RC vs. CHMI
RC (Ready Capital Corporation) 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, RC returned -9.11%/yr vs -5.20%/yr for CHMI. At a 0.41 correlation, their price movements are largely independent.
Performance
RC vs. CHMI - Performance Comparison
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Returns By Period
In the year-to-date period, RC achieves a -19.22% return, which is significantly lower than CHMI's -4.91% return. Over the past 10 years, RC has underperformed CHMI with an annualized return of -9.11%, while CHMI has yielded a comparatively higher -5.20% annualized return.
RC
- 1D
- 5.42%
- 1M
- -3.85%
- YTD
- -19.22%
- 6M
- -20.67%
- 1Y
- -58.55%
- 3Y*
- -40.14%
- 5Y*
- -27.56%
- 10Y*
- -9.11%
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%
RC vs. CHMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RC Ready Capital Corporation | -19.22% | -65.04% | -23.49% | 5.93% | -18.28% | 40.09% | -7.25% | 23.64% | 1.18% | 24.26% |
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 RC and CHMI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2013 | 0.41 |
The correlation between RC and CHMI shifts across timeframes, from 0.23 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
RC:
$293.39M
CHMI:
$85.26M
RC:
-$3.06
CHMI:
$0.61
RC:
0.56
CHMI:
1.91
RC:
0.22
CHMI:
0.53
RC:
$525.55M
CHMI:
$43.39M
RC:
$73.92M
CHMI:
$35.08M
RC:
-$353.42M
CHMI:
$38.24M
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Return for Risk
RC vs. CHMI — Risk / Return Rank
RC
CHMI
RC vs. CHMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ready Capital Corporation (RC) 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.
| RC | CHMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.00 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | -0.22 | -0.66 |
| Martin ratioReturn relative to average drawdown | -1.30 | -0.53 | -0.77 |
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Drawdowns
RC vs. CHMI - Drawdown Comparison
The maximum RC drawdown since its inception was -84.58%, roughly equal to the maximum CHMI drawdown of -81.93%. Use the drawdown chart below to compare losses from any high point for RC and CHMI.
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Drawdown Indicators
| RC | CHMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.58% | -81.93% | -2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -66.41% | -24.83% | -41.58% |
Max Drawdown (3Y)Largest decline over 3 years | -83.04% | -40.96% | -42.08% |
Max Drawdown (5Y)Largest decline over 5 years | -84.58% | -61.98% | -22.60% |
Max Drawdown (10Y)Largest decline over 10 years | -84.58% | -81.93% | -2.65% |
Current DrawdownCurrent decline from peak | -82.02% | -63.70% | -18.32% |
Average DrawdownAverage peak-to-trough decline | -18.43% | -28.64% | +10.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.04% | 10.48% | +34.56% |
Volatility
RC vs. CHMI - Volatility Comparison
Ready Capital Corporation (RC) has a higher volatility of 18.49% compared to Cherry Hill Mortgage Investment Corporation (CHMI) at 6.74%. This indicates that RC's price experiences larger fluctuations and is considered to be riskier 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
| RC | CHMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.49% | 6.74% | +11.75% |
Volatility (6M)Calculated over the trailing 6-month period | 44.08% | 19.96% | +24.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.06% | 31.48% | +22.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.18% | 32.35% | +6.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.09% | 42.88% | +4.21% |
Dividends
RC vs. CHMI - Dividend Comparison
RC's dividend yield for the trailing twelve months is around 15.43%, less 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% |
RC Ready Capital Corporation | 15.43% | 17.66% | 16.13% | 14.24% | 14.90% | 10.62% | 10.44% | 10.38% | 11.35% | 9.77% | 11.52% | 10.61% |
Financials
RC vs. CHMI - Financials Comparison
This section allows you to compare key financial metrics between Ready Capital Corporation 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
RC and CHMI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RC has higher volatility (18.49%) compared to CHMI (6.74%). In terms of maximum drawdown, RC dropped -84.58% vs CHMI's -81.93%.
CHMI currently has the higher Sharpe Ratio (-0.18 vs -1.09), 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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