MITT vs. KREF
MITT (AG Mortgage Investment Trust, Inc.) and KREF (KKR Real Estate Finance Trust Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, MITT returned 1.36%/yr vs -11.22%/yr for KREF. At a 0.50 correlation, their price movements are largely independent.
Performance
MITT vs. KREF - Performance Comparison
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Returns By Period
In the year-to-date period, MITT achieves a -3.68% return, which is significantly higher than KREF's -10.55% 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%
KREF
- 1D
- 3.82%
- 1M
- 10.66%
- YTD
- -10.55%
- 6M
- -10.44%
- 1Y
- -13.39%
- 3Y*
- -6.88%
- 5Y*
- -11.22%
- 10Y*
- —
MITT vs. KREF - 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% | 14.56% |
KREF KKR Real Estate Finance Trust Inc. | -10.55% | -9.25% | -15.80% | 9.15% | -25.89% | 27.86% | -2.82% | 16.15% | 4.26% | -0.09% |
Correlation
The correlation between MITT and KREF is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 5, 2017 | 0.50 |
The correlation between MITT and KREF has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
Fundamentals
MITT:
$252.00M
KREF:
$456.59M
MITT:
$1.09
KREF:
-$1.58
MITT:
0.50
KREF:
1.27
MITT:
0.78
KREF:
0.42
MITT:
$492.91M
KREF:
$366.11M
MITT:
$464.48M
KREF:
$298.61M
MITT:
$457.33M
KREF:
$197.55M
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Return for Risk
MITT vs. KREF — Risk / Return Rank
MITT
KREF
MITT vs. KREF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) and KKR Real Estate Finance Trust Inc. (KREF). 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 | KREF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.95 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | -0.39 | +1.35 |
| Martin ratioReturn relative to average drawdown | 2.29 | -0.75 | +3.04 |
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Drawdowns
MITT vs. KREF - Drawdown Comparison
The maximum MITT drawdown since its inception was -91.49%, which is greater than KREF's maximum drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for MITT and KREF.
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Drawdown Indicators
| MITT | KREF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.49% | -57.33% | -34.16% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -34.53% | +13.79% |
Max Drawdown (3Y)Largest decline over 3 years | -25.77% | -44.87% | +19.10% |
Max Drawdown (5Y)Largest decline over 5 years | -69.76% | -57.33% | -12.43% |
Max Drawdown (10Y)Largest decline over 10 years | -91.49% | — | — |
Current DrawdownCurrent decline from peak | -71.38% | -48.56% | -22.82% |
Average DrawdownAverage peak-to-trough decline | -38.78% | -19.64% | -19.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.68% | 17.96% | -9.28% |
Volatility
MITT vs. KREF - Volatility Comparison
The current volatility for AG Mortgage Investment Trust, Inc. (MITT) is 6.80%, while KKR Real Estate Finance Trust Inc. (KREF) has a volatility of 9.95%. This indicates that MITT experiences smaller price fluctuations and is considered to be less risky than KREF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITT | KREF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 9.95% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 20.25% | 25.44% | -5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.82% | 29.99% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.21% | 30.06% | +5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.65% | 30.75% | +36.90% |
Dividends
MITT vs. KREF - Dividend Comparison
MITT's dividend yield for the trailing twelve months is around 11.21%, less than KREF's 14.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KREF KKR Real Estate Finance Trust Inc. | 14.16% | 12.17% | 9.90% | 13.00% | 12.32% | 9.53% | 9.60% | 8.42% | 8.83% | 4.95% | 0.00% | 0.00% |
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. KREF - Financials Comparison
This section allows you to compare key financial metrics between AG Mortgage Investment Trust, Inc. and KKR Real Estate Finance Trust Inc.. 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
Frequently Asked Questions
MITT and KREF have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KREF has higher volatility (9.95%) compared to MITT (6.80%). In terms of maximum drawdown, MITT dropped -91.49% vs KREF's -57.33%.
MITT currently has the higher Sharpe Ratio (0.72 vs -0.45), 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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