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REFI vs. RC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

REFI vs. RC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chicago Atlantic Real Estate Finance, Inc. (REFI) and Ready Capital Corporation (RC). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
39.17%
-35.66%
REFI
RC

Returns By Period

In the year-to-date period, REFI achieves a 6.24% return, which is significantly higher than RC's -24.11% return.


REFI

YTD

6.24%

1M

-0.44%

6M

6.23%

1Y

19.81%

5Y (annualized)

N/A

10Y (annualized)

N/A

RC

YTD

-24.11%

1M

-4.49%

6M

-13.66%

1Y

-19.22%

5Y (annualized)

-2.99%

10Y (annualized)

2.69%

Fundamentals


REFIRC
Market Cap$307.08M$1.25B
EPS$1.97-$0.78
Total Revenue (TTM)$47.07M$894.65M
Gross Profit (TTM)-$949.30M$809.56M
EBITDA (TTM)-$2.68B$228.11M

Key characteristics


REFIRC
Sharpe Ratio0.95-0.79
Sortino Ratio1.38-0.97
Omega Ratio1.180.89
Calmar Ratio1.80-0.58
Martin Ratio4.63-1.16
Ulcer Index3.71%19.90%
Daily Std Dev18.15%29.48%
Max Drawdown-26.55%-76.33%
Current Drawdown-1.32%-36.85%

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Correlation

-0.50.00.51.00.3

The correlation between REFI and RC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

REFI vs. RC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chicago Atlantic Real Estate Finance, Inc. (REFI) and Ready Capital Corporation (RC). 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.


Sharpe ratio
The chart of Sharpe ratio for REFI, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.95-0.79
The chart of Sortino ratio for REFI, currently valued at 1.38, compared to the broader market-4.00-2.000.002.004.001.38-0.97
The chart of Omega ratio for REFI, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.89
The chart of Calmar ratio for REFI, currently valued at 1.80, compared to the broader market0.002.004.006.001.80-0.58
The chart of Martin ratio for REFI, currently valued at 4.63, compared to the broader market0.0010.0020.0030.004.63-1.16
REFI
RC

The current REFI Sharpe Ratio is 0.95, which is higher than the RC Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of REFI and RC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.95
-0.79
REFI
RC

Dividends

REFI vs. RC - Dividend Comparison

REFI's dividend yield for the trailing twelve months is around 13.81%, less than RC's 16.38% yield.


TTM20232022202120202019201820172016201520142013
REFI
Chicago Atlantic Real Estate Finance, Inc.
13.81%13.41%13.93%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RC
Ready Capital Corporation
16.38%14.24%14.90%10.62%10.44%10.38%11.35%9.77%13.75%10.61%9.28%13.23%

Drawdowns

REFI vs. RC - Drawdown Comparison

The maximum REFI drawdown since its inception was -26.55%, smaller than the maximum RC drawdown of -76.33%. Use the drawdown chart below to compare losses from any high point for REFI and RC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.32%
-36.85%
REFI
RC

Volatility

REFI vs. RC - Volatility Comparison

The current volatility for Chicago Atlantic Real Estate Finance, Inc. (REFI) is 3.96%, while Ready Capital Corporation (RC) has a volatility of 8.32%. This indicates that REFI experiences smaller price fluctuations and is considered to be less risky than RC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.96%
8.32%
REFI
RC

Financials

REFI vs. RC - Financials Comparison

This section allows you to compare key financial metrics between Chicago Atlantic Real Estate Finance, Inc. and Ready Capital 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items