MITT vs. NREF
MITT (AG Mortgage Investment Trust, Inc.) and NREF (NexPoint Real Estate Finance, 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 6.79%/yr for NREF. At a 0.37 correlation, their price movements are largely independent.
Performance
MITT vs. NREF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MITT achieves a -3.68% return, which is significantly lower than NREF's 13.03% 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%
NREF
- 1D
- 1.85%
- 1M
- 0.42%
- YTD
- 13.03%
- 6M
- 12.00%
- 1Y
- 24.59%
- 3Y*
- 15.74%
- 5Y*
- 6.79%
- 10Y*
- —
MITT vs. NREF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | -3.68% | 42.79% | 17.10% | 35.77% | -41.03% | 24.12% | -81.69% |
NREF NexPoint Real Estate Finance, Inc. | 13.03% | 2.28% | 13.51% | 17.36% | -8.90% | 27.81% | -3.83% |
Correlation
The correlation between MITT and NREF is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2020 | 0.37 |
The correlation between MITT and NREF shifts across timeframes, from 0.37 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MITT:
$252.00M
NREF:
$765.15M
MITT:
$1.09
NREF:
$2.26
MITT:
7.29
NREF:
6.59
MITT:
0.50
NREF:
4.39
MITT:
0.78
NREF:
1.97
MITT:
$492.91M
NREF:
$155.54M
MITT:
$464.48M
NREF:
$132.51M
MITT:
$457.33M
NREF:
$152.30M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MITT vs. NREF — Risk / Return Rank
MITT
NREF
MITT vs. NREF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) and NexPoint Real Estate Finance, Inc. (NREF). 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 | NREF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.91 | -0.95 |
| Martin ratioReturn relative to average drawdown | 2.29 | 4.83 | -2.54 |
Loading charts...
Drawdowns
MITT vs. NREF - Drawdown Comparison
The maximum MITT drawdown since its inception was -91.49%, which is greater than NREF's maximum drawdown of -66.09%. Use the drawdown chart below to compare losses from any high point for MITT and NREF.
Loading charts...
Drawdown Indicators
| MITT | NREF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.49% | -66.09% | -25.40% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -12.92% | -7.82% |
Max Drawdown (3Y)Largest decline over 3 years | -25.77% | -24.00% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -69.76% | -44.78% | -24.98% |
Max Drawdown (10Y)Largest decline over 10 years | -91.49% | — | — |
Current DrawdownCurrent decline from peak | -71.38% | -3.98% | -67.40% |
Average DrawdownAverage peak-to-trough decline | -38.78% | -16.75% | -22.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.68% | 5.10% | +3.58% |
Volatility
MITT vs. NREF - Volatility Comparison
AG Mortgage Investment Trust, Inc. (MITT) and NexPoint Real Estate Finance, Inc. (NREF) have volatilities of 6.80% and 6.62%, 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.
Loading charts...
Volatility by Period
| MITT | NREF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 6.62% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 20.25% | 17.32% | +2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.82% | 24.64% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.21% | 33.29% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.65% | 45.65% | +22.00% |
Dividends
MITT vs. NREF - Dividend Comparison
MITT's dividend yield for the trailing twelve months is around 11.21%, less than NREF's 13.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NREF NexPoint Real Estate Finance, Inc. | 13.45% | 14.20% | 12.75% | 17.40% | 12.59% | 9.87% | 8.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MITT vs. NREF - Financials Comparison
This section allows you to compare key financial metrics between AG Mortgage Investment Trust, Inc. and NexPoint Real Estate Finance, 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
MITT vs. NREF - 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%.
NREF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NexPoint Real Estate Finance, Inc. reported a gross profit of 41.79M and revenue of 41.79M. Therefore, the gross margin over that period was 100.0%.
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%.
NREF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NexPoint Real Estate Finance, Inc. reported an operating income of 31.79M and revenue of 41.79M, resulting in an operating margin of 76.1%.
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%.
NREF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NexPoint Real Estate Finance, Inc. reported a net income of 20.27M and revenue of 41.79M, resulting in a net margin of 48.5%.
Frequently Asked Questions
MITT and NREF have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MITT has higher volatility (6.80%) compared to NREF (6.62%). In terms of maximum drawdown, MITT dropped -91.49% vs NREF's -66.09%.
NREF currently has the higher Sharpe Ratio (1.00 vs 0.72), 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.
Find the right allocation for MITT and NREF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer