GPMT vs. CIM
GPMT (Granite Point Mortgage Trust Inc.) and CIM (Chimera Investment Corporation) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, GPMT returned -30.04%/yr vs -11.86%/yr for CIM. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
GPMT vs. CIM - Performance Comparison
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Returns By Period
In the year-to-date period, GPMT achieves a -35.70% return, which is significantly lower than CIM's 14.20% return.
GPMT
- 1D
- 5.67%
- 1M
- 2.05%
- YTD
- -35.70%
- 6M
- -34.61%
- 1Y
- -33.51%
- 3Y*
- -28.37%
- 5Y*
- -30.04%
- 10Y*
- —
CIM
- 1D
- 0.15%
- 1M
- 0.51%
- YTD
- 14.20%
- 6M
- 14.47%
- 1Y
- 9.78%
- 3Y*
- 2.38%
- 5Y*
- -11.86%
- 10Y*
- -1.45%
GPMT vs. CIM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GPMT Granite Point Mortgage Trust Inc. | -35.70% | -7.03% | -49.00% | 28.79% | -48.31% | 26.55% | -41.53% | 11.51% | 11.09% | 0.98% |
CIM Chimera Investment Corporation | 14.20% | -0.65% | 3.61% | 2.95% | -57.95% | 60.73% | -42.97% | 27.65% | 7.71% | 0.65% |
Correlation
The correlation between GPMT and CIM is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2017 | 0.57 |
Over the past year, the correlation between GPMT and CIM has dropped to 0.28 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
Fundamentals
GPMT:
$71.03M
CIM:
$1.15B
GPMT:
-$0.85
CIM:
$0.23
GPMT:
0.53
CIM:
2.27
GPMT:
0.13
CIM:
0.46
GPMT:
$132.94M
CIM:
$499.18M
GPMT:
$74.25M
CIM:
$465.68M
GPMT:
$16.09M
CIM:
$439.34M
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Return for Risk
GPMT vs. CIM — Risk / Return Rank
GPMT
CIM
GPMT vs. CIM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Granite Point Mortgage Trust Inc. (GPMT) and Chimera Investment Corporation (CIM). 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.
| GPMT | CIM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.09 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 0.54 | -1.15 |
| Martin ratioReturn relative to average drawdown | -1.07 | 1.31 | -2.37 |
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Drawdowns
GPMT vs. CIM - Drawdown Comparison
The maximum GPMT drawdown since its inception was -87.96%, roughly equal to the maximum CIM drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for GPMT and CIM.
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Drawdown Indicators
| GPMT | CIM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.96% | -89.69% | +1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -54.89% | -18.18% | -36.71% |
Max Drawdown (3Y)Largest decline over 3 years | -74.35% | -35.80% | -38.55% |
Max Drawdown (5Y)Largest decline over 5 years | -85.60% | -69.09% | -16.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.35% | — |
Current DrawdownCurrent decline from peak | -85.22% | -58.26% | -26.96% |
Average DrawdownAverage peak-to-trough decline | -40.94% | -51.76% | +10.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.45% | 7.51% | +23.94% |
Volatility
GPMT vs. CIM - Volatility Comparison
Granite Point Mortgage Trust Inc. (GPMT) has a higher volatility of 12.37% compared to Chimera Investment Corporation (CIM) at 6.15%. This indicates that GPMT's price experiences larger fluctuations and is considered to be riskier than CIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPMT | CIM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.37% | 6.15% | +6.22% |
Volatility (6M)Calculated over the trailing 6-month period | 37.61% | 17.69% | +19.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.10% | 25.23% | +19.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.96% | 35.20% | +8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.45% | 36.51% | +48.94% |
Dividends
GPMT vs. CIM - Dividend Comparison
GPMT's dividend yield for the trailing twelve months is around 13.42%, more than CIM's 11.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIM Chimera Investment Corporation | 11.40% | 11.91% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 8.12% | 14.34% | 28.15% |
GPMT Granite Point Mortgage Trust Inc. | 13.42% | 8.33% | 10.75% | 13.47% | 17.72% | 8.54% | 6.51% | 9.14% | 8.99% | 3.95% | 0.00% | 0.00% |
Financials
GPMT vs. CIM - Financials Comparison
This section allows you to compare key financial metrics between Granite Point Mortgage Trust Inc. and Chimera Investment Corporation. 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
GPMT and CIM have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPMT has higher volatility (12.37%) compared to CIM (6.15%). In terms of maximum drawdown, GPMT dropped -87.96% vs CIM's -89.69%.
CIM currently has the higher Sharpe Ratio (0.39 vs -0.75), 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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