IVR vs. CIM
Compare and contrast key facts about Invesco Mortgage Capital Inc. (IVR) and Chimera Investment Corporation (CIM).
Performance
IVR vs. CIM - Performance Comparison
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IVR vs. CIM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 0.30% | 24.87% | 9.03% | -14.30% | -44.56% | -9.34% | -72.54% | 28.97% | -6.81% | 34.61% |
CIM Chimera Investment Corporation | 4.69% | -0.65% | 3.61% | 2.95% | -57.95% | 60.73% | -42.97% | 27.65% | 7.71% | 17.30% |
Fundamentals
IVR:
$1.13
CIM:
$4.21
IVR:
7.17
CIM:
2.98
IVR:
1.00
CIM:
0.01
IVR:
2.71
CIM:
2.36
IVR:
$131.86M
CIM:
$290.86M
IVR:
$126.37M
CIM:
$290.86M
IVR:
$213.36M
CIM:
$331.37M
Returns By Period
In the year-to-date period, IVR achieves a 0.30% return, which is significantly lower than CIM's 4.69% return. Over the past 10 years, IVR has underperformed CIM with an annualized return of -10.28%, while CIM has yielded a comparatively higher -0.53% annualized return.
IVR
- 1D
- 3.32%
- 1M
- -2.66%
- YTD
- 0.30%
- 6M
- 21.78%
- 1Y
- 27.79%
- 3Y*
- 8.53%
- 5Y*
- -13.84%
- 10Y*
- -10.28%
CIM
- 1D
- 2.87%
- 1M
- -4.39%
- YTD
- 4.69%
- 6M
- 1.36%
- 1Y
- 10.29%
- 3Y*
- 1.26%
- 5Y*
- -10.15%
- 10Y*
- -0.53%
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Return for Risk
IVR vs. CIM — Risk / Return Rank
IVR
CIM
IVR vs. CIM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Mortgage Capital Inc. (IVR) 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.
| IVR | CIM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.33 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.68 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.09 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 0.61 | +0.95 |
Martin ratioReturn relative to average drawdown | 4.77 | 1.38 | +3.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVR | CIM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.33 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | -0.29 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | -0.01 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | -0.06 | -0.02 |
Correlation
The correlation between IVR and CIM 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
IVR vs. CIM - Dividend Comparison
IVR's dividend yield for the trailing twelve months is around 21.53%, more than CIM's 12.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 21.53% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
CIM Chimera Investment Corporation | 12.43% | 11.91% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 8.12% | 14.34% | 28.15% |
Drawdowns
IVR vs. CIM - Drawdown Comparison
The maximum IVR drawdown since its inception was -92.55%, roughly equal to the maximum CIM drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for IVR and CIM.
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Drawdown Indicators
| IVR | CIM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.55% | -89.69% | -2.86% |
Max Drawdown (1Y)Largest decline over 1 year | -17.41% | -18.18% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -77.65% | -69.09% | -8.56% |
Max Drawdown (10Y)Largest decline over 10 years | -92.55% | -72.35% | -20.20% |
Current DrawdownCurrent decline from peak | -85.27% | -61.74% | -23.53% |
Average DrawdownAverage peak-to-trough decline | -35.31% | -51.67% | +16.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 8.09% | -2.40% |
Volatility
IVR vs. CIM - Volatility Comparison
Invesco Mortgage Capital Inc. (IVR) has a higher volatility of 9.87% compared to Chimera Investment Corporation (CIM) at 7.23%. This indicates that IVR'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
| IVR | CIM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.87% | 7.23% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 17.95% | 20.83% | -2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.85% | 31.29% | -4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 35.27% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.13% | 36.40% | +19.73% |
Financials
IVR vs. CIM - Financials Comparison
This section allows you to compare key financial metrics between Invesco Mortgage Capital 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