KREF vs. AOMR
KREF (KKR Real Estate Finance Trust Inc.) and AOMR (Angel Oak Mortgage, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, KREF returned -11.22%/yr vs -2.80%/yr for AOMR. At a 0.38 correlation, their price movements are largely independent.
Performance
KREF vs. AOMR - Performance Comparison
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Returns By Period
In the year-to-date period, KREF achieves a -10.55% return, which is significantly lower than AOMR's 5.77% return.
KREF
- 1D
- 3.82%
- 1M
- 10.66%
- YTD
- -10.55%
- 6M
- -10.44%
- 1Y
- -13.39%
- 3Y*
- -6.88%
- 5Y*
- -11.22%
- 10Y*
- —
AOMR
- 1D
- -0.12%
- 1M
- 4.55%
- YTD
- 5.77%
- 6M
- 4.55%
- 1Y
- 7.62%
- 3Y*
- 17.24%
- 5Y*
- -2.80%
- 10Y*
- —
KREF vs. AOMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
KREF KKR Real Estate Finance Trust Inc. | -10.55% | -9.25% | -15.80% | 9.15% | -25.89% | -4.53% |
AOMR Angel Oak Mortgage, Inc. | 5.77% | 6.20% | -1.89% | 159.86% | -67.27% | -10.21% |
Correlation
The correlation between KREF and AOMR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021 | 0.38 |
Fundamentals
KREF:
$456.59M
AOMR:
$209.20M
KREF:
-$1.58
AOMR:
$0.66
KREF:
1.27
AOMR:
3.39
KREF:
0.42
AOMR:
0.81
KREF:
$366.11M
AOMR:
$61.18M
KREF:
$298.61M
AOMR:
$51.68M
KREF:
$197.55M
AOMR:
$39.68M
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Return for Risk
KREF vs. AOMR — Risk / Return Rank
KREF
AOMR
KREF vs. AOMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR Real Estate Finance Trust Inc. (KREF) and Angel Oak Mortgage, Inc. (AOMR). 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.
| KREF | AOMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.07 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 0.49 | -0.88 |
| Martin ratioReturn relative to average drawdown | -0.75 | 0.99 | -1.73 |
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Drawdowns
KREF vs. AOMR - Drawdown Comparison
The maximum KREF drawdown since its inception was -57.33%, smaller than the maximum AOMR drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for KREF and AOMR.
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Drawdown Indicators
| KREF | AOMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.33% | -71.21% | +13.88% |
Max Drawdown (1Y)Largest decline over 1 year | -34.53% | -15.57% | -18.96% |
Max Drawdown (3Y)Largest decline over 3 years | -44.87% | -37.21% | -7.66% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -71.21% | +13.88% |
Current DrawdownCurrent decline from peak | -48.56% | -16.51% | -32.05% |
Average DrawdownAverage peak-to-trough decline | -19.64% | -23.37% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.96% | 7.73% | +10.23% |
Volatility
KREF vs. AOMR - Volatility Comparison
KKR Real Estate Finance Trust Inc. (KREF) has a higher volatility of 9.95% compared to Angel Oak Mortgage, Inc. (AOMR) at 6.91%. This indicates that KREF's price experiences larger fluctuations and is considered to be riskier than AOMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KREF | AOMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.95% | 6.91% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 25.44% | 16.19% | +9.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.99% | 23.80% | +6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.06% | 38.62% | -8.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.75% | 38.61% | -7.86% |
Dividends
KREF vs. AOMR - Dividend Comparison
KREF's dividend yield for the trailing twelve months is around 14.16%, less than AOMR's 15.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AOMR Angel Oak Mortgage, Inc. | 15.15% | 14.87% | 13.79% | 12.08% | 35.31% | 2.93% | 0.00% | 0.00% | 0.00% | 0.00% |
KREF KKR Real Estate Finance Trust Inc. | 14.16% | 12.17% | 9.90% | 13.00% | 12.32% | 9.53% | 9.60% | 8.42% | 8.83% | 4.95% |
Financials
KREF vs. AOMR - Financials Comparison
This section allows you to compare key financial metrics between KKR Real Estate Finance Trust Inc. and Angel Oak Mortgage, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
KREF and AOMR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KREF has higher volatility (9.95%) compared to AOMR (6.91%). In terms of maximum drawdown, KREF dropped -57.33% vs AOMR's -71.21%.
AOMR currently has the higher Sharpe Ratio (0.32 vs -0.45), 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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