KREF vs. BXMT
Compare and contrast key facts about KKR Real Estate Finance Trust Inc. (KREF) and Blackstone Mortgage Trust, Inc. (BXMT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KREF or BXMT.
Key characteristics
| KREF | BXMT | |
|---|---|---|
| YTD Return | -3.32% | -2.25% |
| 1Y Return | 15.26% | -0.03% |
| 3Y Return (Ann) | -8.65% | -7.90% |
| 5Y Return (Ann) | 0.49% | -2.63% |
| Sharpe Ratio | 0.40 | -0.03 |
| Sortino Ratio | 0.79 | 0.17 |
| Omega Ratio | 1.11 | 1.02 |
| Calmar Ratio | 0.28 | -0.01 |
| Martin Ratio | 0.69 | -0.07 |
| Ulcer Index | 19.57% | 12.84% |
| Daily Std Dev | 33.38% | 31.36% |
| Max Drawdown | -55.29% | -97.98% |
| Current Drawdown | -27.24% | -74.42% |
Fundamentals
| KREF | BXMT | |
|---|---|---|
| Market Cap | $827.22M | $3.28B |
| EPS | -$0.29 | -$1.40 |
| PEG Ratio | 5.13 | 254.80 |
| Total Revenue (TTM) | $398.97M | $867.06M |
| Gross Profit (TTM) | $359.40M | $673.10M |
| EBITDA (TTM) | $249.91M | $276.63M |
Correlation
The correlation between KREF and BXMT is 0.70, 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
KREF vs. BXMT - Performance Comparison
In the year-to-date period, KREF achieves a -3.32% return, which is significantly lower than BXMT's -2.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
KREF vs. BXMT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR Real Estate Finance Trust Inc. (KREF) and Blackstone Mortgage Trust, Inc. (BXMT). 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
KREF vs. BXMT - Dividend Comparison
KREF's dividend yield for the trailing twelve months is around 9.92%, less than BXMT's 12.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KREF KKR Real Estate Finance Trust Inc. | 9.92% | 13.00% | 12.32% | 9.53% | 9.60% | 8.42% | 8.83% | 4.95% | 0.00% | 0.00% | 0.00% | 0.00% |
BXMT Blackstone Mortgage Trust, Inc. | 12.28% | 11.66% | 11.71% | 8.10% | 9.01% | 6.66% | 7.78% | 7.71% | 8.25% | 8.52% | 6.79% | 2.65% |
Drawdowns
KREF vs. BXMT - Drawdown Comparison
The maximum KREF drawdown since its inception was -55.29%, smaller than the maximum BXMT drawdown of -97.98%. Use the drawdown chart below to compare losses from any high point for KREF and BXMT. For additional features, visit the drawdowns tool.
Volatility
KREF vs. BXMT - Volatility Comparison
The current volatility for KKR Real Estate Finance Trust Inc. (KREF) is 5.92%, while Blackstone Mortgage Trust, Inc. (BXMT) has a volatility of 6.31%. This indicates that KREF experiences smaller price fluctuations and is considered to be less risky than BXMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
KREF vs. BXMT - Financials Comparison
This section allows you to compare key financial metrics between KKR Real Estate Finance Trust Inc. and Blackstone Mortgage Trust, 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