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NYMT vs. BRY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NYMT and BRY is 0.31, 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.


-0.50.00.51.00.3

Performance

NYMT vs. BRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New York Mortgage Trust, Inc. (NYMT) and Berry Corporation (BRY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.22%
-33.84%
NYMT
BRY

Key characteristics

Sharpe Ratio

NYMT:

-0.63

BRY:

-1.02

Sortino Ratio

NYMT:

-0.70

BRY:

-1.38

Omega Ratio

NYMT:

0.92

BRY:

0.83

Calmar Ratio

NYMT:

-0.24

BRY:

-0.60

Martin Ratio

NYMT:

-0.94

BRY:

-1.45

Ulcer Index

NYMT:

22.03%

BRY:

26.77%

Daily Std Dev

NYMT:

32.83%

BRY:

38.03%

Max Drawdown

NYMT:

-97.94%

BRY:

-88.53%

Current Drawdown

NYMT:

-83.21%

BRY:

-65.41%

Fundamentals

Market Cap

NYMT:

$576.99M

BRY:

$319.30M

EPS

NYMT:

-$0.34

BRY:

$1.08

Total Revenue (TTM)

NYMT:

$355.84M

BRY:

$926.73M

Gross Profit (TTM)

NYMT:

$142.14M

BRY:

$401.83M

EBITDA (TTM)

NYMT:

$140.43M

BRY:

$305.97M

Returns By Period

In the year-to-date period, NYMT achieves a -20.87% return, which is significantly higher than BRY's -39.54% return.


NYMT

YTD

-20.87%

1M

6.02%

6M

5.22%

1Y

-22.06%

5Y*

-16.10%

10Y*

-3.87%

BRY

YTD

-39.54%

1M

-9.55%

6M

-33.83%

1Y

-39.54%

5Y*

-8.53%

10Y*

N/A

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Risk-Adjusted Performance

NYMT vs. BRY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New York Mortgage Trust, Inc. (NYMT) and Berry Corporation (BRY). 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.


Sharpe ratio
The chart of Sharpe ratio for NYMT, currently valued at -0.63, compared to the broader market-4.00-2.000.002.00-0.63-1.02
The chart of Sortino ratio for NYMT, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.70-1.38
The chart of Omega ratio for NYMT, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.83
The chart of Calmar ratio for NYMT, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32-0.60
The chart of Martin ratio for NYMT, currently valued at -0.94, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.94-1.45
NYMT
BRY

The current NYMT Sharpe Ratio is -0.63, which is higher than the BRY Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of NYMT and BRY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.63
-1.02
NYMT
BRY

Dividends

NYMT vs. BRY - Dividend Comparison

NYMT's dividend yield for the trailing twelve months is around 16.84%, less than BRY's 19.79% yield.


TTM20232022202120202019201820172016201520142013
NYMT
New York Mortgage Trust, Inc.
16.84%14.07%15.62%10.75%6.10%12.84%13.58%12.97%14.55%19.14%14.01%15.45%
BRY
Berry Corporation
19.79%13.80%16.75%2.38%3.26%5.09%2.40%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NYMT vs. BRY - Drawdown Comparison

The maximum NYMT drawdown since its inception was -97.94%, which is greater than BRY's maximum drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for NYMT and BRY. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-59.16%
-65.41%
NYMT
BRY

Volatility

NYMT vs. BRY - Volatility Comparison

The current volatility for New York Mortgage Trust, Inc. (NYMT) is 11.23%, while Berry Corporation (BRY) has a volatility of 14.54%. This indicates that NYMT experiences smaller price fluctuations and is considered to be less risky than BRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
11.23%
14.54%
NYMT
BRY

Financials

NYMT vs. BRY - Financials Comparison

This section allows you to compare key financial metrics between New York Mortgage Trust, Inc. and Berry Corporation. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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