LFT vs. AOMR

Last updated Jun 20, 2026

LFT (Lument 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, LFT returned -15.79%/yr vs -2.80%/yr for AOMR. At a 0.18 correlation, their price movements are largely independent.

Performance

LFT vs. AOMR - Performance Comparison

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

Returns By Period

In the year-to-date period, LFT achieves a -26.79% return, which is significantly lower than AOMR's 5.77% return.

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%

AOMR

• 1D: -0.12%
• 1M: 4.55%
• YTD: 5.77%
• 6M: 4.55%
• 1Y: 7.62%
• 3Y*: 17.24%
• 5Y*: -2.80%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFT vs. AOMR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LFT Lument Finance Trust, Inc.	-26.79%	-39.33%	29.40%	38.64%	-45.07%	-1.86%
AOMR Angel Oak Mortgage, Inc.	5.77%	6.20%	-1.89%	159.86%	-67.27%	-10.21%

Correlation

The correlation between LFT and AOMR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021	0.18

Over the past year, LFT and AOMR have become more correlated (0.40) than their long-term average of 0.18, meaning their price movements have been converging.

Fundamentals

Market Cap LFT : $52.40M AOMR : $209.20M
EPS LFT : -$0.06 AOMR : $0.66
PS Ratio LFT : 0.92 AOMR : 3.39
PB Ratio LFT : 0.33 AOMR : 0.81
Total Revenue (TTM) LFT : $56.81M AOMR : $61.18M
Gross Profit (TTM) LFT : $63.50M AOMR : $51.68M
EBITDA (TTM) LFT : $37.56M AOMR : $39.68M

Return for Risk

LFT vs. AOMR — Risk / Return Rank

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

LFT

LFT Risk / Return Rank: 3
LFT Sharpe Ratio Rank: 3
LFT Sortino Ratio Rank: 3
LFT Omega Ratio Rank: 4
LFT Calmar Ratio Rank: 1
LFT Martin Ratio Rank: 4

AOMR

AOMR Risk / Return Rank: 50
AOMR Sharpe Ratio Rank: 53
AOMR Sortino Ratio Rank: 45
AOMR Omega Ratio Rank: 45
AOMR Calmar Ratio Rank: 53
AOMR Martin Ratio Rank: 53

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.

LFT vs. AOMR - Risk-Adjusted Trends Comparison

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

	LFT	AOMR	Difference
Sharpe ratio: Return per unit of total volatility	-1.16	0.32	-1.48
Sortino ratio: Return per unit of downside risk	-1.94	0.58	-2.52
Omega ratio: Gain probability vs. loss probability	0.78	1.07	-0.30
Calmar ratio: Return relative to maximum drawdown	-1.00	0.49	-1.49
Martin ratio: Return relative to average drawdown	-1.57	0.99	-2.56

LFT vs. AOMR - Sharpe Ratio Comparison

The current LFT Sharpe Ratio is -1.16, which is lower than the AOMR Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of LFT and AOMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LFT vs. AOMR - Drawdown Comparison

The maximum LFT drawdown since its inception was -81.57%, which is greater than AOMR's maximum drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for LFT and AOMR.

Drawdown Indicators

	LFT	AOMR	Difference
Max Drawdown Largest peak-to-trough decline	-81.57%	-71.21%	-10.36%
Max Drawdown (1Y) Largest decline over 1 year	-55.07%	-15.57%	-39.50%
Max Drawdown (3Y) Largest decline over 3 years	-59.51%	-37.21%	-22.30%
Max Drawdown (5Y) Largest decline over 5 years	-59.51%	-71.21%	+11.70%
Max Drawdown (10Y) Largest decline over 10 years	-77.00%	—	—
Current Drawdown Current decline from peak	-61.22%	-16.51%	-44.71%
Average Drawdown Average peak-to-trough decline	-33.00%	-23.37%	-9.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.92%	7.73%	+27.19%

Volatility

LFT vs. AOMR - Volatility Comparison

Lument Finance Trust, Inc. (LFT) has a higher volatility of 13.71% compared to Angel Oak Mortgage, Inc. (AOMR) at 6.91%. This indicates that LFT'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.

Volatility by Period

	LFT	AOMR	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.71%	6.91%	+6.80%
Volatility (6M) Calculated over the trailing 6-month period	33.38%	16.19%	+17.19%
Volatility (1Y) Calculated over the trailing 1-year period	47.45%	23.80%	+23.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.31%	38.62%	-3.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.48%	38.61%	+2.87%

Dividends

LFT vs. AOMR - Dividend Comparison

LFT's dividend yield for the trailing twelve months is around 18.00%, more than AOMR's 15.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%
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

Frequently Asked Questions

Can I hold both LFT and AOMR in my portfolio?

LFT and AOMR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFT or AOMR?

LFT has higher volatility (13.71%) compared to AOMR (6.91%). In terms of maximum drawdown, LFT dropped -81.57% vs AOMR's -71.21%.

Which has better risk-adjusted returns?

AOMR currently has the higher Sharpe Ratio (0.32 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.