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMTG has higher volatility (19.14%) compared to IVR (4.84%). In terms of maximum drawdown, CMTG dropped -87.12% vs IVR's -92.55%.
IVR currently has the higher Sharpe Ratio (1.28 vs -0.24), 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.
Find the right allocation for CMTG and IVR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer