PMT vs. FBRT
Compare and contrast key facts about PennyMac Mortgage Investment Trust (PMT) and Franklin BSP Realty Trust, Inc. (FBRT).
Performance
PMT vs. FBRT - Performance Comparison
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PMT vs. FBRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PMT PennyMac Mortgage Investment Trust | -6.14% | 13.23% | -5.38% | 36.11% | -18.07% | -11.75% |
FBRT Franklin BSP Realty Trust, Inc. | -14.34% | -9.17% | 3.73% | 16.56% | -3.86% | -10.98% |
Fundamentals
PMT:
$1.47
FBRT:
$0.79
PMT:
8.02
FBRT:
10.57
PMT:
0.82
FBRT:
1.30
PMT:
$1.25B
FBRT:
$555.57M
PMT:
$1.11B
FBRT:
$111.54M
PMT:
$1.30B
FBRT:
$103.58M
Returns By Period
In the year-to-date period, PMT achieves a -6.14% return, which is significantly higher than FBRT's -14.34% return.
PMT
- 1D
- 1.03%
- 1M
- -3.36%
- YTD
- -6.14%
- 6M
- 0.42%
- 1Y
- -8.41%
- 3Y*
- 11.21%
- 5Y*
- 1.37%
- 10Y*
- 10.12%
FBRT
- 1D
- -1.18%
- 1M
- -9.18%
- YTD
- -14.34%
- 6M
- -18.25%
- 1Y
- -25.45%
- 3Y*
- -0.45%
- 5Y*
- —
- 10Y*
- —
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Return for Risk
PMT vs. FBRT — Risk / Return Rank
PMT
FBRT
PMT vs. FBRT - Risk-Adjusted Trends 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.
| PMT | FBRT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.30 | -0.94 | +0.64 |
Sortino ratioReturn per unit of downside risk | -0.22 | -1.14 | +0.91 |
Omega ratioGain probability vs. loss probability | 0.97 | 0.84 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.46 | -0.93 | +0.47 |
Martin ratioReturn relative to average drawdown | -0.86 | -1.84 | +0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PMT | FBRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | -0.94 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | -0.17 | +0.37 |
Correlation
The correlation between PMT and FBRT is 0.60, 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.
Dividends
PMT vs. FBRT - Dividend Comparison
PMT's dividend yield for the trailing twelve months is around 13.58%, less than FBRT's 15.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMT PennyMac Mortgage Investment Trust | 13.58% | 12.75% | 12.71% | 10.70% | 14.61% | 10.85% | 8.64% | 8.43% | 10.10% | 11.70% | 11.48% | 14.15% |
FBRT Franklin BSP Realty Trust, Inc. | 15.08% | 14.16% | 11.32% | 10.51% | 11.01% | 1.91% | 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 -31.30%. Use the drawdown chart below to compare losses from any high point for PMT and FBRT.
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Drawdown Indicators
| PMT | FBRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.90% | -31.30% | -44.60% |
Max Drawdown (1Y)Largest decline over 1 year | -18.90% | -27.26% | +8.36% |
Max Drawdown (5Y)Largest decline over 5 years | -39.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -75.90% | — | — |
Current DrawdownCurrent decline from peak | -14.70% | -27.99% | +13.29% |
Average DrawdownAverage peak-to-trough decline | -11.52% | -10.66% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.06% | 13.85% | -3.79% |
Volatility
PMT vs. FBRT - Volatility Comparison
The current volatility for PennyMac Mortgage Investment Trust (PMT) is 5.89%, while Franklin BSP Realty Trust, Inc. (FBRT) has a volatility of 7.89%. 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.
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Volatility by Period
| PMT | FBRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 7.89% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 20.69% | 22.04% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.98% | 27.25% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.20% | 28.62% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.04% | 28.62% | +16.42% |
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
PMT vs. FBRT - Profitability Comparison
PMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, PennyMac Mortgage Investment Trust reported a gross profit of 389.89M and revenue of 425.89M. Therefore, the gross margin over that period was 91.6%.
FBRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Franklin BSP Realty Trust, Inc. reported a gross profit of 60.13M and revenue of 136.62M. Therefore, the gross margin over that period was 44.0%.
PMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, PennyMac Mortgage Investment Trust reported an operating income of 290.83M and revenue of 425.89M, resulting in an operating margin of 68.3%.
FBRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Franklin BSP Realty Trust, Inc. reported an operating income of 1.72M and revenue of 136.62M, resulting in an operating margin of 1.3%.
PMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, PennyMac Mortgage Investment Trust reported a net income of 52.36M and revenue of 425.89M, resulting in a net margin of 12.3%.
FBRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Franklin BSP Realty Trust, Inc. reported a net income of 17.31M and revenue of 136.62M, resulting in a net margin of 12.7%.