OWL vs. AOMR

Last updated Jun 30, 2026

OWL (Blue Owl Capital Inc.) and AOMR (Angel Oak Mortgage, Inc.) are both stocks. OWL operates in Asset Management (Financial Services), while AOMR operates in REIT - Mortgage (Real Estate). Over the past 5 years, OWL returned -3.88%/yr vs -1.29%/yr for AOMR. At a 0.28 correlation, their price movements are largely independent.

Performance

OWL vs. AOMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Capital Inc. (OWL) and Angel Oak Mortgage, Inc. (AOMR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OWL achieves a -40.47% return, which is significantly lower than AOMR's 12.27% return.

OWL

• 1D: -0.58%
• 1M: -17.12%
• YTD: -40.47%
• 6M: -41.68%
• 1Y: -53.07%
• 3Y*: -5.39%
• 5Y*: -3.88%
• 10Y*: —

AOMR

• 1D: -0.88%
• 1M: 8.99%
• YTD: 12.27%
• 6M: 11.88%
• 1Y: 10.35%
• 3Y*: 17.08%
• 5Y*: -1.29%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OWL vs. AOMR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
OWL Blue Owl Capital Inc.	-40.47%	-32.83%	61.76%	47.40%	-26.29%	20.43%
AOMR Angel Oak Mortgage, Inc.	12.27%	6.20%	-1.89%	159.86%	-67.27%	-10.21%

Correlation

The correlation between OWL and AOMR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021	0.28

Fundamentals

Market Cap OWL : $5.80B AOMR : $222.07M
EPS OWL : $0.13 AOMR : $0.65
PE Ratio OWL : 65.98 AOMR : 13.83
PEG Ratio OWL : 0.24 AOMR : 0.02
PS Ratio OWL : 1.95 AOMR : 3.64
PB Ratio OWL : 2.76 AOMR : 0.86
Total Revenue (TTM) OWL : $2.94B AOMR : $61.18M
Gross Profit (TTM) OWL : $1.99B AOMR : $51.68M
EBITDA (TTM) OWL : $876.72M AOMR : $39.68M

Return for Risk

OWL vs. AOMR — Risk / Return Rank

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

OWL

OWL Risk / Return Rank: 5
OWL Sharpe Ratio Rank: 3
OWL Sortino Ratio Rank: 3
OWL Omega Ratio Rank: 5
OWL Calmar Ratio Rank: 7
OWL Martin Ratio Rank: 7

AOMR

AOMR Risk / Return Rank: 55
AOMR Sharpe Ratio Rank: 58
AOMR Sortino Ratio Rank: 51
AOMR Omega Ratio Rank: 50
AOMR Calmar Ratio Rank: 59
AOMR Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OWL vs. AOMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) and Angel Oak Mortgage, Inc. (AOMR). 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.

	OWL	AOMR	Difference
Sharpe ratio: Return per unit of total volatility	-1.20	0.43	-1.62
Sortino ratio: Return per unit of downside risk	-2.00	0.73	-2.73
Omega ratio: Gain probability vs. loss probability	0.78	1.09	-0.31
Calmar ratio: Return relative to maximum drawdown	-0.91	0.67	-1.58
Martin ratio: Return relative to average drawdown	-1.52	1.34	-2.86

OWL vs. AOMR - Sharpe Ratio Comparison

The current OWL Sharpe Ratio is -1.20, which is lower than the AOMR Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of OWL and AOMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OWL vs. AOMR - Drawdown Comparison

The maximum OWL drawdown since its inception was -67.10%, smaller than the maximum AOMR drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for OWL and AOMR.

Drawdown Indicators

	OWL	AOMR	Difference
Max Drawdown Largest peak-to-trough decline	-67.10%	-71.21%	+4.11%
Max Drawdown (1Y) Largest decline over 1 year	-58.59%	-15.57%	-43.02%
Max Drawdown (3Y) Largest decline over 3 years	-67.10%	-37.21%	-29.89%
Max Drawdown (5Y) Largest decline over 5 years	-67.10%	-71.21%	+4.11%
Current Drawdown Current decline from peak	-65.14%	-11.37%	-53.77%
Average Drawdown Average peak-to-trough decline	-24.41%	-23.32%	-1.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.05%	7.74%	+27.31%

Volatility

OWL vs. AOMR - Volatility Comparison

Blue Owl Capital Inc. (OWL) has a higher volatility of 13.41% compared to Angel Oak Mortgage, Inc. (AOMR) at 8.71%. This indicates that OWL's price experiences larger fluctuations and is considered to be riskier than AOMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OWL	AOMR	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.41%	8.71%	+4.70%
Volatility (6M) Calculated over the trailing 6-month period	34.97%	16.94%	+18.03%
Volatility (1Y) Calculated over the trailing 1-year period	44.46%	24.49%	+19.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.07%	38.64%	+3.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.76%	38.61%	+4.15%

Dividends

OWL vs. AOMR - Dividend Comparison

OWL's dividend yield for the trailing twelve months is around 10.62%, less than AOMR's 14.27% yield.

Position	TTM	2025	2024	2023	2022	2021
AOMR Angel Oak Mortgage, Inc.	14.27%	14.87%	13.79%	12.08%	35.31%	2.93%
OWL Blue Owl Capital Inc.	10.62%	5.72%	2.92%	3.69%	4.06%	0.87%

Financials

Frequently Asked Questions

Can I hold both OWL and AOMR in my portfolio?

OWL and AOMR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OWL or AOMR?

OWL has higher volatility (13.41%) compared to AOMR (8.71%). In terms of maximum drawdown, OWL dropped -67.10% vs AOMR's -71.21%.

Which has better risk-adjusted returns?

AOMR currently has the higher Sharpe Ratio (0.43 vs -1.20), 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.