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

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.

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MFA vs. RITM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFA
MFA Financial, Inc.
6.89%6.07%2.63%30.66%-37.20%27.71%-40.87%27.54%-5.85%14.30%
RITM
Rithm Capital Corp.
-13.03%10.06%11.07%45.60%-14.44%17.07%-34.36%28.46%-10.35%27.83%

Fundamentals

EPS

MFA:

$2.52

RITM:

$0.00

PE Ratio

MFA:

3.81

RITM:

2.44K

PS Ratio

MFA:

2.04

RITM:

1.41K

Total Revenue (TTM)

MFA:

$330.13M

RITM:

$1.12B

Gross Profit (TTM)

MFA:

$407.45M

RITM:

$3.30B

EBITDA (TTM)

MFA:

$341.51M

RITM:

$903.62M

Returns By Period

In the year-to-date period, MFA achieves a 6.89% return, which is significantly higher than RITM's -13.03% return. Over the past 10 years, MFA has underperformed RITM with an annualized return of 1.81%, while RITM has yielded a comparatively higher 8.38% annualized return.


MFA

1D
3.23%
1M
-1.57%
YTD
6.89%
6M
12.49%
1Y
8.77%
3Y*
13.37%
5Y*
1.98%
10Y*
1.81%

RITM

1D
3.16%
1M
-5.67%
YTD
-13.03%
6M
-12.94%
1Y
-11.45%
3Y*
15.27%
5Y*
6.19%
10Y*
8.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MFA vs. RITM — Risk / Return Rank

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

MFA
MFA Risk / Return Rank: 5151
Overall Rank
MFA Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MFA Sortino Ratio Rank: 4545
Sortino Ratio Rank
MFA Omega Ratio Rank: 4747
Omega Ratio Rank
MFA Calmar Ratio Rank: 5353
Calmar Ratio Rank
MFA Martin Ratio Rank: 5757
Martin Ratio Rank

RITM
RITM Risk / Return Rank: 2424
Overall Rank
RITM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RITM Sortino Ratio Rank: 2121
Sortino Ratio Rank
RITM Omega Ratio Rank: 2020
Omega Ratio Rank
RITM Calmar Ratio Rank: 3232
Calmar Ratio Rank
RITM Martin Ratio Rank: 2727
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. RITM - Risk-Adjusted Trends 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.


MFARITMDifference

Sharpe ratio

Return per unit of total volatility

0.31

-0.45

+0.76

Sortino ratio

Return per unit of downside risk

0.59

-0.45

+1.04

Omega ratio

Gain probability vs. loss probability

1.09

0.94

+0.15

Calmar ratio

Return relative to maximum drawdown

0.45

-0.33

+0.78

Martin ratio

Return relative to average drawdown

1.39

-0.91

+2.30

MFA vs. RITM - Sharpe Ratio Comparison

The current MFA Sharpe Ratio is 0.31, which is higher than the RITM Sharpe Ratio of -0.45. 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.


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Sharpe Ratios by Period


MFARITMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

-0.45

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.23

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.21

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.22

-0.11

Correlation

The correlation between MFA and RITM is 0.62, 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.


Dividends

MFA vs. RITM - Dividend Comparison

MFA's dividend yield for the trailing twelve months is around 15.03%, more than RITM's 7.91% yield.


TTM20252024202320222021202020192018201720162015
MFA
MFA Financial, Inc.
15.03%15.47%13.74%12.42%16.95%8.44%8.35%10.46%11.98%10.10%10.48%12.12%
RITM
Rithm Capital Corp.
7.91%9.17%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%

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 -81.11%. Use the drawdown chart below to compare losses from any high point for MFA and RITM.


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Drawdown Indicators


MFARITMDifference

Max Drawdown

Largest peak-to-trough decline

-95.52%

-81.11%

-14.41%

Max Drawdown (1Y)

Largest decline over 1 year

-21.06%

-27.31%

+6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-56.54%

-36.61%

-19.93%

Max Drawdown (10Y)

Largest decline over 10 years

-95.52%

-81.11%

-14.41%

Current Drawdown

Current decline from peak

-31.31%

-21.42%

-9.89%

Average Drawdown

Average peak-to-trough decline

-21.48%

-15.92%

-5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

9.89%

-3.14%

Volatility

MFA vs. RITM - Volatility Comparison

MFA Financial, Inc. (MFA) and Rithm Capital Corp. (RITM) have volatilities of 8.45% and 8.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFARITMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

8.39%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

17.49%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

28.80%

25.57%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.72%

27.45%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.72%

40.11%

+44.61%

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


-3.00B-2.00B-1.00B0.001.00B2.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
-2.77B
(MFA) Total Revenue
(RITM) Total Revenue
Values in USD except per share items