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LADR vs. LFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LADR vs. LFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ladder Capital Corp (LADR) and Lument Finance Trust, Inc. (LFT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LADR achieves a -4.97% return, which is significantly higher than LFT's -26.79% return. Over the past 10 years, LADR has outperformed LFT with an annualized return of 6.25%, while LFT has yielded a comparatively lower -3.37% annualized return.


LADR

1D
0.89%
1M
1.90%
YTD
-4.97%
6M
-6.32%
1Y
4.88%
3Y*
7.11%
5Y*
5.71%
10Y*
6.25%

LFT

1D
-2.91%
1M
-12.28%
YTD
-26.79%
6M
-27.77%
1Y
-54.81%
3Y*
-8.68%
5Y*
-15.79%
10Y*
-3.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LADR vs. LFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LADR
Ladder Capital Corp
-4.97%6.69%5.53%25.22%-8.95%31.28%-40.80%26.36%24.54%8.52%
LFT
Lument Finance Trust, Inc.
-26.79%-39.33%29.40%38.64%-45.07%28.63%15.69%23.31%-22.06%-9.69%

Correlation

The correlation between LADR and LFT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2014

0.28

Fundamentals

Market Cap

LADR:

$1.29B

LFT:

$52.40M

EPS

LADR:

$0.44

LFT:

-$0.06

PS Ratio

LADR:

3.21

LFT:

0.92

PB Ratio

LADR:

0.89

LFT:

0.33

Total Revenue (TTM)

LADR:

$400.28M

LFT:

$56.81M

Gross Profit (TTM)

LADR:

$284.72M

LFT:

$63.50M

EBITDA (TTM)

LADR:

$276.22M

LFT:

$37.56M

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Return for Risk

LADR vs. LFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LADR
LADR Risk / Return Rank: 4747
Overall Rank
LADR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LADR Sortino Ratio Rank: 4343
Sortino Ratio Rank
LADR Omega Ratio Rank: 4242
Omega Ratio Rank
LADR Calmar Ratio Rank: 5050
Calmar Ratio Rank
LADR Martin Ratio Rank: 5151
Martin Ratio Rank

LFT
LFT Risk / Return Rank: 33
Overall Rank
LFT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
LFT Sortino Ratio Rank: 33
Sortino Ratio Rank
LFT Omega Ratio Rank: 44
Omega Ratio Rank
LFT Calmar Ratio Rank: 11
Calmar Ratio Rank
LFT Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LADR vs. LFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ladder Capital Corp (LADR) and Lument Finance Trust, Inc. (LFT). 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.


LADRLFTDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+2.43

Omega ratioGain probability vs. loss probability

1.06

0.78

+0.28

Calmar ratioReturn relative to maximum drawdown

0.33

-1.00

+1.33

Martin ratioReturn relative to average drawdown

0.73

-1.57

+2.31

LADR vs. LFT - Sharpe Ratio Comparison

The current LADR Sharpe Ratio is 0.27, which is higher than the LFT Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of LADR and LFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LADR vs. LFT - Drawdown Comparison

The maximum LADR drawdown since its inception was -81.63%, roughly equal to the maximum LFT drawdown of -81.57%. Use the drawdown chart below to compare losses from any high point for LADR and LFT.


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Drawdown Indicators


LADRLFTDifference

Max Drawdown

Largest peak-to-trough decline

-81.63%

-81.57%

-0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-55.07%

+40.39%

Max Drawdown (3Y)

Largest decline over 3 years

-20.22%

-59.51%

+39.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.97%

-59.51%

+32.54%

Max Drawdown (10Y)

Largest decline over 10 years

-81.63%

-77.00%

-4.63%

Current Drawdown

Current decline from peak

-9.32%

-61.22%

+51.90%

Average Drawdown

Average peak-to-trough decline

-18.28%

-33.00%

+14.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

34.92%

-28.26%

Volatility

LADR vs. LFT - Volatility Comparison

The current volatility for Ladder Capital Corp (LADR) is 5.72%, while Lument Finance Trust, Inc. (LFT) has a volatility of 13.71%. This indicates that LADR experiences smaller price fluctuations and is considered to be less risky than LFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LADRLFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

13.71%

-7.99%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

33.38%

-18.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

47.45%

-29.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.76%

35.31%

-10.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.24%

41.48%

+6.76%

Dividends

LADR vs. LFT - Dividend Comparison

LADR's dividend yield for the trailing twelve months is around 9.02%, less than LFT's 18.00% yield.


PositionTTM20252024202320222021202020192018201720162015
LADR
Ladder Capital Corp
9.02%8.37%8.22%7.99%8.76%6.67%9.61%7.54%9.92%8.91%9.37%17.91%
LFT
Lument Finance Trust, Inc.
18.00%15.60%15.50%11.16%12.63%9.38%11.16%9.13%9.79%13.75%41.20%24.73%

Financials

LADR vs. LFT - Financials Comparison

This section allows you to compare key financial metrics between Ladder Capital Corp and Lument Finance 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M20222023202420252026
103.34M
0
(LADR) Total Revenue
(LFT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LADR and LFT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LFT has higher volatility (13.71%) compared to LADR (5.72%). In terms of maximum drawdown, LADR dropped -81.63% vs LFT's -81.57%.

LADR currently has the higher Sharpe Ratio (0.27 vs -1.16), 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.

Portfolio Optimizer

Find the right allocation for LADR and LFT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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