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MITT vs. REFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MITT vs. REFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AG Mortgage Investment Trust, Inc. (MITT) and Chicago Atlantic Real Estate Finance, Inc. (REFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MITT achieves a -4.89% return, which is significantly higher than REFI's -13.37% return.


MITT

1D
7.29%
1M
-0.95%
6M
-5.77%
YTD
-4.89%
1Y
22.78%
3Y*
17.91%
5Y*
4.47%
10Y*
-7.39%
ALL TIME*
-2.34%

REFI

1D
-0.61%
1M
-8.61%
6M
-14.35%
YTD
-13.37%
1Y
-11.33%
3Y*
-0.26%
5Y*
10Y*
ALL TIME*
2.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.20M$1.06M$1.34M
$1.49M$1.55M$1.80M

MITT vs. REFI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MITT
AG Mortgage Investment Trust, Inc.
-4.89%42.79%17.10%35.77%-41.03%-3.16%
REFI
Chicago Atlantic Real Estate Finance, Inc.
-13.37%-8.70%8.69%23.70%3.35%1.52%

Correlation

The correlation between MITT and REFI is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.52

Correlation (3Y)
Balances recent behavior with more history.

0.48

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2021

0.37

The correlation between MITT and REFI shifts across timeframes, from 0.37 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MITT:

$221.67M

REFI:

$208.03M

EPS

MITT:

$1.07

REFI:

$226.69

PE Ratio

MITT:

6.48

REFI:

0.04

PS Ratio

MITT:

0.44

REFI:

4.72

PB Ratio

MITT:

0.68

REFI:

0.00

Total Revenue (TTM)

MITT:

$492.91M

REFI:

$44.35M

Gross Profit (TTM)

MITT:

$464.48M

REFI:

$42.41M

EBITDA (TTM)

MITT:

$457.33M

REFI:

$8.16M

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Return for Risk

MITT vs. REFI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MITT
MITT Risk / Return Rank: 5858
Overall Rank
MITT Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MITT Sortino Ratio Rank: 5656
Sortino Ratio Rank
MITT Omega Ratio Rank: 5454
Omega Ratio Rank
MITT Calmar Ratio Rank: 6060
Calmar Ratio Rank
MITT Martin Ratio Rank: 6060
Martin Ratio Rank

REFI
REFI Risk / Return Rank: 2020
Overall Rank
REFI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
REFI Sortino Ratio Rank: 2121
Sortino Ratio Rank
REFI Omega Ratio Rank: 2121
Omega Ratio Rank
REFI Calmar Ratio Rank: 2323
Calmar Ratio Rank
REFI Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MITT vs. REFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) and Chicago Atlantic Real Estate Finance, Inc. (REFI). 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.


MITTREFIDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.10

0.94

+0.17

Calmar ratioReturn relative to maximum drawdown

0.64

-0.58

+1.22

Martin ratioReturn relative to average drawdown

1.39

-1.25

+2.64

MITT vs. REFI - Sharpe Ratio Comparison

The current MITT Sharpe Ratio is 0.47, which is higher than the REFI Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of MITT and REFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MITT vs. REFI - Drawdown Comparison

The maximum MITT drawdown since its inception was -91.49%, which is greater than REFI's maximum drawdown of -26.55%. Use the drawdown chart below to compare losses from any high point for MITT and REFI.


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Drawdown Indicators


MITTREFIDifference

Max Drawdown

Largest peak-to-trough decline

-91.49%

-26.55%

-64.94%

Max Drawdown (1Y)

Largest decline over 1 year

-20.74%

-20.68%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-25.44%

-24.90%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-69.76%

Max Drawdown (10Y)

Largest decline over 10 years

-91.49%

Current Drawdown

Current decline from peak

-71.74%

-24.90%

-46.84%

Average Drawdown

Average peak-to-trough decline

-39.03%

-10.17%

-28.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.55%

9.59%

-0.04%

Volatility

MITT vs. REFI - Volatility Comparison

AG Mortgage Investment Trust, Inc. (MITT) has a higher volatility of 9.38% compared to Chicago Atlantic Real Estate Finance, Inc. (REFI) at 4.95%. This indicates that MITT's price experiences larger fluctuations and is considered to be riskier than REFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MITTREFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.38%

4.95%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

20.80%

17.26%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

28.47%

24.68%

+3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.82%

24.35%

+10.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.72%

24.35%

+43.37%

Dividends

MITT vs. REFI - Dividend Comparison

MITT's dividend yield for the trailing twelve months is around 21.72%, more than REFI's 19.26% yield.


PositionTTM20252024202320222021202020192018201720162015
MITT
AG Mortgage Investment Trust, Inc.
21.72%9.98%11.28%11.34%15.25%7.90%1.02%12.32%12.40%10.52%11.10%17.72%
REFI
Chicago Atlantic Real Estate Finance, Inc.
19.26%15.33%13.36%13.41%13.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

MITT vs. REFI - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


MITT and REFI have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MITT has higher volatility (9.38%) compared to REFI (4.95%). In terms of maximum drawdown, MITT dropped -91.49% vs REFI's -26.55%.

MITT currently has the higher Sharpe Ratio (0.47 vs -0.49), 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.

Portfolio Optimizer

Find the right allocation for MITT and REFI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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