MITT vs. REFI
Compare and contrast key facts about AG Mortgage Investment Trust, Inc. (MITT) and Chicago Atlantic Real Estate Finance, Inc. (REFI).
Performance
MITT vs. REFI - Performance Comparison
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MITT vs. REFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | -11.33% | 42.79% | 17.10% | 35.77% | -41.03% | -3.34% |
REFI Chicago Atlantic Real Estate Finance, Inc. | -3.79% | -8.70% | 8.69% | 23.70% | 3.35% | 0.97% |
Fundamentals
MITT:
$227.08M
REFI:
$242.61M
MITT:
$1.59
REFI:
$1.68K
MITT:
4.60
REFI:
0.01
MITT:
0.76
REFI:
5.88
MITT:
0.67
REFI:
0.00
MITT:
$293.23M
REFI:
$41.32M
MITT:
$178.83M
REFI:
$41.32M
MITT:
$149.25M
REFI:
$0.00
Returns By Period
In the year-to-date period, MITT achieves a -11.33% return, which is significantly lower than REFI's -3.79% return.
MITT
- 1D
- 2.09%
- 1M
- -6.61%
- YTD
- -11.33%
- 6M
- 7.15%
- 1Y
- 12.27%
- 3Y*
- 21.66%
- 5Y*
- 0.45%
- 10Y*
- -6.39%
REFI
- 1D
- 1.16%
- 1M
- -2.92%
- YTD
- -3.79%
- 6M
- -4.24%
- 1Y
- -10.69%
- 3Y*
- 8.35%
- 5Y*
- —
- 10Y*
- —
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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.
| MITT | REFI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | -0.48 | +0.87 |
Sortino ratioReturn per unit of downside risk | 0.75 | -0.53 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.09 | 0.94 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | -0.73 | +1.33 |
Martin ratioReturn relative to average drawdown | 1.63 | -1.44 | +3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MITT | REFI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | -0.48 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.21 | -0.26 |
Correlation
The correlation between MITT and REFI is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MITT vs. REFI - Dividend Comparison
MITT's dividend yield for the trailing twelve months is around 12.18%, less than REFI's 16.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | 12.18% | 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. | 16.61% | 15.33% | 13.36% | 13.41% | 13.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
| 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% | -15.71% | -5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -71.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -91.49% | — | — |
Current DrawdownCurrent decline from peak | -73.65% | -16.59% | -57.06% |
Average DrawdownAverage peak-to-trough decline | -38.30% | -9.69% | -28.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.63% | 7.98% | -0.35% |
Volatility
MITT vs. REFI - Volatility Comparison
AG Mortgage Investment Trust, Inc. (MITT) has a higher volatility of 9.96% compared to Chicago Atlantic Real Estate Finance, Inc. (REFI) at 6.91%. 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
| MITT | REFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.96% | 6.91% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 19.45% | 16.61% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.54% | 22.60% | +8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.01% | 24.25% | +11.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.56% | 24.25% | +43.31% |
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