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MFA vs. DX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MFA and DX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

MFA vs. DX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MFA:

0.02

DX:

0.71

Sortino Ratio

MFA:

0.22

DX:

1.01

Omega Ratio

MFA:

1.03

DX:

1.14

Calmar Ratio

MFA:

0.01

DX:

0.26

Martin Ratio

MFA:

0.02

DX:

2.23

Ulcer Index

MFA:

13.20%

DX:

6.32%

Daily Std Dev

MFA:

30.53%

DX:

19.66%

Max Drawdown

MFA:

-95.52%

DX:

-99.12%

Current Drawdown

MFA:

-42.76%

DX:

-45.68%

Fundamentals

Market Cap

MFA:

$954.67M

DX:

$1.30B

EPS

MFA:

$0.99

DX:

$0.79

PE Ratio

MFA:

9.39

DX:

15.24

PEG Ratio

MFA:

2.25

DX:

-1.31

PS Ratio

MFA:

3.27

DX:

12.01

PB Ratio

MFA:

0.52

DX:

1.00

Total Revenue (TTM)

MFA:

$264.48M

DX:

-$37.65M

Gross Profit (TTM)

MFA:

$264.48M

DX:

$177.16M

EBITDA (TTM)

MFA:

$355.60M

DX:

$171.84M

Returns By Period

In the year-to-date period, MFA achieves a -5.51% return, which is significantly lower than DX's 2.64% return. Over the past 10 years, MFA has underperformed DX with an annualized return of -0.39%, while DX has yielded a comparatively higher 5.31% annualized return.


MFA

YTD

-5.51%

1M

-4.71%

6M

-10.26%

1Y

-1.01%

3Y*

1.49%

5Y*

19.41%

10Y*

-0.39%

DX

YTD

2.64%

1M

0.19%

6M

3.45%

1Y

13.05%

3Y*

2.82%

5Y*

10.59%

10Y*

5.31%

*Annualized

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MFA Financial, Inc.

Dynex Capital, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MFA vs. DX — Risk-Adjusted Performance Rank

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

MFA
The Risk-Adjusted Performance Rank of MFA is 4747
Overall Rank
The Sharpe Ratio Rank of MFA is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of MFA is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MFA is 4343
Omega Ratio Rank
The Calmar Ratio Rank of MFA is 5050
Calmar Ratio Rank
The Martin Ratio Rank of MFA is 5151
Martin Ratio Rank

DX
The Risk-Adjusted Performance Rank of DX is 6969
Overall Rank
The Sharpe Ratio Rank of DX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of DX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of DX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MFA vs. DX - Risk-Adjusted Performance Comparison

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


The current MFA Sharpe Ratio is 0.02, which is lower than the DX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of MFA and DX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MFA vs. DX - Dividend Comparison

MFA's dividend yield for the trailing twelve months is around 15.16%, more than DX's 14.62% yield.


TTM20242023202220212020201920182017201620152014
MFA
MFA Financial, Inc.
15.16%13.74%12.42%16.95%8.44%8.35%10.46%11.98%10.10%10.48%12.12%10.01%
DX
Dynex Capital, Inc.
14.62%11.46%12.46%12.26%9.34%9.33%11.87%12.59%10.27%12.32%15.12%12.12%

Drawdowns

MFA vs. DX - Drawdown Comparison

The maximum MFA drawdown since its inception was -95.52%, roughly equal to the maximum DX drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for MFA and DX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MFA vs. DX - Volatility Comparison

MFA Financial, Inc. (MFA) has a higher volatility of 9.49% compared to Dynex Capital, Inc. (DX) at 4.96%. This indicates that MFA's price experiences larger fluctuations and is considered to be riskier than DX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MFA vs. DX - Financials Comparison

This section allows you to compare key financial metrics between MFA Financial, Inc. and Dynex Capital, 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


-800.00M-600.00M-400.00M-200.00M0.00200.00M20212022202320242025
74.80M
16.96M
(MFA) Total Revenue
(DX) Total Revenue
Values in USD except per share items