MITT vs. ACRE
MITT (AG Mortgage Investment Trust, Inc.) and ACRE (Ares Commercial Real Estate Corporation) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, MITT returned -6.83%/yr vs 1.22%/yr for ACRE. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
MITT vs. ACRE - Performance Comparison
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Returns By Period
In the year-to-date period, MITT achieves a -3.68% return, which is significantly lower than ACRE's -0.26% return. Over the past 10 years, MITT has underperformed ACRE with an annualized return of -6.83%, while ACRE has yielded a comparatively higher 1.22% annualized return.
MITT
- 1D
- 0.76%
- 1M
- 5.03%
- YTD
- -3.68%
- 6M
- -4.36%
- 1Y
- 19.81%
- 3Y*
- 21.43%
- 5Y*
- 1.36%
- 10Y*
- -6.83%
ACRE
- 1D
- 0.22%
- 1M
- -3.75%
- YTD
- -0.26%
- 6M
- -7.58%
- 1Y
- 8.41%
- 3Y*
- -11.85%
- 5Y*
- -9.67%
- 10Y*
- 1.22%
MITT vs. ACRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | -3.68% | 42.79% | 17.10% | 35.77% | -41.03% | 24.12% | -80.68% | 8.94% | -6.22% | 23.62% |
ACRE Ares Commercial Real Estate Corporation | -0.26% | -7.92% | -34.00% | 15.56% | -20.44% | 34.30% | -13.84% | 32.33% | 10.33% | 1.93% |
Correlation
The correlation between MITT and ACRE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2012 | 0.50 |
The correlation between MITT and ACRE has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.
Fundamentals
MITT:
$252.00M
ACRE:
$255.59M
MITT:
$1.09
ACRE:
-$0.36
MITT:
0.50
ACRE:
4.66
MITT:
0.78
ACRE:
0.52
MITT:
$492.91M
ACRE:
$54.71M
MITT:
$464.48M
ACRE:
$25.31M
MITT:
$457.33M
ACRE:
$30.62M
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Return for Risk
MITT vs. ACRE — Risk / Return Rank
MITT
ACRE
MITT vs. ACRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) and Ares Commercial Real Estate Corporation (ACRE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MITT | ACRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.07 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 0.48 | +0.48 |
| Martin ratioReturn relative to average drawdown | 2.29 | 0.97 | +1.32 |
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Drawdowns
MITT vs. ACRE - Drawdown Comparison
The maximum MITT drawdown since its inception was -91.49%, which is greater than ACRE's maximum drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for MITT and ACRE.
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Drawdown Indicators
| MITT | ACRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.49% | -75.68% | -15.81% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -17.69% | -3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -25.77% | -61.28% | +35.51% |
Max Drawdown (5Y)Largest decline over 5 years | -69.76% | -67.51% | -2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -91.49% | -75.68% | -15.81% |
Current DrawdownCurrent decline from peak | -71.38% | -51.39% | -19.99% |
Average DrawdownAverage peak-to-trough decline | -38.78% | -19.90% | -18.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.68% | 8.71% | -0.03% |
Volatility
MITT vs. ACRE - Volatility Comparison
The current volatility for AG Mortgage Investment Trust, Inc. (MITT) is 6.80%, while Ares Commercial Real Estate Corporation (ACRE) has a volatility of 10.73%. This indicates that MITT experiences smaller price fluctuations and is considered to be less risky than ACRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITT | ACRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 10.73% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 20.25% | 24.56% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.82% | 37.57% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.21% | 35.45% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.65% | 45.08% | +22.57% |
Dividends
MITT vs. ACRE - Dividend Comparison
MITT's dividend yield for the trailing twelve months is around 11.21%, less than ACRE's 12.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACRE Ares Commercial Real Estate Corporation | 12.99% | 12.55% | 16.98% | 13.13% | 13.61% | 9.63% | 11.08% | 8.33% | 8.90% | 8.37% | 7.57% | 8.74% |
MITT AG Mortgage Investment Trust, Inc. | 11.21% | 9.98% | 11.28% | 11.34% | 15.25% | 7.90% | 1.02% | 12.32% | 12.40% | 10.52% | 11.10% | 17.72% |
Financials
MITT vs. ACRE - Financials Comparison
This section allows you to compare key financial metrics between AG Mortgage Investment Trust, Inc. and Ares Commercial Real Estate Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MITT vs. ACRE - Profitability Comparison
MITT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AG Mortgage Investment Trust, Inc. reported a gross profit of 120.82M and revenue of 130.09M. Therefore, the gross margin over that period was 92.9%.
ACRE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ares Commercial Real Estate Corporation reported a gross profit of 0.00 and revenue of 13.46M. Therefore, the gross margin over that period was 0.0%.
MITT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AG Mortgage Investment Trust, Inc. reported an operating income of 103.79M and revenue of 130.09M, resulting in an operating margin of 79.8%.
ACRE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ares Commercial Real Estate Corporation reported an operating income of -9.58M and revenue of 13.46M, resulting in an operating margin of -71.1%.
MITT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AG Mortgage Investment Trust, Inc. reported a net income of -3.56M and revenue of 130.09M, resulting in a net margin of -2.7%.
ACRE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ares Commercial Real Estate Corporation reported a net income of -9.61M and revenue of 13.46M, resulting in a net margin of -71.4%.
Frequently Asked Questions
MITT and ACRE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACRE has higher volatility (10.73%) compared to MITT (6.80%). In terms of maximum drawdown, MITT dropped -91.49% vs ACRE's -75.68%.
MITT currently has the higher Sharpe Ratio (0.72 vs 0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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