MITT vs. TWO
Compare and contrast key facts about AG Mortgage Investment Trust, Inc. (MITT) and Two Harbors Investment Corp. (TWO).
Performance
MITT vs. TWO - Performance Comparison
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MITT vs. TWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | -11.93% | 42.79% | 17.10% | 35.77% | -41.03% | 24.12% | -80.68% | 8.94% | -6.22% | 23.62% |
TWO Two Harbors Investment Corp. | 11.29% | 2.52% | -2.73% | 2.31% | -23.25% | 0.03% | -52.19% | 28.73% | -10.33% | 26.53% |
Fundamentals
MITT:
$225.52M
TWO:
$1.18B
MITT:
$1.59
TWO:
-$4.36
MITT:
0.76
TWO:
2.79
MITT:
0.66
TWO:
0.99
MITT:
$293.23M
TWO:
$422.76M
MITT:
$178.83M
TWO:
$561.79M
MITT:
$149.25M
TWO:
$420.52M
Returns By Period
In the year-to-date period, MITT achieves a -11.93% return, which is significantly lower than TWO's 11.29% return. Over the past 10 years, MITT has underperformed TWO with an annualized return of -6.45%, while TWO has yielded a comparatively higher -2.99% annualized return.
MITT
- 1D
- -0.68%
- 1M
- -7.71%
- YTD
- -11.93%
- 6M
- 4.54%
- 1Y
- 11.50%
- 3Y*
- 21.38%
- 5Y*
- 0.31%
- 10Y*
- -6.45%
TWO
- 1D
- -0.96%
- 1M
- 10.77%
- YTD
- 11.29%
- 6M
- 19.15%
- 1Y
- -1.95%
- 3Y*
- 5.44%
- 5Y*
- -5.97%
- 10Y*
- -2.99%
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Return for Risk
MITT vs. TWO — Risk / Return Rank
MITT
TWO
MITT vs. TWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) and Two Harbors Investment Corp. (TWO). 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 | TWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | -0.05 | +0.41 |
Sortino ratioReturn per unit of downside risk | 0.72 | 0.25 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.03 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | -0.08 | +0.63 |
Martin ratioReturn relative to average drawdown | 1.49 | -0.16 | +1.65 |
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 | TWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | -0.05 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | -0.18 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | -0.06 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.06 | -0.11 |
Correlation
The correlation between MITT and TWO is 0.59, 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. TWO - Dividend Comparison
MITT's dividend yield for the trailing twelve months is around 12.26%, less than TWO's 13.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | 12.26% | 9.98% | 11.28% | 11.34% | 15.25% | 7.90% | 1.02% | 12.32% | 12.40% | 10.52% | 11.10% | 17.72% |
TWO Two Harbors Investment Corp. | 13.44% | 15.52% | 15.22% | 15.08% | 12.94% | 11.79% | 7.85% | 11.42% | 14.64% | 23.31% | 10.67% | 12.84% |
Drawdowns
MITT vs. TWO - Drawdown Comparison
The maximum MITT drawdown since its inception was -91.49%, which is greater than TWO's maximum drawdown of -84.71%. Use the drawdown chart below to compare losses from any high point for MITT and TWO.
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Drawdown Indicators
| MITT | TWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.49% | -84.71% | -6.78% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -36.81% | +16.07% |
Max Drawdown (5Y)Largest decline over 5 years | -71.11% | -57.23% | -13.88% |
Max Drawdown (10Y)Largest decline over 10 years | -91.49% | -84.71% | -6.78% |
Current DrawdownCurrent decline from peak | -73.83% | -61.51% | -12.32% |
Average DrawdownAverage peak-to-trough decline | -38.31% | -28.24% | -10.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 17.68% | -9.97% |
Volatility
MITT vs. TWO - Volatility Comparison
The current volatility for AG Mortgage Investment Trust, Inc. (MITT) is 9.82%, while Two Harbors Investment Corp. (TWO) has a volatility of 16.89%. This indicates that MITT experiences smaller price fluctuations and is considered to be less risky than TWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITT | TWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.82% | 16.89% | -7.07% |
Volatility (6M)Calculated over the trailing 6-month period | 19.39% | 36.84% | -17.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.55% | 43.19% | -11.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.97% | 33.58% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.55% | 47.91% | +19.64% |
Financials
MITT vs. TWO - Financials Comparison
This section allows you to compare key financial metrics between AG Mortgage Investment Trust, Inc. and Two Harbors Investment 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. TWO - Profitability Comparison
MITT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, AG Mortgage Investment Trust, Inc. reported a gross profit of 123.21M and revenue of 132.38M. Therefore, the gross margin over that period was 93.1%.
TWO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Two Harbors Investment Corp. reported a gross profit of 218.01M and revenue of 221.39M. Therefore, the gross margin over that period was 98.5%.
MITT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, AG Mortgage Investment Trust, Inc. reported an operating income of 128.84M and revenue of 132.38M, resulting in an operating margin of 97.3%.
TWO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Two Harbors Investment Corp. reported an operating income of 122.70M and revenue of 221.39M, resulting in an operating margin of 55.4%.
MITT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, AG Mortgage Investment Trust, Inc. reported a net income of 13.29M and revenue of 132.38M, resulting in a net margin of 10.0%.
TWO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Two Harbors Investment Corp. reported a net income of 11.72M and revenue of 221.39M, resulting in a net margin of 5.3%.