MITT vs. AKR
Compare and contrast key facts about AG Mortgage Investment Trust, Inc. (MITT) and Acadia Realty Trust (AKR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MITT or AKR.
Key characteristics
| MITT | AKR | |
|---|---|---|
| YTD Return | 21.72% | 51.57% |
| 1Y Return | 52.43% | 83.65% |
| 3Y Return (Ann) | -8.42% | 8.32% |
| 5Y Return (Ann) | -24.82% | 1.90% |
| 10Y Return (Ann) | -9.89% | 1.32% |
| Sharpe Ratio | 1.62 | 3.47 |
| Sortino Ratio | 2.34 | 4.55 |
| Omega Ratio | 1.29 | 1.56 |
| Calmar Ratio | 0.57 | 1.55 |
| Martin Ratio | 8.12 | 26.08 |
| Ulcer Index | 6.06% | 3.00% |
| Daily Std Dev | 30.36% | 22.52% |
| Max Drawdown | -91.49% | -71.02% |
| Current Drawdown | -78.37% | -9.06% |
Fundamentals
| MITT | AKR | |
|---|---|---|
| Market Cap | $209.70M | $3.24B |
| EPS | $2.43 | $0.11 |
| PE Ratio | 2.93 | 228.00 |
| PEG Ratio | -6.53 | 22.04 |
| Total Revenue (TTM) | $377.07M | $366.87M |
| Gross Profit (TTM) | $357.26M | $150.59M |
| EBITDA (TTM) | $368.62M | $232.24M |
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.
Performance
MITT vs. AKR - Performance Comparison
In the year-to-date period, MITT achieves a 21.72% return, which is significantly lower than AKR's 51.57% return. Over the past 10 years, MITT has underperformed AKR with an annualized return of -9.89%, while AKR has yielded a comparatively higher 1.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
MITT vs. AKR - Dividend Comparison
MITT's dividend yield for the trailing twelve months is around 9.28%, more than AKR's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | 9.28% | 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 | 2.92% | 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.
Volatility
MITT vs. AKR - Volatility Comparison
AG Mortgage Investment Trust, Inc. (MITT) has a higher volatility of 6.74% compared to Acadia Realty Trust (AKR) at 5.63%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities