PMT vs. FBRT
Compare and contrast key facts about PennyMac Mortgage Investment Trust (PMT) and Franklin BSP Realty Trust, Inc. (FBRT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMT or FBRT.
Key characteristics
| PMT | FBRT | |
|---|---|---|
| YTD Return | -4.50% | 3.60% |
| 1Y Return | 5.08% | 7.17% |
| 3Y Return (Ann) | 0.33% | 1.03% |
| Sharpe Ratio | 0.37 | 0.46 |
| Sortino Ratio | 0.61 | 0.79 |
| Omega Ratio | 1.09 | 1.10 |
| Calmar Ratio | 0.62 | 0.85 |
| Martin Ratio | 1.24 | 1.77 |
| Ulcer Index | 6.93% | 6.50% |
| Daily Std Dev | 23.50% | 25.19% |
| Max Drawdown | -75.90% | -31.33% |
| Current Drawdown | -9.41% | -5.57% |
Fundamentals
| PMT | FBRT | |
|---|---|---|
| Market Cap | $1.15B | $1.06B |
| EPS | $1.38 | $0.81 |
| PE Ratio | 9.57 | 16.02 |
| Total Revenue (TTM) | $1.55B | $553.19M |
| Gross Profit (TTM) | $1.41B | $524.51M |
| EBITDA (TTM) | $473.62M | $479.31M |
Correlation
The correlation between PMT and FBRT is 0.58, 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.
Performance
PMT vs. FBRT - Performance Comparison
In the year-to-date period, PMT achieves a -4.50% return, which is significantly lower than FBRT's 3.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PMT vs. FBRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PennyMac Mortgage Investment Trust (PMT) and Franklin BSP Realty Trust, Inc. (FBRT). 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.
Dividends
PMT vs. FBRT - Dividend Comparison
PMT's dividend yield for the trailing twelve months is around 12.20%, more than FBRT's 11.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMT PennyMac Mortgage Investment Trust | 12.20% | 10.70% | 14.61% | 10.85% | 8.64% | 8.43% | 10.10% | 11.70% | 11.48% | 14.15% | 14.18% | 9.93% |
FBRT Franklin BSP Realty Trust, Inc. | 11.02% | 10.51% | 11.01% | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PMT vs. FBRT - Drawdown Comparison
The maximum PMT drawdown since its inception was -75.90%, which is greater than FBRT's maximum drawdown of -31.33%. Use the drawdown chart below to compare losses from any high point for PMT and FBRT. For additional features, visit the drawdowns tool.
Volatility
PMT vs. FBRT - Volatility Comparison
The current volatility for PennyMac Mortgage Investment Trust (PMT) is 4.93%, while Franklin BSP Realty Trust, Inc. (FBRT) has a volatility of 6.28%. This indicates that PMT experiences smaller price fluctuations and is considered to be less risky than FBRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PMT vs. FBRT - Financials Comparison
This section allows you to compare key financial metrics between PennyMac Mortgage Investment Trust and Franklin BSP Realty 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.
Total Revenue: Total amount of money received from sales and other business activities