IRS vs. IVR

In the year-to-date period, IRS achieves a 1.14% return, which is significantly higher than IVR's -3.83% return. Over the past 10 years, IRS has outperformed IVR with an annualized return of 3.90%, while IVR has yielded a comparatively lower -16.22% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IRSA Inversiones y Representaciones Sociedad Anónima (IRS) and Invesco Mortgage Capital Inc. (IVR). 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.

The current IRS Sharpe Ratio is 1.15, which is higher than the IVR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of IRS and IVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IRS's dividend yield for the trailing twelve months is around 11.05%, less than IVR's 20.87% yield.

The maximum IRS drawdown since its inception was -91.43%, roughly equal to the maximum IVR drawdown of -94.21%. Use the drawdown chart below to compare losses from any high point for IRS and IVR.

IRSA Inversiones y Representaciones Sociedad Anónima (IRS) has a higher volatility of 7.92% compared to Invesco Mortgage Capital Inc. (IVR) at 6.95%. This indicates that IRS's price experiences larger fluctuations and is considered to be riskier than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between IRSA Inversiones y Representaciones Sociedad Anónima and Invesco Mortgage Capital Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.