IVR vs. CIM
Compare and contrast key facts about Invesco Mortgage Capital Inc. (IVR) and Chimera Investment Corporation (CIM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVR or CIM.
Key characteristics
| IVR | CIM | |
|---|---|---|
| YTD Return | 7.59% | 10.09% |
| 1Y Return | 34.25% | 20.91% |
| 3Y Return (Ann) | -24.31% | -23.90% |
| 5Y Return (Ann) | -36.39% | -14.69% |
| 10Y Return (Ann) | -15.67% | 0.48% |
| Sharpe Ratio | 1.04 | 0.45 |
| Sortino Ratio | 1.51 | 0.87 |
| Omega Ratio | 1.19 | 1.11 |
| Calmar Ratio | 0.30 | 0.23 |
| Martin Ratio | 3.99 | 1.41 |
| Ulcer Index | 6.98% | 11.64% |
| Daily Std Dev | 26.78% | 36.64% |
| Max Drawdown | -94.21% | -89.69% |
| Current Drawdown | -90.99% | -60.91% |
Fundamentals
| IVR | CIM | |
|---|---|---|
| Market Cap | $485.24M | $1.21B |
| EPS | -$1.08 | $1.73 |
| PEG Ratio | -6.09 | -28.14 |
| Total Revenue (TTM) | $171.90M | $514.94M |
| Gross Profit (TTM) | $115.57M | $465.55M |
| EBITDA (TTM) | $306.58M | $471.17M |
Correlation
The correlation between IVR and CIM is 0.58, 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.
Performance
IVR vs. CIM - Performance Comparison
In the year-to-date period, IVR achieves a 7.59% return, which is significantly lower than CIM's 10.09% return. Over the past 10 years, IVR has underperformed CIM with an annualized return of -15.67%, while CIM has yielded a comparatively higher 0.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IVR vs. CIM - Risk-Adjusted Performance 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.
Dividends
IVR vs. CIM - Dividend Comparison
IVR's dividend yield for the trailing twelve months is around 19.16%, more than CIM's 9.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 19.16% | 25.40% | 26.32% | 12.59% | 5.03% | 11.11% | 11.94% | 9.14% | 10.96% | 13.72% | 12.61% | 15.67% |
CIM Chimera Investment Corporation | 9.03% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 10.82% | 14.34% | 14.08% | 17.61% | 11.61% |
Drawdowns
IVR vs. CIM - Drawdown Comparison
The maximum IVR drawdown since its inception was -94.21%, which is greater than CIM's maximum drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for IVR and CIM. For additional features, visit the drawdowns tool.
Volatility
IVR vs. CIM - Volatility Comparison
Invesco Mortgage Capital Inc. (IVR) and Chimera Investment Corporation (CIM) have volatilities of 7.84% and 8.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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