MFA vs. CIM
MFA (MFA Financial, Inc.) and CIM (Chimera Investment Corporation) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, MFA returned 1.15%/yr vs -1.39%/yr for CIM. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
MFA vs. CIM - Performance Comparison
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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%
MFA vs. CIM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
MFA:
$1.70
CIM:
$0.23
MFA:
5.60
CIM:
56.88
MFA:
0.26
CIM:
0.12
MFA:
2.19
CIM:
2.20
MFA:
$343.42M
CIM:
$499.18M
MFA:
$413.35M
CIM:
$465.68M
MFA:
$341.51M
CIM:
$439.34M
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Return for Risk
MFA vs. CIM — Risk / Return Rank
MFA
CIM
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.
| MFA | CIM | Difference | |
|---|---|---|---|
| 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 |
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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
| MFA | CIM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -31.67% | -59.51% | +27.84% |
Average DrawdownAverage peak-to-trough decline | -21.55% | -51.75% | +30.20% |
Ulcer IndexDepth 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
| MFA | CIM | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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