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DX vs. RITM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DX vs. RITM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynex Capital, Inc. (DX) and Rithm Capital Corp. (RITM). The values are adjusted to include any dividend payments, if applicable.

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DX vs. RITM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX
Dynex Capital, Inc.
-4.27%29.48%13.64%11.91%-15.39%2.25%17.09%11.12%-8.46%13.80%
RITM
Rithm Capital Corp.
-13.03%10.06%11.07%45.60%-14.44%17.07%-34.36%28.46%-10.35%27.83%

Fundamentals

Market Cap

DX:

$2.01B

RITM:

$4.74T

EPS

DX:

$2.35

RITM:

$0.00

PE Ratio

DX:

5.43

RITM:

2.44K

PS Ratio

DX:

11.81

RITM:

1.41K

PB Ratio

DX:

0.85

RITM:

626.63

Total Revenue (TTM)

DX:

$146.71M

RITM:

$1.12B

Gross Profit (TTM)

DX:

$404.00K

RITM:

$3.30B

EBITDA (TTM)

DX:

$150.39M

RITM:

$903.62M

Returns By Period

In the year-to-date period, DX achieves a -4.27% return, which is significantly higher than RITM's -13.03% return. Over the past 10 years, DX has underperformed RITM with an annualized return of 7.52%, while RITM has yielded a comparatively higher 8.38% annualized return.


DX

1D
2.41%
1M
-7.79%
YTD
-4.27%
6M
11.96%
1Y
14.94%
3Y*
17.11%
5Y*
4.56%
10Y*
7.52%

RITM

1D
3.16%
1M
-5.67%
YTD
-13.03%
6M
-12.94%
1Y
-11.45%
3Y*
15.27%
5Y*
6.19%
10Y*
8.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DX vs. RITM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DX
DX Risk / Return Rank: 6464
Overall Rank
DX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DX Omega Ratio Rank: 5959
Omega Ratio Rank
DX Calmar Ratio Rank: 6464
Calmar Ratio Rank
DX Martin Ratio Rank: 6969
Martin Ratio Rank

RITM
RITM Risk / Return Rank: 2424
Overall Rank
RITM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RITM Sortino Ratio Rank: 2121
Sortino Ratio Rank
RITM Omega Ratio Rank: 2020
Omega Ratio Rank
RITM Calmar Ratio Rank: 3232
Calmar Ratio Rank
RITM Martin Ratio Rank: 2727
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.

DX vs. RITM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynex Capital, Inc. (DX) and Rithm Capital Corp. (RITM). 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.


DXRITMDifference

Sharpe ratio

Return per unit of total volatility

0.74

-0.45

+1.20

Sortino ratio

Return per unit of downside risk

1.07

-0.45

+1.52

Omega ratio

Gain probability vs. loss probability

1.15

0.94

+0.21

Calmar ratio

Return relative to maximum drawdown

0.96

-0.33

+1.29

Martin ratio

Return relative to average drawdown

3.09

-0.91

+4.00

DX vs. RITM - Sharpe Ratio Comparison

The current DX Sharpe Ratio is 0.74, which is higher than the RITM Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of DX and RITM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DXRITMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.45

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.23

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.21

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.22

-0.05

Correlation

The correlation between DX and RITM is 0.59, 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

DX vs. RITM - Dividend Comparison

DX's dividend yield for the trailing twelve months is around 15.99%, more than RITM's 7.91% yield.


TTM20252024202320222021202020192018201720162015
DX
Dynex Capital, Inc.
15.99%14.13%11.46%12.46%12.26%9.34%9.33%11.87%12.59%10.27%12.32%15.12%
RITM
Rithm Capital Corp.
7.91%9.17%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%

Drawdowns

DX vs. RITM - Drawdown Comparison

The maximum DX drawdown since its inception was -99.12%, which is greater than RITM's maximum drawdown of -81.11%. Use the drawdown chart below to compare losses from any high point for DX and RITM.


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Drawdown Indicators


DXRITMDifference

Max Drawdown

Largest peak-to-trough decline

-99.12%

-81.11%

-18.01%

Max Drawdown (1Y)

Largest decline over 1 year

-15.27%

-27.31%

+12.04%

Max Drawdown (5Y)

Largest decline over 5 years

-38.69%

-36.61%

-2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-56.76%

-81.11%

+24.35%

Current Drawdown

Current decline from peak

-34.48%

-21.42%

-13.06%

Average Drawdown

Average peak-to-trough decline

-56.93%

-15.92%

-41.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

9.89%

-5.14%

Volatility

DX vs. RITM - Volatility Comparison

Dynex Capital, Inc. (DX) and Rithm Capital Corp. (RITM) have volatilities of 8.06% and 8.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXRITMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

8.39%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

17.49%

-4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

25.57%

-5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.81%

27.45%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.86%

40.11%

-10.25%

Financials

DX vs. RITM - Financials Comparison

This section allows you to compare key financial metrics between Dynex Capital, Inc. and Rithm Capital 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-3.00B-2.00B-1.00B0.001.00B2.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
-2.77B
(DX) Total Revenue
(RITM) Total Revenue
Values in USD except per share items