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GPMT vs. IWN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPMT vs. IWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Granite Point Mortgage Trust Inc. (GPMT) and iShares Russell 2000 Value ETF (IWN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPMT achieves a -35.70% return, which is significantly lower than IWN's 22.89% return.


GPMT

1D
5.67%
1M
2.05%
YTD
-35.70%
6M
-34.61%
1Y
-33.51%
3Y*
-28.37%
5Y*
-30.04%
10Y*

IWN

1D
-0.07%
1M
3.84%
YTD
22.89%
6M
21.24%
1Y
42.69%
3Y*
18.43%
5Y*
8.00%
10Y*
10.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPMT vs. IWN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IWN
iShares Russell 2000 Value ETF
22.89%12.40%7.63%14.56%-14.77%27.96%4.66%22.01%-13.01%8.91%

Correlation

The correlation between GPMT and IWN is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

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 IWN has dropped to 0.36 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

GPMT vs. IWN — Risk / Return Rank

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

GPMT
GPMT Risk / Return Rank: 1717
Overall Rank
GPMT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GPMT Sortino Ratio Rank: 1414
Sortino Ratio Rank
GPMT Omega Ratio Rank: 1616
Omega Ratio Rank
GPMT Calmar Ratio Rank: 2121
Calmar Ratio Rank
GPMT Martin Ratio Rank: 2121
Martin Ratio Rank

IWN
IWN Risk / Return Rank: 8787
Overall Rank
IWN Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IWN Sortino Ratio Rank: 8686
Sortino Ratio Rank
IWN Omega Ratio Rank: 8181
Omega Ratio Rank
IWN Calmar Ratio Rank: 9191
Calmar Ratio Rank
IWN Martin Ratio Rank: 9090
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.

GPMT vs. IWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Granite Point Mortgage Trust Inc. (GPMT) and iShares Russell 2000 Value ETF (IWN). 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.


GPMTIWNDifference
Sharpe ratioReturn per unit of total volatility

-3.14

Sortino ratioReturn per unit of downside risk

-4.27

Omega ratioGain probability vs. loss probability

0.89

1.41

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.61

5.08

-5.69

Martin ratioReturn relative to average drawdown

-1.07

17.08

-18.14

GPMT vs. IWN - Sharpe Ratio Comparison

The current GPMT Sharpe Ratio is -0.75, which is lower than the IWN Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of GPMT and IWN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GPMT vs. IWN - Drawdown Comparison

The maximum GPMT drawdown since its inception was -87.96%, which is greater than IWN's maximum drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for GPMT and IWN.


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Drawdown Indicators


GPMTIWNDifference

Max Drawdown

Largest peak-to-trough decline

-87.96%

-61.55%

-26.41%

Max Drawdown (1Y)

Largest decline over 1 year

-54.89%

-8.45%

-46.44%

Max Drawdown (3Y)

Largest decline over 3 years

-74.35%

-26.70%

-47.65%

Max Drawdown (5Y)

Largest decline over 5 years

-85.60%

-26.70%

-58.90%

Max Drawdown (10Y)

Largest decline over 10 years

-46.08%

Current Drawdown

Current decline from peak

-85.22%

-0.07%

-85.15%

Average Drawdown

Average peak-to-trough decline

-40.94%

-10.13%

-30.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.45%

2.51%

+28.94%

Volatility

GPMT vs. IWN - Volatility Comparison

Granite Point Mortgage Trust Inc. (GPMT) has a higher volatility of 12.37% compared to iShares Russell 2000 Value ETF (IWN) at 5.12%. This indicates that GPMT's price experiences larger fluctuations and is considered to be riskier than IWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPMTIWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.37%

5.12%

+7.25%

Volatility (6M)

Calculated over the trailing 6-month period

37.61%

12.28%

+25.33%

Volatility (1Y)

Calculated over the trailing 1-year period

45.10%

17.93%

+27.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.96%

21.40%

+22.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.45%

23.35%

+62.10%

Dividends

GPMT vs. IWN - Dividend Comparison

GPMT's dividend yield for the trailing twelve months is around 13.42%, more than IWN's 1.44% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IWN
iShares Russell 2000 Value ETF
1.44%1.70%1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%

Frequently Asked Questions


GPMT and IWN have a correlation of 0.36, 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 IWN (5.12%). In terms of maximum drawdown, GPMT dropped -87.96% vs IWN's -61.55%.

IWN currently has the higher Sharpe Ratio (2.40 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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