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

Correlation

The correlation between NYMT and IVR is 0.39, 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.


Performance

NYMT vs. IVR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NYMT:

0.59

IVR:

-0.07

Sortino Ratio

NYMT:

1.05

IVR:

0.16

Omega Ratio

NYMT:

1.13

IVR:

1.02

Calmar Ratio

NYMT:

0.24

IVR:

-0.00

Martin Ratio

NYMT:

2.28

IVR:

-0.03

Ulcer Index

NYMT:

9.08%

IVR:

10.26%

Daily Std Dev

NYMT:

34.48%

IVR:

27.14%

Max Drawdown

NYMT:

-97.94%

IVR:

-94.21%

Current Drawdown

NYMT:

-81.01%

IVR:

-91.03%

Fundamentals

Market Cap

NYMT:

$600.48M

IVR:

$478.45M

EPS

NYMT:

-$0.06

IVR:

$0.65

PEG Ratio

NYMT:

0.97

IVR:

-6.09

PS Ratio

NYMT:

3.12

IVR:

6.03

PB Ratio

NYMT:

0.69

IVR:

0.86

Total Revenue (TTM)

NYMT:

$283.21M

IVR:

$45.54M

Gross Profit (TTM)

NYMT:

$190.99M

IVR:

$45.54M

EBITDA (TTM)

NYMT:

$245.46M

IVR:

$153.12M

Returns By Period

In the year-to-date period, NYMT achieves a 10.84% return, which is significantly higher than IVR's -1.75% return. Over the past 10 years, NYMT has outperformed IVR with an annualized return of -3.08%, while IVR has yielded a comparatively lower -16.11% annualized return.


NYMT

YTD

10.84%

1M

15.02%

6M

16.66%

1Y

20.13%

5Y*

8.08%

10Y*

-3.08%

IVR

YTD

-1.75%

1M

11.05%

6M

-0.44%

1Y

-1.76%

5Y*

-10.04%

10Y*

-16.11%

*Annualized

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Risk-Adjusted Performance

NYMT vs. IVR — Risk-Adjusted Performance Rank

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

NYMT
The Risk-Adjusted Performance Rank of NYMT is 6969
Overall Rank
The Sharpe Ratio Rank of NYMT is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of NYMT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of NYMT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of NYMT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of NYMT is 7575
Martin Ratio Rank

IVR
The Risk-Adjusted Performance Rank of IVR is 4747
Overall Rank
The Sharpe Ratio Rank of IVR is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of IVR is 4242
Sortino Ratio Rank
The Omega Ratio Rank of IVR is 4242
Omega Ratio Rank
The Calmar Ratio Rank of IVR is 5151
Calmar Ratio Rank
The Martin Ratio Rank of IVR is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NYMT vs. IVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New York Mortgage Trust, Inc. (NYMT) and Invesco Mortgage Capital Inc. (IVR). 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.


The current NYMT Sharpe Ratio is 0.59, which is higher than the IVR Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of NYMT and IVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NYMT vs. IVR - Dividend Comparison

NYMT's dividend yield for the trailing twelve months is around 12.29%, less than IVR's 20.42% yield.


TTM20242023202220212020201920182017201620152014
NYMT
New York Mortgage Trust, Inc.
12.29%13.20%14.07%15.62%10.75%6.10%12.84%13.58%12.97%14.55%19.14%14.01%
IVR
Invesco Mortgage Capital Inc.
20.42%19.88%25.40%26.32%12.59%5.03%11.11%11.94%9.14%10.96%13.72%12.61%

Drawdowns

NYMT vs. IVR - Drawdown Comparison

The maximum NYMT drawdown since its inception was -97.94%, roughly equal to the maximum IVR drawdown of -94.21%. Use the drawdown chart below to compare losses from any high point for NYMT and IVR. For additional features, visit the drawdowns tool.


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Volatility

NYMT vs. IVR - Volatility Comparison


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Financials

NYMT vs. IVR - Financials Comparison

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


-1.50B-1.00B-500.00M0.0020212022202320242025
33.10M
8.52M
(NYMT) Total Revenue
(IVR) Total Revenue
Values in USD except per share items