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

Performance

GPMT vs. RITM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Granite Point Mortgage Trust Inc. (GPMT) and Rithm Capital Corp. (RITM). 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 -43.04% return, which is significantly lower than RITM's -13.44% return.


GPMT

1D
-6.38%
1M
-0.75%
YTD
-43.04%
6M
-42.55%
1Y
-40.12%
3Y*
-30.22%
5Y*
-31.48%
10Y*

RITM

1D
-0.11%
1M
-0.86%
YTD
-13.44%
6M
-13.58%
1Y
-9.98%
3Y*
9.45%
5Y*
7.71%
10Y*
6.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPMT vs. RITM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPMT
Granite Point Mortgage Trust Inc.
-43.04%-7.03%-49.00%28.79%-48.31%26.55%-41.53%11.51%11.09%0.98%
RITM
Rithm Capital Corp.
-13.44%10.06%11.07%45.60%-14.44%17.07%-34.36%28.46%-10.35%16.46%

Correlation

The correlation between GPMT and RITM is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.47

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

0.56

Over the past year, the correlation between GPMT and RITM has dropped to 0.25 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

GPMT:

$62.93M

RITM:

$5.20B

EPS

GPMT:

-$0.85

RITM:

$1.31

PS Ratio

GPMT:

0.47

RITM:

0.91

PB Ratio

GPMT:

0.12

RITM:

0.69

Total Revenue (TTM)

GPMT:

$132.94M

RITM:

$5.61B

Gross Profit (TTM)

GPMT:

$74.25M

RITM:

$4.84B

EBITDA (TTM)

GPMT:

$16.09M

RITM:

$1.91B

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Return for Risk

GPMT vs. RITM — Risk / Return Rank

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

GPMT
GPMT Risk / Return Rank: 1010
Overall Rank
GPMT Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GPMT Sortino Ratio Rank: 99
Sortino Ratio Rank
GPMT Omega Ratio Rank: 1010
Omega Ratio Rank
GPMT Calmar Ratio Rank: 1414
Calmar Ratio Rank
GPMT Martin Ratio Rank: 1010
Martin Ratio Rank

RITM
RITM Risk / Return Rank: 2424
Overall Rank
RITM Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RITM Sortino Ratio Rank: 2121
Sortino Ratio Rank
RITM Omega Ratio Rank: 2121
Omega Ratio Rank
RITM Calmar Ratio Rank: 3030
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.

GPMT vs. RITM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Granite Point Mortgage Trust Inc. (GPMT) 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.

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.


GPMTRITMDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

0.86

0.94

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.73

-0.37

-0.37

Martin ratioReturn relative to average drawdown

-1.32

-0.78

-0.54

GPMT vs. RITM - Sharpe Ratio Comparison

The current GPMT Sharpe Ratio is -0.88, which is lower than the RITM Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of GPMT and RITM, 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. RITM - Drawdown Comparison

The maximum GPMT drawdown since its inception was -87.96%, which is greater than RITM's maximum drawdown of -81.11%. Use the drawdown chart below to compare losses from any high point for GPMT and RITM.


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Drawdown Indicators


GPMTRITMDifference

Max Drawdown

Largest peak-to-trough decline

-87.96%

-81.11%

-6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-54.89%

-27.31%

-27.58%

Max Drawdown (3Y)

Largest decline over 3 years

-74.35%

-27.31%

-47.04%

Max Drawdown (5Y)

Largest decline over 5 years

-85.73%

-36.61%

-49.12%

Max Drawdown (10Y)

Largest decline over 10 years

-81.11%

Current Drawdown

Current decline from peak

-86.91%

-21.79%

-65.12%

Average Drawdown

Average peak-to-trough decline

-40.82%

-15.97%

-24.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.41%

12.86%

+17.55%

Volatility

GPMT vs. RITM - Volatility Comparison

Granite Point Mortgage Trust Inc. (GPMT) has a higher volatility of 11.67% compared to Rithm Capital Corp. (RITM) at 7.23%. This indicates that GPMT's price experiences larger fluctuations and is considered to be riskier than RITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPMTRITMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.67%

7.23%

+4.44%

Volatility (6M)

Calculated over the trailing 6-month period

36.85%

19.19%

+17.66%

Volatility (1Y)

Calculated over the trailing 1-year period

45.94%

22.55%

+23.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.83%

27.47%

+16.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.52%

40.18%

+45.34%

Dividends

GPMT vs. RITM - Dividend Comparison

GPMT's dividend yield for the trailing twelve months is around 15.15%, more than RITM's 10.88% yield.


PositionTTM20252024202320222021202020192018201720162015
GPMT
Granite Point Mortgage Trust Inc.
15.15%8.33%10.75%13.47%17.72%8.54%6.51%9.14%8.99%3.95%0.00%0.00%
RITM
Rithm Capital Corp.
10.88%9.17%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%

Financials

GPMT vs. RITM - Financials Comparison

This section allows you to compare key financial metrics between Granite Point Mortgage Trust 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


0.00500.00M1.00B1.50B20222023202420252026
26.04M
1.38B
(GPMT) Total Revenue
(RITM) Total Revenue
Values in USD except per share items

GPMT vs. RITM - Profitability Comparison

The chart below illustrates the profitability comparison between Granite Point Mortgage Trust Inc. and Rithm Capital Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
82.9%
68.8%
Portfolio components
GPMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Granite Point Mortgage Trust Inc. reported a gross profit of 21.60M and revenue of 26.04M. Therefore, the gross margin over that period was 82.9%.

RITM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rithm Capital Corp. reported a gross profit of 949.57M and revenue of 1.38B. Therefore, the gross margin over that period was 68.8%.

GPMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Granite Point Mortgage Trust Inc. reported an operating income of 0.00 and revenue of 26.04M, resulting in an operating margin of 0.0%.

RITM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rithm Capital Corp. reported an operating income of 142.52M and revenue of 1.38B, resulting in an operating margin of 10.3%.

GPMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Granite Point Mortgage Trust Inc. reported a net income of -6.03M and revenue of 26.04M, resulting in a net margin of -23.1%.

RITM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rithm Capital Corp. reported a net income of 109.48M and revenue of 1.38B, resulting in a net margin of 7.9%.


Frequently Asked Questions


GPMT and RITM have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GPMT has higher volatility (11.67%) compared to RITM (7.23%). In terms of maximum drawdown, GPMT dropped -87.96% vs RITM's -81.11%.

RITM currently has the higher Sharpe Ratio (-0.44 vs -0.88), 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.

Portfolio Optimizer

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