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

Correlation

The correlation between NYMT and NYMTN 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. NYMTN - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-45.45%
66.76%
NYMT
NYMTN

Key characteristics

Sharpe Ratio

NYMT:

-0.75

NYMTN:

0.89

Sortino Ratio

NYMT:

-0.90

NYMTN:

1.34

Omega Ratio

NYMT:

0.89

NYMTN:

1.18

Calmar Ratio

NYMT:

-0.29

NYMTN:

1.27

Martin Ratio

NYMT:

-1.12

NYMTN:

3.29

Ulcer Index

NYMT:

21.90%

NYMTN:

3.30%

Daily Std Dev

NYMT:

32.84%

NYMTN:

12.15%

Max Drawdown

NYMT:

-97.94%

NYMTN:

-85.37%

Current Drawdown

NYMT:

-83.63%

NYMTN:

-6.33%

Fundamentals

Market Cap

NYMT:

$524.45M

NYMTN:

$1.17B

EPS

NYMT:

-$0.34

NYMTN:

$0.05

Total Revenue (TTM)

NYMT:

$355.84M

NYMTN:

$355.84M

Gross Profit (TTM)

NYMT:

$142.14M

NYMTN:

$142.14M

EBITDA (TTM)

NYMT:

$140.43M

NYMTN:

$140.43M

Returns By Period

In the year-to-date period, NYMT achieves a -22.87% return, which is significantly lower than NYMTN's 10.23% return.


NYMT

YTD

-22.87%

1M

-3.63%

6M

5.88%

1Y

-24.29%

5Y*

-16.53%

10Y*

-4.18%

NYMTN

YTD

10.23%

1M

-2.34%

6M

8.18%

1Y

10.43%

5Y*

6.56%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NYMT vs. NYMTN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New York Mortgage Trust, Inc. (NYMT) and New York Mortgage Trust, Inc. (NYMTN). 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 -0.75, compared to the broader market-4.00-2.000.002.00-0.750.89
The chart of Sortino ratio for NYMT, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.901.34
The chart of Omega ratio for NYMT, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.18
The chart of Calmar ratio for NYMT, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.381.27
The chart of Martin ratio for NYMT, currently valued at -1.12, compared to the broader market0.005.0010.0015.0020.0025.00-1.123.29
NYMT
NYMTN

The current NYMT Sharpe Ratio is -0.75, which is lower than the NYMTN Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of NYMT and NYMTN, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.75
0.89
NYMT
NYMTN

Dividends

NYMT vs. NYMTN - Dividend Comparison

NYMT's dividend yield for the trailing twelve months is around 13.82%, more than NYMTN's 6.81% yield.


TTM20232022202120202019201820172016201520142013
NYMT
New York Mortgage Trust, Inc.
13.82%14.07%15.62%10.75%6.10%12.84%13.58%12.97%14.55%19.14%14.01%15.45%
NYMTN
New York Mortgage Trust, Inc.
6.81%9.35%11.36%7.84%8.80%7.96%9.13%2.07%0.00%0.00%0.00%0.00%

Drawdowns

NYMT vs. NYMTN - Drawdown Comparison

The maximum NYMT drawdown since its inception was -97.94%, which is greater than NYMTN's maximum drawdown of -85.37%. Use the drawdown chart below to compare losses from any high point for NYMT and NYMTN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-60.19%
-6.33%
NYMT
NYMTN

Volatility

NYMT vs. NYMTN - Volatility Comparison

New York Mortgage Trust, Inc. (NYMT) has a higher volatility of 10.80% compared to New York Mortgage Trust, Inc. (NYMTN) at 3.93%. This indicates that NYMT's price experiences larger fluctuations and is considered to be riskier than NYMTN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
10.80%
3.93%
NYMT
NYMTN

Financials

NYMT vs. NYMTN - Financials Comparison

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