MFA vs. SOXQ

In the year-to-date period, MFA achieves a -5.51% return, which is significantly lower than SOXQ's -4.28% return.

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This table presents a comparison of risk-adjusted performance metrics for MFA Financial, Inc. (MFA) and Invesco PHLX Semiconductor ETF (SOXQ). 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 higher than the SOXQ Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of MFA and SOXQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MFA's dividend yield for the trailing twelve months is around 15.16%, more than SOXQ's 0.71% yield.

The maximum MFA drawdown since its inception was -95.52%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for MFA and SOXQ.

MFA Financial, Inc. (MFA) and Invesco PHLX Semiconductor ETF (SOXQ) have volatilities of 9.49% and 9.78%, 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.