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MFA vs. CIM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MFA vs. CIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFA Financial, Inc. (MFA) and Chimera Investment Corporation (CIM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFA achieves a 6.33% return, which is significantly lower than CIM's 10.78% return. Over the past 10 years, MFA has outperformed CIM with an annualized return of 1.15%, while CIM has yielded a comparatively lower -1.39% annualized return.


MFA

1D
1.60%
1M
0.21%
YTD
6.33%
6M
5.69%
1Y
17.48%
3Y*
7.67%
5Y*
0.22%
10Y*
1.15%

CIM

1D
0.08%
1M
0.23%
YTD
10.78%
6M
9.84%
1Y
9.45%
3Y*
3.87%
5Y*
-11.82%
10Y*
-1.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFA vs. CIM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFA
MFA Financial, Inc.
6.33%6.07%2.63%30.66%-37.20%27.71%-40.87%27.54%-5.85%14.30%
CIM
Chimera Investment Corporation
10.78%-0.65%3.61%2.95%-57.95%60.73%-42.97%27.65%7.71%17.30%

Correlation

The correlation between MFA and CIM is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.80

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

0.79

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

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2007

0.63

The correlation between MFA and CIM shifts across timeframes, from 0.63 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

MFA:

$1.70

CIM:

$0.23

PE Ratio

MFA:

5.60

CIM:

56.88

PEG Ratio

MFA:

0.26

CIM:

0.12

PS Ratio

MFA:

2.19

CIM:

2.20

Total Revenue (TTM)

MFA:

$343.42M

CIM:

$499.18M

Gross Profit (TTM)

MFA:

$413.35M

CIM:

$465.68M

EBITDA (TTM)

MFA:

$341.51M

CIM:

$439.34M

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Return for Risk

MFA vs. CIM — Risk / Return Rank

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

MFA
MFA Risk / Return Rank: 6464
Overall Rank
MFA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
MFA Sortino Ratio Rank: 6060
Sortino Ratio Rank
MFA Omega Ratio Rank: 5858
Omega Ratio Rank
MFA Calmar Ratio Rank: 6969
Calmar Ratio Rank
MFA Martin Ratio Rank: 6868
Martin Ratio Rank

CIM
CIM Risk / Return Rank: 5252
Overall Rank
CIM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CIM Sortino Ratio Rank: 4848
Sortino Ratio Rank
CIM Omega Ratio Rank: 4848
Omega Ratio Rank
CIM Calmar Ratio Rank: 5454
Calmar Ratio Rank
CIM Martin Ratio Rank: 5656
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.

MFA vs. CIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFA Financial, Inc. (MFA) 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.

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.


MFACIMDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.15

1.09

+0.06

Calmar ratioReturn relative to maximum drawdown

1.44

0.52

+0.91

Martin ratioReturn relative to average drawdown

3.15

1.27

+1.88

MFA vs. CIM - Sharpe Ratio Comparison

The current MFA Sharpe Ratio is 0.78, which is higher than the CIM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of MFA and CIM, 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

MFA vs. CIM - Drawdown Comparison

The maximum MFA drawdown since its inception was -95.52%, which is greater than CIM's maximum drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for MFA and CIM.


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Drawdown Indicators


MFACIMDifference

Max Drawdown

Largest peak-to-trough decline

-95.52%

-89.69%

-5.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-18.18%

+5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-31.62%

-35.80%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-56.54%

-69.09%

+12.55%

Max Drawdown (10Y)

Largest decline over 10 years

-95.52%

-72.35%

-23.17%

Current Drawdown

Current decline from peak

-31.67%

-59.51%

+27.84%

Average Drawdown

Average peak-to-trough decline

-21.55%

-51.75%

+30.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

7.48%

-1.92%

Volatility

MFA vs. CIM - Volatility Comparison

MFA Financial, Inc. (MFA) has a higher volatility of 6.62% compared to Chimera Investment Corporation (CIM) at 5.94%. This indicates that MFA's price experiences larger fluctuations and is considered to be riskier than CIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFACIMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

5.94%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.24%

17.77%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

25.07%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.59%

35.22%

-3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.77%

36.49%

+48.28%

Dividends

MFA vs. CIM - Dividend Comparison

MFA's dividend yield for the trailing twelve months is around 15.11%, more than CIM's 11.75% yield.


PositionTTM20252024202320222021202020192018201720162015
CIM
Chimera Investment Corporation
11.75%11.91%10.14%14.03%20.36%8.55%13.66%9.73%11.22%8.12%14.34%28.15%
MFA
MFA Financial, Inc.
15.11%15.47%13.74%12.42%16.95%8.44%8.35%10.46%11.98%10.10%10.48%12.12%

Financials

MFA vs. CIM - Financials Comparison

This section allows you to compare key financial metrics between MFA Financial, 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.


Quarterly
Annual

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


-200.00M-100.00M0.00100.00M200.00M300.00M400.00M2022202320242025202600
(MFA) Total Revenue
(CIM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MFA and CIM have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MFA has higher volatility (6.62%) compared to CIM (5.94%). In terms of maximum drawdown, MFA dropped -95.52% vs CIM's -89.69%.

MFA currently has the higher Sharpe Ratio (0.78 vs 0.38), 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 MFA and CIM

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