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

Correlation

The correlation between MFA and DX is 0.34, 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.


-0.50.00.51.00.3

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.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-9.07%
20.74%
MFA
DX

Key characteristics

Sharpe Ratio

MFA:

0.37

DX:

1.73

Sortino Ratio

MFA:

0.65

DX:

2.20

Omega Ratio

MFA:

1.08

DX:

1.31

Calmar Ratio

MFA:

0.20

DX:

0.53

Martin Ratio

MFA:

0.96

DX:

9.93

Ulcer Index

MFA:

9.32%

DX:

3.00%

Daily Std Dev

MFA:

24.55%

DX:

17.25%

Max Drawdown

MFA:

-95.52%

DX:

-99.12%

Current Drawdown

MFA:

-38.77%

DX:

-39.77%

Fundamentals

Market Cap

MFA:

$1.06B

DX:

$1.19B

EPS

MFA:

$0.82

DX:

$1.49

PE Ratio

MFA:

12.56

DX:

9.44

PEG Ratio

MFA:

2.25

DX:

-1.31

Total Revenue (TTM)

MFA:

$815.59M

DX:

$184.88M

Gross Profit (TTM)

MFA:

$789.73M

DX:

$178.89M

EBITDA (TTM)

MFA:

$507.64M

DX:

$212.33M

Returns By Period

In the year-to-date period, MFA achieves a 1.08% return, which is significantly lower than DX's 13.82% return. Over the past 10 years, MFA has underperformed DX with an annualized return of 0.57%, while DX has yielded a comparatively higher 6.10% annualized return.


MFA

YTD

1.08%

1M

2.39%

6M

-9.07%

1Y

4.66%

5Y*

-9.07%

10Y*

0.57%

DX

YTD

13.82%

1M

11.50%

6M

20.73%

1Y

29.57%

5Y*

4.68%

10Y*

6.10%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 5454
Overall Rank
The Sharpe Ratio Rank of MFA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of MFA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of MFA is 5050
Omega Ratio Rank
The Calmar Ratio Rank of MFA is 5656
Calmar Ratio Rank
The Martin Ratio Rank of MFA is 5858
Martin Ratio Rank

DX
The Risk-Adjusted Performance Rank of DX is 8383
Overall Rank
The Sharpe Ratio Rank of DX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of DX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of DX is 9292
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.


Sharpe ratio
The chart of Sharpe ratio for MFA, currently valued at 0.37, compared to the broader market-2.000.002.000.371.73
The chart of Sortino ratio for MFA, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.006.000.652.20
The chart of Omega ratio for MFA, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.31
The chart of Calmar ratio for MFA, currently valued at 0.20, compared to the broader market0.002.004.006.000.200.60
The chart of Martin ratio for MFA, currently valued at 0.96, compared to the broader market-10.000.0010.0020.0030.000.969.93
MFA
DX

The current MFA Sharpe Ratio is 0.37, which is lower than the DX Sharpe Ratio of 1.73. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.37
1.73
MFA
DX

Dividends

MFA vs. DX - Dividend Comparison

MFA's dividend yield for the trailing twelve months is around 13.59%, more than DX's 10.60% yield.


TTM20242023202220212020201920182017201620152014
MFA
MFA Financial, Inc.
13.59%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.
10.60%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. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%SeptemberOctoberNovemberDecember2025February
-38.77%
-31.06%
MFA
DX

Volatility

MFA vs. DX - Volatility Comparison

MFA Financial, Inc. (MFA) has a higher volatility of 6.42% compared to Dynex Capital, Inc. (DX) at 3.98%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.42%
3.98%
MFA
DX

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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