MITT vs. REFI
MITT (AG Mortgage Investment Trust, Inc.) and REFI (Chicago Atlantic Real Estate Finance, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 3 years, MITT returned 17.91%/yr vs -0.26%/yr for REFI. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
MITT vs. REFI - Performance Comparison
Loading charts...
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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
MITT:
$221.67M
REFI:
$208.03M
MITT:
$1.07
REFI:
$226.69
MITT:
6.48
REFI:
0.04
MITT:
0.44
REFI:
4.72
MITT:
0.68
REFI:
0.00
MITT:
$492.91M
REFI:
$44.35M
MITT:
$464.48M
REFI:
$42.41M
MITT:
$457.33M
REFI:
$8.16M
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. REFI — Risk / Return Rank
MITT
REFI
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.
| MITT | REFI | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| MITT | REFI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -71.74% | -24.90% | -46.84% |
Average DrawdownAverage peak-to-trough decline | -39.03% | -10.17% | -28.86% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| MITT | REFI | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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.
Open Portfolio Optimizer