MITT vs. RITM
MITT (AG Mortgage Investment Trust, Inc.) and RITM (Rithm Capital Corp.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, MITT returned -6.95%/yr vs 6.32%/yr for RITM. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
MITT vs. RITM - Performance Comparison
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Returns By Period
In the year-to-date period, MITT achieves a -8.17% return, which is significantly higher than RITM's -15.04% return. Over the past 10 years, MITT has underperformed RITM with an annualized return of -6.95%, while RITM has yielded a comparatively higher 6.32% annualized return.
MITT
- 1D
- -3.44%
- 1M
- -2.82%
- YTD
- -8.17%
- 6M
- -4.02%
- 1Y
- 12.41%
- 3Y*
- 22.87%
- 5Y*
- 1.15%
- 10Y*
- -6.95%
RITM
- 1D
- -2.49%
- 1M
- -6.43%
- YTD
- -15.04%
- 6M
- -17.04%
- 1Y
- -11.88%
- 3Y*
- 11.65%
- 5Y*
- 6.47%
- 10Y*
- 6.32%
MITT vs. RITM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | -8.17% | 42.79% | 17.10% | 35.77% | -41.03% | 24.12% | -80.68% | 8.94% | -6.22% | 23.62% |
RITM Rithm Capital Corp. | -15.04% | 10.06% | 11.07% | 45.60% | -14.44% | 17.07% | -34.36% | 28.46% | -10.35% | 27.83% |
Correlation
The correlation between MITT and RITM is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 3, 2013 | 0.55 |
The correlation between MITT and RITM shifts across timeframes, from 0.51 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MITT:
$240.26M
RITM:
$5.10B
MITT:
$1.09
RITM:
$1.31
MITT:
6.95
RITM:
6.88
MITT:
0.47
RITM:
0.89
MITT:
0.74
RITM:
0.68
MITT:
$492.91M
RITM:
$5.61B
MITT:
$464.48M
RITM:
$4.84B
MITT:
$457.33M
RITM:
$1.91B
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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 | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.92 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | -0.44 | +1.04 |
| Martin ratioReturn relative to average drawdown | 1.50 | -0.99 | +2.49 |
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 | 0.44 | -0.54 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.24 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.16 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.21 | -0.26 |
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 (3Y)Largest decline over 3 years | -25.77% | -27.31% | +1.54% |
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 | -72.72% | -23.24% | -49.48% |
Average DrawdownAverage peak-to-trough decline | -38.69% | -15.95% | -22.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.29% | 12.04% | -3.75% |
Volatility
MITT vs. RITM - Volatility Comparison
AG Mortgage Investment Trust, Inc. (MITT) and Rithm Capital Corp. (RITM) have volatilities of 7.30% and 7.39%, 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.
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Volatility by Period
| MITT | RITM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 7.39% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 20.07% | 18.84% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.44% | 22.21% | +6.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.59% | 27.47% | +8.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.65% | 40.17% | +27.48% |
Dividends
MITT vs. RITM - Dividend Comparison
MITT's dividend yield for the trailing twelve months is around 11.76%, more than RITM's 11.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | 11.76% | 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. | 11.09% | 9.17% | 9.23% | 9.36% | 12.24% | 8.40% | 5.03% | 12.41% | 14.07% | 11.07% | 11.70% | 14.39% |
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
MITT vs. RITM - 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%.
RITM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rithm Capital Corp. reported a gross profit of 949.57M and revenue of 1.38B. Therefore, the gross margin over that period was 68.8%.
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%.
RITM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rithm Capital Corp. reported an operating income of 142.52M and revenue of 1.38B, resulting in an operating margin of 10.3%.
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%.
RITM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rithm Capital Corp. reported a net income of 109.48M and revenue of 1.38B, resulting in a net margin of 7.9%.
Frequently Asked Questions
MITT and RITM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RITM has higher volatility (7.39%) compared to MITT (7.30%). In terms of maximum drawdown, MITT dropped -91.49% vs RITM's -81.11%.
MITT currently has the higher Sharpe Ratio (0.44 vs -0.54), 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.
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