MITT vs. CHMI

Last updated Jun 20, 2026

MITT (AG Mortgage Investment Trust, Inc.) and CHMI (Cherry Hill Mortgage Investment 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 -5.20%/yr for CHMI. At a 0.48 correlation, their price movements are largely independent.

Performance

MITT vs. CHMI - Performance Comparison

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

Returns By Period

In the year-to-date period, MITT achieves a -3.68% return, which is significantly higher than CHMI's -4.91% return. Over the past 10 years, MITT has underperformed CHMI with an annualized return of -6.83%, while CHMI has yielded a comparatively higher -5.20% 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%

CHMI

• 1D: -1.27%
• 1M: -3.32%
• YTD: -4.91%
• 6M: -4.25%
• 1Y: -5.51%
• 3Y*: -7.48%
• 5Y*: -12.58%
• 10Y*: -5.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MITT vs. CHMI - 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%
CHMI Cherry Hill Mortgage Investment Corporation	-4.91%	14.92%	-21.94%	-18.91%	-17.19%	1.54%	-28.09%	-6.76%	9.80%	10.00%

Correlation

The correlation between MITT and CHMI is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Oct 4, 2013	0.48

The correlation between MITT and CHMI shifts across timeframes, from 0.40 (1 year) to 0.52 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap MITT : $252.00M CHMI : $85.26M
EPS MITT : $1.09 CHMI : $0.61
PE Ratio MITT : 7.29 CHMI : 3.84
PS Ratio MITT : 0.50 CHMI : 1.91
PB Ratio MITT : 0.78 CHMI : 0.53
Total Revenue (TTM) MITT : $492.91M CHMI : $43.39M
Gross Profit (TTM) MITT : $464.48M CHMI : $35.08M
EBITDA (TTM) MITT : $457.33M CHMI : $38.24M

Return for Risk

MITT vs. CHMI — Risk / Return Rank

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

MITT

MITT Risk / Return Rank: 62
MITT Sharpe Ratio Rank: 66
MITT Sortino Ratio Rank: 59
MITT Omega Ratio Rank: 58
MITT Calmar Ratio Rank: 63
MITT Martin Ratio Rank: 64

CHMI

CHMI Risk / Return Rank: 33
CHMI Sharpe Ratio Rank: 35
CHMI Sortino Ratio Rank: 31
CHMI Omega Ratio Rank: 31
CHMI Calmar Ratio Rank: 35
CHMI Martin Ratio Rank: 33

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.

MITT vs. CHMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) and Cherry Hill Mortgage Investment Corporation (CHMI). 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	CHMI	Difference
Sharpe ratio: Return per unit of total volatility	0.72	-0.18	+0.90
Sortino ratio: Return per unit of downside risk	1.15	-0.03	+1.17
Omega ratio: Gain probability vs. loss probability	1.14	1.00	+0.15
Calmar ratio: Return relative to maximum drawdown	0.96	-0.22	+1.18
Martin ratio: Return relative to average drawdown	2.29	-0.53	+2.82

MITT vs. CHMI - Sharpe Ratio Comparison

The current MITT Sharpe Ratio is 0.72, which is higher than the CHMI Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of MITT and CHMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MITT vs. CHMI - Drawdown Comparison

The maximum MITT drawdown since its inception was -91.49%, which is greater than CHMI's maximum drawdown of -81.93%. Use the drawdown chart below to compare losses from any high point for MITT and CHMI.

Drawdown Indicators

	MITT	CHMI	Difference
Max Drawdown Largest peak-to-trough decline	-91.49%	-81.93%	-9.56%
Max Drawdown (1Y) Largest decline over 1 year	-20.74%	-24.83%	+4.09%
Max Drawdown (3Y) Largest decline over 3 years	-25.77%	-40.96%	+15.19%
Max Drawdown (5Y) Largest decline over 5 years	-69.76%	-61.98%	-7.78%
Max Drawdown (10Y) Largest decline over 10 years	-91.49%	-81.93%	-9.56%
Current Drawdown Current decline from peak	-71.38%	-63.70%	-7.68%
Average Drawdown Average peak-to-trough decline	-38.78%	-28.64%	-10.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.68%	10.48%	-1.80%

Volatility

MITT vs. CHMI - Volatility Comparison

AG Mortgage Investment Trust, Inc. (MITT) and Cherry Hill Mortgage Investment Corporation (CHMI) have volatilities of 6.80% and 6.74%, 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.

Volatility by Period

	MITT	CHMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.80%	6.74%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	20.25%	19.96%	+0.29%
Volatility (1Y) Calculated over the trailing 1-year period	27.82%	31.48%	-3.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.21%	32.35%	+2.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.65%	42.88%	+24.77%

Dividends

MITT vs. CHMI - Dividend Comparison

MITT's dividend yield for the trailing twelve months is around 11.21%, less than CHMI's 19.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHMI Cherry Hill Mortgage Investment Corporation	19.31%	19.61%	22.73%	17.82%	18.62%	13.06%	13.24%	12.20%	12.03%	10.89%	11.60%	15.23%
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

Frequently Asked Questions

Can I hold both MITT and CHMI in my portfolio?

MITT and CHMI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MITT or CHMI?

MITT has higher volatility (6.80%) compared to CHMI (6.74%). In terms of maximum drawdown, MITT dropped -91.49% vs CHMI's -81.93%.

Which has better risk-adjusted returns?

MITT currently has the higher Sharpe Ratio (0.72 vs -0.18), 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.