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MITT vs. AKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MITT and AKR is 0.43, 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.


-0.50.00.51.00.4

Performance

MITT vs. AKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AG Mortgage Investment Trust, Inc. (MITT) and Acadia Realty Trust (AKR). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
7.92%
40.73%
MITT
AKR

Key characteristics

Sharpe Ratio

MITT:

0.88

AKR:

2.33

Sortino Ratio

MITT:

1.42

AKR:

3.05

Omega Ratio

MITT:

1.18

AKR:

1.38

Calmar Ratio

MITT:

0.31

AKR:

1.12

Martin Ratio

MITT:

3.64

AKR:

15.44

Ulcer Index

MITT:

7.06%

AKR:

3.13%

Daily Std Dev

MITT:

29.29%

AKR:

20.74%

Max Drawdown

MITT:

-91.49%

AKR:

-71.02%

Current Drawdown

MITT:

-78.43%

AKR:

-12.81%

Fundamentals

Market Cap

MITT:

$210.40M

AKR:

$3.25B

EPS

MITT:

$2.38

AKR:

$0.11

PE Ratio

MITT:

3.00

AKR:

228.73

PEG Ratio

MITT:

-6.53

AKR:

22.04

Total Revenue (TTM)

MITT:

$377.07M

AKR:

$366.87M

Gross Profit (TTM)

MITT:

$357.26M

AKR:

$150.59M

EBITDA (TTM)

MITT:

$368.62M

AKR:

$218.76M

Returns By Period

In the year-to-date period, MITT achieves a 21.38% return, which is significantly lower than AKR's 45.33% return. Over the past 10 years, MITT has underperformed AKR with an annualized return of -10.05%, while AKR has yielded a comparatively higher 0.68% annualized return.


MITT

YTD

21.38%

1M

5.04%

6M

9.50%

1Y

25.90%

5Y*

-25.27%

10Y*

-10.05%

AKR

YTD

45.33%

1M

-4.04%

6M

41.22%

1Y

48.70%

5Y*

1.99%

10Y*

0.68%

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Risk-Adjusted Performance

MITT vs. AKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) and Acadia Realty Trust (AKR). 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 MITT, currently valued at 0.88, compared to the broader market-4.00-2.000.002.000.882.33
The chart of Sortino ratio for MITT, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.423.05
The chart of Omega ratio for MITT, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.38
The chart of Calmar ratio for MITT, currently valued at 0.30, compared to the broader market0.002.004.006.000.311.12
The chart of Martin ratio for MITT, currently valued at 3.64, compared to the broader market0.0010.0020.003.6415.44
MITT
AKR

The current MITT Sharpe Ratio is 0.88, which is lower than the AKR Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of MITT and AKR, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.88
2.33
MITT
AKR

Dividends

MITT vs. AKR - Dividend Comparison

MITT's dividend yield for the trailing twelve months is around 8.60%, more than AKR's 3.05% yield.


TTM20232022202120202019201820172016201520142013
MITT
AG Mortgage Investment Trust, Inc.
8.60%11.34%15.25%7.90%1.02%12.32%12.40%10.52%11.10%17.72%12.92%17.90%
AKR
Acadia Realty Trust
3.05%4.24%5.02%2.75%2.04%4.36%4.59%3.84%3.55%3.68%3.84%3.46%

Drawdowns

MITT vs. AKR - Drawdown Comparison

The maximum MITT drawdown since its inception was -91.49%, which is greater than AKR's maximum drawdown of -71.02%. Use the drawdown chart below to compare losses from any high point for MITT and AKR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-78.43%
-12.81%
MITT
AKR

Volatility

MITT vs. AKR - Volatility Comparison

AG Mortgage Investment Trust, Inc. (MITT) has a higher volatility of 6.28% compared to Acadia Realty Trust (AKR) at 5.83%. This indicates that MITT's price experiences larger fluctuations and is considered to be riskier than AKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.28%
5.83%
MITT
AKR

Financials

MITT vs. AKR - Financials Comparison

This section allows you to compare key financial metrics between AG Mortgage Investment Trust, Inc. and Acadia Realty Trust. 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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