PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NYMT vs. TWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NYMT and TWO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

NYMT vs. TWO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.22%
-5.13%
NYMT
TWO

Key characteristics

Sharpe Ratio

NYMT:

-0.63

TWO:

-0.24

Sortino Ratio

NYMT:

-0.70

TWO:

-0.17

Omega Ratio

NYMT:

0.92

TWO:

0.98

Calmar Ratio

NYMT:

-0.24

TWO:

-0.08

Martin Ratio

NYMT:

-0.94

TWO:

-0.72

Ulcer Index

NYMT:

22.03%

TWO:

7.41%

Daily Std Dev

NYMT:

32.83%

TWO:

22.26%

Max Drawdown

NYMT:

-97.94%

TWO:

-84.71%

Current Drawdown

NYMT:

-83.21%

TWO:

-66.58%

Fundamentals

Market Cap

NYMT:

$576.99M

TWO:

$1.22B

EPS

NYMT:

-$0.34

TWO:

-$4.80

PEG Ratio

NYMT:

0.97

TWO:

3.59

Total Revenue (TTM)

NYMT:

$355.84M

TWO:

-$578.47M

Gross Profit (TTM)

NYMT:

$142.14M

TWO:

-$699.35M

EBITDA (TTM)

NYMT:

$140.43M

TWO:

$584.99M

Returns By Period

In the year-to-date period, NYMT achieves a -20.87% return, which is significantly lower than TWO's -3.63% return. Over the past 10 years, NYMT has outperformed TWO with an annualized return of -3.87%, while TWO has yielded a comparatively lower -5.60% annualized return.


NYMT

YTD

-20.87%

1M

6.02%

6M

5.22%

1Y

-22.06%

5Y*

-16.10%

10Y*

-3.87%

TWO

YTD

-3.63%

1M

0.69%

6M

-5.06%

1Y

-5.33%

5Y*

-18.40%

10Y*

-5.60%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NYMT vs. TWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New York Mortgage Trust, Inc. (NYMT) and Two Harbors Investment Corp. (TWO). 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-4.00-2.000.002.00-0.63-0.24
The chart of Sortino ratio for NYMT, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.70-0.17
The chart of Omega ratio for NYMT, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.98
The chart of Calmar ratio for NYMT, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32-0.08
The chart of Martin ratio for NYMT, currently valued at -0.94, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.94-0.72
NYMT
TWO

The current NYMT Sharpe Ratio is -0.63, which is lower than the TWO Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of NYMT and TWO, 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
-0.24
NYMT
TWO

Dividends

NYMT vs. TWO - Dividend Comparison

NYMT's dividend yield for the trailing twelve months is around 16.84%, more than TWO's 15.36% 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%
TWO
Two Harbors Investment Corp.
15.36%15.08%12.94%11.79%7.85%11.42%14.64%10.65%10.67%12.84%10.38%12.61%

Drawdowns

NYMT vs. TWO - Drawdown Comparison

The maximum NYMT drawdown since its inception was -97.94%, which is greater than TWO's maximum drawdown of -84.71%. Use the drawdown chart below to compare losses from any high point for NYMT and TWO. For additional features, visit the drawdowns tool.


-68.00%-66.00%-64.00%-62.00%-60.00%-58.00%-56.00%JulyAugustSeptemberOctoberNovemberDecember
-59.16%
-66.58%
NYMT
TWO

Volatility

NYMT vs. TWO - Volatility Comparison

New York Mortgage Trust, Inc. (NYMT) has a higher volatility of 11.23% compared to Two Harbors Investment Corp. (TWO) at 4.66%. This indicates that NYMT's price experiences larger fluctuations and is considered to be riskier than TWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.23%
4.66%
NYMT
TWO

Financials

NYMT vs. TWO - Financials Comparison

This section allows you to compare key financial metrics between New York Mortgage Trust, Inc. and Two Harbors Investment Corp.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab