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

Correlation

The correlation between NYMT and ELF is 0.29, 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. ELF - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
-37.52%
NYMT
ELF

Key characteristics

Sharpe Ratio

NYMT:

-0.63

ELF:

-0.18

Sortino Ratio

NYMT:

-0.70

ELF:

0.17

Omega Ratio

NYMT:

0.92

ELF:

1.02

Calmar Ratio

NYMT:

-0.24

ELF:

-0.21

Martin Ratio

NYMT:

-0.94

ELF:

-0.38

Ulcer Index

NYMT:

22.03%

ELF:

28.97%

Daily Std Dev

NYMT:

32.83%

ELF:

61.88%

Max Drawdown

NYMT:

-97.94%

ELF:

-77.00%

Current Drawdown

NYMT:

-83.21%

ELF:

-40.98%

Fundamentals

Market Cap

NYMT:

$576.99M

ELF:

$7.90B

EPS

NYMT:

-$0.34

ELF:

$1.85

PEG Ratio

NYMT:

0.97

ELF:

2.03

Total Revenue (TTM)

NYMT:

$355.84M

ELF:

$1.22B

Gross Profit (TTM)

NYMT:

$142.14M

ELF:

$864.50M

EBITDA (TTM)

NYMT:

$140.43M

ELF:

$180.00M

Returns By Period

In the year-to-date period, NYMT achieves a -20.87% return, which is significantly lower than ELF's -10.86% return.


NYMT

YTD

-20.87%

1M

6.02%

6M

5.22%

1Y

-22.06%

5Y*

-16.10%

10Y*

-3.87%

ELF

YTD

-10.86%

1M

8.12%

6M

-37.52%

1Y

-11.39%

5Y*

52.27%

10Y*

N/A

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Risk-Adjusted Performance

NYMT vs. ELF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New York Mortgage Trust, Inc. (NYMT) and e.l.f. Beauty, Inc. (ELF). 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-4.00-2.000.002.00-0.63-0.18
The chart of Sortino ratio for NYMT, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.700.17
The chart of Omega ratio for NYMT, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.02
The chart of Calmar ratio for NYMT, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32-0.21
The chart of Martin ratio for NYMT, currently valued at -0.94, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.94-0.38
NYMT
ELF

The current NYMT Sharpe Ratio is -0.63, which is lower than the ELF Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of NYMT and ELF, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.63
-0.18
NYMT
ELF

Dividends

NYMT vs. ELF - Dividend Comparison

NYMT's dividend yield for the trailing twelve months is around 16.84%, while ELF has not paid dividends to shareholders.


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%
ELF
e.l.f. Beauty, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NYMT vs. ELF - Drawdown Comparison

The maximum NYMT drawdown since its inception was -97.94%, which is greater than ELF's maximum drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for NYMT and ELF. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-59.16%
-40.98%
NYMT
ELF

Volatility

NYMT vs. ELF - Volatility Comparison

The current volatility for New York Mortgage Trust, Inc. (NYMT) is 11.23%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 17.36%. This indicates that NYMT experiences smaller price fluctuations and is considered to be less risky than ELF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
11.23%
17.36%
NYMT
ELF

Financials

NYMT vs. ELF - Financials Comparison

This section allows you to compare key financial metrics between New York Mortgage Trust, Inc. and e.l.f. Beauty, 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


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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