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NREF vs. DX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NREF vs. DX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NexPoint Real Estate Finance, Inc. (NREF) and Dynex Capital, Inc. (DX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NREF achieves a 13.03% return, which is significantly higher than DX's 0.54% return.


NREF

1D
1.85%
1M
0.42%
YTD
13.03%
6M
12.00%
1Y
24.59%
3Y*
15.74%
5Y*
6.79%
10Y*

DX

1D
0.08%
1M
2.83%
YTD
0.54%
6M
1.85%
1Y
25.07%
3Y*
17.21%
5Y*
5.09%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NREF vs. DX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NREF
NexPoint Real Estate Finance, Inc.
13.03%2.28%13.51%17.36%-8.90%27.81%-3.83%
DX
Dynex Capital, Inc.
0.54%29.48%13.64%11.91%-15.39%2.25%4.91%

Correlation

The correlation between NREF and DX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2020

0.38

Fundamentals

Market Cap

NREF:

$765.15M

DX:

$2.61B

EPS

NREF:

$2.26

DX:

$1.59

PE Ratio

NREF:

6.59

DX:

8.20

PS Ratio

NREF:

4.39

DX:

2.85

PB Ratio

NREF:

1.97

DX:

1.00

Total Revenue (TTM)

NREF:

$155.54M

DX:

$695.85M

Gross Profit (TTM)

NREF:

$132.51M

DX:

$695.85M

EBITDA (TTM)

NREF:

$152.30M

DX:

$900.29M

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Return for Risk

NREF vs. DX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NREF
NREF Risk / Return Rank: 7171
Overall Rank
NREF Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
NREF Sortino Ratio Rank: 6666
Sortino Ratio Rank
NREF Omega Ratio Rank: 6464
Omega Ratio Rank
NREF Calmar Ratio Rank: 7575
Calmar Ratio Rank
NREF Martin Ratio Rank: 7676
Martin Ratio Rank

DX
DX Risk / Return Rank: 7676
Overall Rank
DX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DX Omega Ratio Rank: 7575
Omega Ratio Rank
DX Calmar Ratio Rank: 7272
Calmar Ratio Rank
DX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NREF vs. DX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NexPoint Real Estate Finance, Inc. (NREF) and Dynex Capital, Inc. (DX). 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.


NREFDXDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratioReturn relative to maximum drawdown

1.91

1.65

+0.26

Martin ratioReturn relative to average drawdown

4.83

4.98

-0.15

NREF vs. DX - Sharpe Ratio Comparison

The current NREF Sharpe Ratio is 1.00, which is comparable to the DX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of NREF and DX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NREF vs. DX - Drawdown Comparison

The maximum NREF drawdown since its inception was -66.09%, smaller than the maximum DX drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for NREF and DX.


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Drawdown Indicators


NREFDXDifference

Max Drawdown

Largest peak-to-trough decline

-66.09%

-99.12%

+33.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-15.27%

+2.35%

Max Drawdown (3Y)

Largest decline over 3 years

-24.00%

-25.81%

+1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-44.78%

-35.98%

-8.80%

Max Drawdown (10Y)

Largest decline over 10 years

-56.76%

Current Drawdown

Current decline from peak

-3.98%

-31.19%

+27.21%

Average Drawdown

Average peak-to-trough decline

-16.75%

-56.78%

+40.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

5.04%

+0.06%

Volatility

NREF vs. DX - Volatility Comparison

NexPoint Real Estate Finance, Inc. (NREF) has a higher volatility of 6.62% compared to Dynex Capital, Inc. (DX) at 5.16%. This indicates that NREF's price experiences larger fluctuations and is considered to be riskier than DX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NREFDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

5.16%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

17.32%

13.78%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

24.64%

17.67%

+6.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.29%

23.85%

+9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.65%

29.88%

+15.77%

Dividends

NREF vs. DX - Dividend Comparison

NREF's dividend yield for the trailing twelve months is around 13.45%, less than DX's 15.62% yield.


PositionTTM20252024202320222021202020192018201720162015
DX
Dynex Capital, Inc.
15.62%14.13%11.46%12.46%12.26%9.34%9.33%11.87%12.59%10.27%12.32%15.12%
NREF
NexPoint Real Estate Finance, Inc.
13.45%14.20%12.75%17.40%12.59%9.87%8.59%0.00%0.00%0.00%0.00%0.00%

Financials

NREF vs. DX - Financials Comparison

This section allows you to compare key financial metrics between NexPoint Real Estate Finance, Inc. and Dynex Capital, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-100.00M0.00100.00M200.00M300.00M20222023202420252026
41.79M
257.39M
(NREF) Total Revenue
(DX) Total Revenue
Values in USD except per share items

NREF vs. DX - Profitability Comparison

The chart below illustrates the profitability comparison between NexPoint Real Estate Finance, Inc. and Dynex Capital, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
100.0%
100.0%
Portfolio components
NREF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NexPoint Real Estate Finance, Inc. reported a gross profit of 41.79M and revenue of 41.79M. Therefore, the gross margin over that period was 100.0%.

DX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dynex Capital, Inc. reported a gross profit of 257.39M and revenue of 257.39M. Therefore, the gross margin over that period was 100.0%.

NREF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NexPoint Real Estate Finance, Inc. reported an operating income of 31.79M and revenue of 41.79M, resulting in an operating margin of 76.1%.

DX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dynex Capital, Inc. reported an operating income of 236.91M and revenue of 257.39M, resulting in an operating margin of 92.0%.

NREF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NexPoint Real Estate Finance, Inc. reported a net income of 20.27M and revenue of 41.79M, resulting in a net margin of 48.5%.

DX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dynex Capital, Inc. reported a net income of -80.36M and revenue of 257.39M, resulting in a net margin of -31.2%.


Frequently Asked Questions


NREF and DX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NREF has higher volatility (6.62%) compared to DX (5.16%). In terms of maximum drawdown, NREF dropped -66.09% vs DX's -99.12%.

DX currently has the higher Sharpe Ratio (1.43 vs 1.00), 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.

Portfolio Optimizer

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