ORC vs. CHMI
ORC (Orchid Island Capital, Inc.) and CHMI (Cherry Hill Mortgage Investment Corporation) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, ORC returned -3.30%/yr vs -5.20%/yr for CHMI. At a 0.45 correlation, their price movements are largely independent.
Performance
ORC vs. CHMI - Performance Comparison
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Returns By Period
In the year-to-date period, ORC achieves a 0.49% return, which is significantly higher than CHMI's -4.91% return. Over the past 10 years, ORC has outperformed CHMI with an annualized return of -3.30%, while CHMI has yielded a comparatively lower -5.20% annualized return.
ORC
- 1D
- 1.36%
- 1M
- 0.26%
- YTD
- 0.49%
- 6M
- 0.23%
- 1Y
- 15.51%
- 3Y*
- 4.64%
- 5Y*
- -8.40%
- 10Y*
- -3.30%
CHMI
- 1D
- -1.27%
- 1M
- -3.32%
- YTD
- -4.91%
- 6M
- -4.25%
- 1Y
- -5.51%
- 3Y*
- -7.48%
- 5Y*
- -12.58%
- 10Y*
- -5.20%
ORC vs. CHMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 0.49% | 12.66% | 9.87% | -3.10% | -41.63% | 0.07% | 4.75% | 6.68% | -20.38% | 1.07% |
CHMI Cherry Hill Mortgage Investment Corporation | -4.91% | 14.92% | -21.94% | -18.91% | -17.19% | 1.54% | -28.09% | -6.76% | 9.80% | 10.00% |
Correlation
The correlation between ORC and CHMI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2013 | 0.45 |
The correlation between ORC and CHMI shifts across timeframes, from 0.34 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ORC:
$1.27B
CHMI:
$85.26M
ORC:
$0.85
CHMI:
$0.61
ORC:
7.85
CHMI:
3.84
ORC:
0.03
CHMI:
0.14
ORC:
5.61
CHMI:
1.91
ORC:
0.91
CHMI:
0.53
ORC:
$181.13M
CHMI:
$43.39M
ORC:
$87.42M
CHMI:
$35.08M
ORC:
$197.11M
CHMI:
$38.24M
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Return for Risk
ORC vs. CHMI — Risk / Return Rank
ORC
CHMI
ORC vs. CHMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Orchid Island Capital, Inc. (ORC) and Cherry Hill Mortgage Investment Corporation (CHMI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ORC | CHMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.00 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | -0.22 | +1.16 |
| Martin ratioReturn relative to average drawdown | 2.14 | -0.53 | +2.66 |
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Drawdowns
ORC vs. CHMI - Drawdown Comparison
The maximum ORC drawdown since its inception was -75.77%, smaller than the maximum CHMI drawdown of -81.93%. Use the drawdown chart below to compare losses from any high point for ORC and CHMI.
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Drawdown Indicators
| ORC | CHMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.77% | -81.93% | +6.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.58% | -24.83% | +8.25% |
Max Drawdown (3Y)Largest decline over 3 years | -43.06% | -40.96% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -65.50% | -61.98% | -3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -75.77% | -81.93% | +6.16% |
Current DrawdownCurrent decline from peak | -45.82% | -63.70% | +17.88% |
Average DrawdownAverage peak-to-trough decline | -28.85% | -28.64% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.28% | 10.48% | -3.20% |
Volatility
ORC vs. CHMI - Volatility Comparison
The current volatility for Orchid Island Capital, Inc. (ORC) is 6.40%, while Cherry Hill Mortgage Investment Corporation (CHMI) has a volatility of 6.74%. This indicates that ORC experiences smaller price fluctuations and is considered to be less risky than CHMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORC | CHMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 6.74% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 17.76% | 19.96% | -2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.41% | 31.48% | -10.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.78% | 32.35% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.71% | 42.88% | -5.17% |
Dividends
ORC vs. CHMI - Dividend Comparison
ORC's dividend yield for the trailing twelve months is around 20.90%, more than CHMI's 19.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHMI Cherry Hill Mortgage Investment Corporation | 19.31% | 19.61% | 22.73% | 17.82% | 18.62% | 13.06% | 13.24% | 12.20% | 12.03% | 10.89% | 11.60% | 15.23% |
ORC Orchid Island Capital, Inc. | 20.90% | 20.00% | 18.51% | 21.35% | 29.67% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% |
Financials
ORC vs. CHMI - Financials Comparison
This section allows you to compare key financial metrics between Orchid Island Capital, Inc. and Cherry Hill Mortgage Investment Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ORC and CHMI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHMI has higher volatility (6.74%) compared to ORC (6.40%). In terms of maximum drawdown, ORC dropped -75.77% vs CHMI's -81.93%.
ORC currently has the higher Sharpe Ratio (0.73 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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