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RITM vs. DX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

RITM vs. DX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rithm Capital Corp. (RITM) and Dynex Capital, Inc. (DX). The values are adjusted to include any dividend payments, if applicable.

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RITM vs. DX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RITM
Rithm Capital Corp.
-13.03%10.06%11.07%45.60%-14.44%17.07%-34.36%28.46%-10.35%27.83%
DX
Dynex Capital, Inc.
-4.27%29.48%13.64%11.91%-15.39%2.25%17.09%11.12%-8.46%13.80%

Fundamentals

Market Cap

RITM:

$4.74T

DX:

$2.01B

EPS

RITM:

$0.00

DX:

$2.35

PE Ratio

RITM:

2.44K

DX:

5.43

PS Ratio

RITM:

1.41K

DX:

11.81

PB Ratio

RITM:

626.63

DX:

0.85

Total Revenue (TTM)

RITM:

$1.12B

DX:

$146.71M

Gross Profit (TTM)

RITM:

$3.30B

DX:

$404.00K

EBITDA (TTM)

RITM:

$903.62M

DX:

$150.39M

Returns By Period

In the year-to-date period, RITM achieves a -13.03% return, which is significantly lower than DX's -4.27% return. Over the past 10 years, RITM has outperformed DX with an annualized return of 8.38%, while DX has yielded a comparatively lower 7.52% annualized return.


RITM

1D
3.16%
1M
-5.67%
YTD
-13.03%
6M
-12.94%
1Y
-11.45%
3Y*
15.27%
5Y*
6.19%
10Y*
8.38%

DX

1D
2.41%
1M
-7.79%
YTD
-4.27%
6M
11.96%
1Y
14.94%
3Y*
17.11%
5Y*
4.56%
10Y*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RITM vs. DX — Risk / Return Rank

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

RITM
RITM Risk / Return Rank: 2424
Overall Rank
RITM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RITM Sortino Ratio Rank: 2121
Sortino Ratio Rank
RITM Omega Ratio Rank: 2020
Omega Ratio Rank
RITM Calmar Ratio Rank: 3232
Calmar Ratio Rank
RITM Martin Ratio Rank: 2727
Martin Ratio Rank

DX
DX Risk / Return Rank: 6464
Overall Rank
DX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DX Omega Ratio Rank: 5959
Omega Ratio Rank
DX Calmar Ratio Rank: 6464
Calmar Ratio Rank
DX Martin Ratio Rank: 6969
Martin Ratio Rank
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.

RITM vs. DX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rithm Capital Corp. (RITM) and Dynex Capital, Inc. (DX). 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.


RITMDXDifference

Sharpe ratio

Return per unit of total volatility

-0.45

0.74

-1.20

Sortino ratio

Return per unit of downside risk

-0.45

1.07

-1.52

Omega ratio

Gain probability vs. loss probability

0.94

1.15

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.33

0.96

-1.29

Martin ratio

Return relative to average drawdown

-0.91

3.09

-4.00

RITM vs. DX - Sharpe Ratio Comparison

The current RITM Sharpe Ratio is -0.45, which is lower than the DX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of RITM and DX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RITMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

0.74

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.19

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.25

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.17

+0.05

Correlation

The correlation between RITM and DX is 0.59, 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

RITM vs. DX - Dividend Comparison

RITM's dividend yield for the trailing twelve months is around 7.91%, less than DX's 15.99% yield.


TTM20252024202320222021202020192018201720162015
RITM
Rithm Capital Corp.
7.91%9.17%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%
DX
Dynex Capital, Inc.
15.99%14.13%11.46%12.46%12.26%9.34%9.33%11.87%12.59%10.27%12.32%15.12%

Drawdowns

RITM vs. DX - Drawdown Comparison

The maximum RITM drawdown since its inception was -81.11%, smaller than the maximum DX drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for RITM and DX.


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Drawdown Indicators


RITMDXDifference

Max Drawdown

Largest peak-to-trough decline

-81.11%

-99.12%

+18.01%

Max Drawdown (1Y)

Largest decline over 1 year

-27.31%

-15.27%

-12.04%

Max Drawdown (5Y)

Largest decline over 5 years

-36.61%

-38.69%

+2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-81.11%

-56.76%

-24.35%

Current Drawdown

Current decline from peak

-21.42%

-34.48%

+13.06%

Average Drawdown

Average peak-to-trough decline

-15.92%

-56.93%

+41.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

4.75%

+5.14%

Volatility

RITM vs. DX - Volatility Comparison

Rithm Capital Corp. (RITM) and Dynex Capital, Inc. (DX) have volatilities of 8.39% and 8.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RITMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

8.06%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

13.14%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

25.57%

20.18%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.45%

23.81%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.11%

29.86%

+10.25%

Financials

RITM vs. DX - Financials Comparison

This section allows you to compare key financial metrics between Rithm Capital Corp. and Dynex Capital, 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.


Quarterly
Annual

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


-3.00B-2.00B-1.00B0.001.00B2.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-2.77B
0
(RITM) Total Revenue
(DX) Total Revenue
Values in USD except per share items