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

Correlation

The correlation between NYMTN and NYMT 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

NYMTN vs. NYMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New York Mortgage Trust, Inc. (NYMTN) and New York Mortgage Trust, Inc. (NYMT). 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
70.17%
-44.04%
NYMTN
NYMT

Key characteristics

Sharpe Ratio

NYMTN:

1.18

NYMT:

-0.63

Sortino Ratio

NYMTN:

1.77

NYMT:

-0.70

Omega Ratio

NYMTN:

1.23

NYMT:

0.92

Calmar Ratio

NYMTN:

1.65

NYMT:

-0.24

Martin Ratio

NYMTN:

4.34

NYMT:

-0.94

Ulcer Index

NYMTN:

3.24%

NYMT:

22.03%

Daily Std Dev

NYMTN:

11.89%

NYMT:

32.83%

Max Drawdown

NYMTN:

-85.37%

NYMT:

-97.94%

Current Drawdown

NYMTN:

-4.42%

NYMT:

-83.21%

Fundamentals

Market Cap

NYMTN:

$1.20B

NYMT:

$576.99M

EPS

NYMTN:

$0.05

NYMT:

-$0.34

Total Revenue (TTM)

NYMTN:

$355.84M

NYMT:

$355.84M

Gross Profit (TTM)

NYMTN:

$142.14M

NYMT:

$142.14M

EBITDA (TTM)

NYMTN:

$140.43M

NYMT:

$140.43M

Returns By Period

In the year-to-date period, NYMTN achieves a 12.48% return, which is significantly higher than NYMT's -20.87% return.


NYMTN

YTD

12.48%

1M

-0.09%

6M

7.47%

1Y

13.53%

5Y*

7.29%

10Y*

N/A

NYMT

YTD

-20.87%

1M

6.02%

6M

5.22%

1Y

-22.06%

5Y*

-16.10%

10Y*

-3.87%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NYMTN vs. NYMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New York Mortgage Trust, Inc. (NYMTN) and New York Mortgage Trust, Inc. (NYMT). 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 NYMTN, currently valued at 1.18, compared to the broader market-4.00-2.000.002.001.18-0.63
The chart of Sortino ratio for NYMTN, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.001.77-0.70
The chart of Omega ratio for NYMTN, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.92
The chart of Calmar ratio for NYMTN, currently valued at 1.65, compared to the broader market0.002.004.006.001.65-0.32
The chart of Martin ratio for NYMTN, currently valued at 4.34, compared to the broader market-5.000.005.0010.0015.0020.0025.004.34-0.94
NYMTN
NYMT

The current NYMTN Sharpe Ratio is 1.18, which is higher than the NYMT Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of NYMTN and NYMT, 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
1.18
-0.63
NYMTN
NYMT

Dividends

NYMTN vs. NYMT - Dividend Comparison

NYMTN's dividend yield for the trailing twelve months is around 8.89%, less than NYMT's 16.84% yield.


TTM20232022202120202019201820172016201520142013
NYMTN
New York Mortgage Trust, Inc.
8.89%9.35%11.36%7.84%8.80%7.96%9.13%2.07%0.00%0.00%0.00%0.00%
NYMT
New York Mortgage Trust, Inc.
13.47%14.07%15.62%10.75%6.10%12.84%13.58%12.97%14.55%19.14%14.01%15.45%

Drawdowns

NYMTN vs. NYMT - Drawdown Comparison

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.42%
-59.16%
NYMTN
NYMT

Volatility

NYMTN vs. NYMT - Volatility Comparison

The current volatility for New York Mortgage Trust, Inc. (NYMTN) is 3.17%, while New York Mortgage Trust, Inc. (NYMT) has a volatility of 11.23%. This indicates that NYMTN experiences smaller price fluctuations and is considered to be less risky than NYMT 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
3.17%
11.23%
NYMTN
NYMT

Financials

NYMTN vs. NYMT - 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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