PortfoliosLab logo
MFA vs. RITM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MFA and RITM is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

MFA vs. RITM - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

MFA:

0.02

RITM:

0.02

Sortino Ratio

MFA:

0.22

RITM:

0.24

Omega Ratio

MFA:

1.03

RITM:

1.03

Calmar Ratio

MFA:

0.01

RITM:

0.03

Martin Ratio

MFA:

0.02

RITM:

0.20

Ulcer Index

MFA:

13.20%

RITM:

7.30%

Daily Std Dev

MFA:

30.53%

RITM:

23.73%

Max Drawdown

MFA:

-95.52%

RITM:

-82.17%

Current Drawdown

MFA:

-42.76%

RITM:

-40.31%

Fundamentals

Market Cap

MFA:

$954.67M

RITM:

$5.91B

EPS

MFA:

$0.99

RITM:

$1.20

PE Ratio

MFA:

9.39

RITM:

9.29

PS Ratio

MFA:

3.27

RITM:

1.66

PB Ratio

MFA:

0.52

RITM:

0.90

Total Revenue (TTM)

MFA:

$264.48M

RITM:

$2.77B

Gross Profit (TTM)

MFA:

$264.48M

RITM:

$2.77B

EBITDA (TTM)

MFA:

$355.60M

RITM:

$1.38B

Returns By Period

In the year-to-date period, MFA achieves a -5.51% return, which is significantly lower than RITM's 2.95% return. Over the past 10 years, MFA has outperformed RITM with an annualized return of -0.39%, while RITM has yielded a comparatively lower -4.13% annualized return.


MFA

YTD

-5.51%

1M

-4.71%

6M

-10.26%

1Y

-1.01%

3Y*

1.49%

5Y*

19.41%

10Y*

-0.39%

RITM

YTD

2.95%

1M

-0.27%

6M

-0.89%

1Y

-0.54%

3Y*

-0.44%

5Y*

9.23%

10Y*

-4.13%

*Annualized

Compare stocks, funds, or ETFs

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


MFA Financial, Inc.

Rithm Capital Corp.

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

Risk-Adjusted Performance

MFA vs. RITM — 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

RITM
The Risk-Adjusted Performance Rank of RITM is 4848
Overall Rank
The Sharpe Ratio Rank of RITM is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of RITM is 4343
Sortino Ratio Rank
The Omega Ratio Rank of RITM is 4343
Omega Ratio Rank
The Calmar Ratio Rank of RITM is 5252
Calmar Ratio Rank
The Martin Ratio Rank of RITM is 5353
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. RITM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFA Financial, Inc. (MFA) and Rithm Capital Corp. (RITM). 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 RITM Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of MFA and RITM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

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. RITM - Dividend Comparison

MFA's dividend yield for the trailing twelve months is around 15.16%, more than RITM's 8.97% 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%
RITM
Rithm Capital Corp.
8.97%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%12.37%

Drawdowns

MFA vs. RITM - Drawdown Comparison

The maximum MFA drawdown since its inception was -95.52%, which is greater than RITM's maximum drawdown of -82.17%. Use the drawdown chart below to compare losses from any high point for MFA and RITM.


Loading data...

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

Volatility

MFA vs. RITM - Volatility Comparison

MFA Financial, Inc. (MFA) has a higher volatility of 9.49% compared to Rithm Capital Corp. (RITM) at 6.22%. This indicates that MFA's price experiences larger fluctuations and is considered to be riskier than RITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

MFA vs. RITM - Financials Comparison

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


-1.50B-1.00B-500.00M0.00500.00M1.00B20212022202320242025
74.80M
492.96M
(MFA) Total Revenue
(RITM) Total Revenue
Values in USD except per share items