MITT vs. RITM
Compare and contrast key facts about AG Mortgage Investment Trust, Inc. (MITT) and Rithm Capital Corp. (RITM).
Performance
MITT vs. RITM - Performance Comparison
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MITT vs. RITM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | -11.33% | 42.79% | 17.10% | 35.77% | -41.03% | 24.12% | -80.68% | 8.94% | -6.22% | 23.62% |
RITM Rithm Capital Corp. | -13.03% | 10.06% | 11.07% | 45.60% | -14.44% | 17.07% | -34.36% | 28.46% | -10.35% | 27.83% |
Fundamentals
MITT:
$227.08M
RITM:
$4.74T
MITT:
$1.59
RITM:
$0.00
MITT:
4.60
RITM:
2.44K
MITT:
0.76
RITM:
1.41K
MITT:
0.67
RITM:
626.63
MITT:
$293.23M
RITM:
$1.12B
MITT:
$178.83M
RITM:
$3.30B
MITT:
$149.25M
RITM:
$903.62M
Returns By Period
In the year-to-date period, MITT achieves a -11.33% return, which is significantly higher than RITM's -13.03% return. Over the past 10 years, MITT has underperformed RITM with an annualized return of -6.39%, while RITM has yielded a comparatively higher 8.38% annualized 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%
RITM
- 1D
- 3.16%
- 1M
- -5.67%
- YTD
- -13.03%
- 6M
- -12.94%
- 1Y
- -11.45%
- 3Y*
- 15.27%
- 5Y*
- 6.19%
- 10Y*
- 8.38%
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Return for Risk
MITT vs. RITM — Risk / Return Rank
MITT
RITM
MITT vs. RITM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) and Rithm Capital Corp. (RITM). 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 | RITM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | -0.45 | +0.84 |
Sortino ratioReturn per unit of downside risk | 0.75 | -0.45 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.09 | 0.94 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | -0.33 | +0.93 |
Martin ratioReturn relative to average drawdown | 1.63 | -0.91 | +2.54 |
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 | RITM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | -0.45 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.23 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.21 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.22 | -0.27 |
Correlation
The correlation between MITT and RITM is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MITT vs. RITM - Dividend Comparison
MITT's dividend yield for the trailing twelve months is around 12.18%, more than RITM's 7.91% 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% |
RITM Rithm Capital Corp. | 7.91% | 9.17% | 9.23% | 9.36% | 12.24% | 8.40% | 5.03% | 12.41% | 14.07% | 11.07% | 11.70% | 14.39% |
Drawdowns
MITT vs. RITM - Drawdown Comparison
The maximum MITT drawdown since its inception was -91.49%, which is greater than RITM's maximum drawdown of -81.11%. Use the drawdown chart below to compare losses from any high point for MITT and RITM.
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Drawdown Indicators
| MITT | RITM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.49% | -81.11% | -10.38% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -27.31% | +6.57% |
Max Drawdown (5Y)Largest decline over 5 years | -71.11% | -36.61% | -34.50% |
Max Drawdown (10Y)Largest decline over 10 years | -91.49% | -81.11% | -10.38% |
Current DrawdownCurrent decline from peak | -73.65% | -21.42% | -52.23% |
Average DrawdownAverage peak-to-trough decline | -38.30% | -15.92% | -22.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.63% | 9.89% | -2.26% |
Volatility
MITT vs. RITM - Volatility Comparison
AG Mortgage Investment Trust, Inc. (MITT) has a higher volatility of 9.96% compared to Rithm Capital Corp. (RITM) at 8.39%. This indicates that MITT's price experiences larger fluctuations and is considered to be riskier than RITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITT | RITM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.96% | 8.39% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 19.45% | 17.49% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.54% | 25.57% | +5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.01% | 27.45% | +8.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.56% | 40.11% | +27.45% |
Financials
MITT vs. RITM - Financials Comparison
This section allows you to compare key financial metrics between AG Mortgage Investment Trust, Inc. and Rithm Capital Corp.. 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