CMTG vs. TWO
Compare and contrast key facts about Claros Mortgage Trust, Inc. (CMTG) and Two Harbors Investment Corp. (TWO).
Performance
CMTG vs. TWO - Performance Comparison
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CMTG vs. TWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMTG Claros Mortgage Trust, Inc. | -24.18% | -32.30% | -64.39% | 2.82% | -1.38% | -1.31% |
TWO Two Harbors Investment Corp. | 11.29% | 2.52% | -2.73% | 2.31% | -23.25% | -7.54% |
Fundamentals
CMTG:
$326.11M
TWO:
$1.18B
CMTG:
-$3.48
TWO:
-$4.36
CMTG:
1.73
TWO:
2.79
CMTG:
0.21
TWO:
0.99
CMTG:
$187.83M
TWO:
$422.76M
CMTG:
$0.00
TWO:
$561.79M
CMTG:
$10.75M
TWO:
$420.52M
Returns By Period
In the year-to-date period, CMTG achieves a -24.18% return, which is significantly lower than TWO's 11.29% return.
CMTG
- 1D
- -2.52%
- 1M
- 0.43%
- YTD
- -24.18%
- 6M
- -31.96%
- 1Y
- -36.61%
- 3Y*
- -38.74%
- 5Y*
- —
- 10Y*
- —
TWO
- 1D
- -0.96%
- 1M
- 10.77%
- YTD
- 11.29%
- 6M
- 19.15%
- 1Y
- -1.95%
- 3Y*
- 5.44%
- 5Y*
- -5.97%
- 10Y*
- -2.99%
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Return for Risk
CMTG vs. TWO — Risk / Return Rank
CMTG
TWO
CMTG vs. TWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Claros Mortgage Trust, Inc. (CMTG) and Two Harbors Investment Corp. (TWO). 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.
| CMTG | TWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.54 | -0.05 | -0.50 |
Sortino ratioReturn per unit of downside risk | -0.51 | 0.25 | -0.76 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.03 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.08 | -0.72 |
Martin ratioReturn relative to average drawdown | -1.52 | -0.16 | -1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMTG | TWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | -0.05 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.18 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.62 | 0.06 | -0.67 |
Correlation
The correlation between CMTG and TWO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CMTG vs. TWO - Dividend Comparison
CMTG has not paid dividends to shareholders, while TWO's dividend yield for the trailing twelve months is around 13.44%.
| 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% |
TWO Two Harbors Investment Corp. | 13.44% | 15.52% | 15.22% | 15.08% | 12.94% | 11.79% | 7.85% | 11.42% | 14.64% | 23.31% | 10.67% | 12.84% |
Drawdowns
CMTG vs. TWO - Drawdown Comparison
The maximum CMTG drawdown since its inception was -87.12%, roughly equal to the maximum TWO drawdown of -84.71%. Use the drawdown chart below to compare losses from any high point for CMTG and TWO.
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Drawdown Indicators
| CMTG | TWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.12% | -84.71% | -2.41% |
Max Drawdown (1Y)Largest decline over 1 year | -47.34% | -36.81% | -10.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -57.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -84.71% | — |
Current DrawdownCurrent decline from peak | -85.63% | -61.51% | -24.12% |
Average DrawdownAverage peak-to-trough decline | -44.60% | -28.24% | -16.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.84% | 17.68% | +7.16% |
Volatility
CMTG vs. TWO - Volatility Comparison
Claros Mortgage Trust, Inc. (CMTG) has a higher volatility of 25.47% compared to Two Harbors Investment Corp. (TWO) at 16.89%. This indicates that CMTG's price experiences larger fluctuations and is considered to be riskier than TWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMTG | TWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.47% | 16.89% | +8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 44.57% | 36.84% | +7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.54% | 43.19% | +24.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.20% | 33.58% | +18.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.20% | 47.91% | +4.29% |
Financials
CMTG vs. TWO - Financials Comparison
This section allows you to compare key financial metrics between Claros Mortgage Trust, Inc. and Two Harbors Investment Corp.. 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