CMTG vs. RWT
CMTG (Claros Mortgage Trust, Inc.) and RWT (Redwood Trust, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 3 years, CMTG returned -45.43%/yr vs -5.25%/yr for RWT. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
CMTG vs. RWT - Performance Comparison
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Returns By Period
In the year-to-date period, CMTG achieves a -42.16% return, which is significantly lower than RWT's -11.35% return.
CMTG
- 1D
- -2.75%
- 1M
- -25.32%
- 6M
- -35.40%
- YTD
- -42.16%
- 1Y
- -36.56%
- 3Y*
- -45.43%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -33.27%
RWT
- 1D
- -1.93%
- 1M
- 2.01%
- 6M
- -10.55%
- YTD
- -11.35%
- 1Y
- -4.38%
- 3Y*
- -5.25%
- 5Y*
- -7.74%
- 10Y*
- -2.19%
- ALL TIME*
- 4.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.26M | $1.26M | $1.52M | |
| $11.26M | $20.65M | $12.03M |
CMTG vs. RWT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMTG Claros Mortgage Trust, Inc. | -42.16% | -32.30% | -64.39% | 2.82% | -1.38% | 3.95% |
RWT Redwood Trust, Inc. | -11.35% | -4.08% | -2.60% | 21.61% | -42.26% | -0.74% |
Correlation
The correlation between CMTG and RWT is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.44 |
The correlation between CMTG and RWT has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
Fundamentals
CMTG:
$249.72M
RWT:
$572.24M
CMTG:
-$3.82
RWT:
$0.10
CMTG:
0.93
RWT:
0.47
CMTG:
$267.55M
RWT:
$921.20M
CMTG:
-$189.08M
RWT:
$292.96M
CMTG:
-$260.50M
RWT:
$326.59M
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Return for Risk
CMTG vs. RWT — Risk / Return Rank
CMTG
RWT
CMTG vs. RWT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Claros Mortgage Trust, Inc. (CMTG) and Redwood Trust, Inc. (RWT). 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 | RWT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.01 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.16 | -0.53 |
| Martin ratioReturn relative to average drawdown | -1.25 | -0.34 | -0.91 |
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Drawdowns
CMTG vs. RWT - Drawdown Comparison
The maximum CMTG drawdown since its inception was -89.04%, roughly equal to the maximum RWT drawdown of -88.91%. Use the drawdown chart below to compare losses from any high point for CMTG and RWT.
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Drawdown Indicators
| CMTG | RWT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.04% | -88.91% | -0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -55.19% | -28.06% | -27.13% |
Max Drawdown (3Y)Largest decline over 3 years | -86.70% | -33.79% | -52.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -55.83% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -85.40% | — |
Current DrawdownCurrent decline from peak | -89.04% | -62.70% | -26.34% |
Average DrawdownAverage peak-to-trough decline | -47.40% | -45.65% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.24% | 12.86% | +17.38% |
Volatility
CMTG vs. RWT - Volatility Comparison
Claros Mortgage Trust, Inc. (CMTG) has a higher volatility of 15.37% compared to Redwood Trust, Inc. (RWT) at 12.42%. This indicates that CMTG's price experiences larger fluctuations and is considered to be riskier than RWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMTG | RWT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.37% | 12.42% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 46.56% | 30.52% | +16.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.22% | 37.08% | +26.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.64% | 35.36% | +17.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.64% | 49.21% | +3.43% |
Dividends
CMTG vs. RWT - Dividend Comparison
CMTG has not paid dividends to shareholders, while RWT's dividend yield for the trailing twelve months is around 15.75%.
| 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% |
RWT Redwood Trust, Inc. | 15.75% | 13.02% | 10.26% | 9.58% | 13.61% | 5.91% | 8.26% | 7.26% | 7.83% | 7.56% | 7.36% | 8.48% |
Financials
CMTG vs. RWT - Financials Comparison
This section allows you to compare key financial metrics between Claros Mortgage Trust, Inc. and Redwood Trust, 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 RWT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMTG has higher volatility (15.37%) compared to RWT (12.42%). In terms of maximum drawdown, CMTG dropped -89.04% vs RWT's -88.91%.
RWT currently has the higher Sharpe Ratio (-0.12 vs -0.60), 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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