RITM vs. TRTX
RITM (Rithm Capital Corp.) and TRTX (TPG RE Finance Trust, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, RITM returned 7.71%/yr vs 3.04%/yr for TRTX. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
RITM vs. TRTX - Performance Comparison
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Returns By Period
In the year-to-date period, RITM achieves a -13.44% return, which is significantly lower than TRTX's 7.90% return.
RITM
- 1D
- -0.11%
- 1M
- -0.86%
- YTD
- -13.44%
- 6M
- -13.58%
- 1Y
- -9.98%
- 3Y*
- 9.45%
- 5Y*
- 7.71%
- 10Y*
- 6.74%
TRTX
- 1D
- 5.92%
- 1M
- 8.73%
- YTD
- 7.90%
- 6M
- 4.17%
- 1Y
- 27.67%
- 3Y*
- 18.53%
- 5Y*
- 3.04%
- 10Y*
- —
RITM vs. TRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RITM Rithm Capital Corp. | -13.44% | 10.06% | 11.07% | 45.60% | -14.44% | 17.07% | -34.36% | 28.46% | -10.35% | 20.34% |
TRTX TPG RE Finance Trust, Inc. | 7.90% | 13.50% | 46.93% | 9.71% | -38.40% | 25.11% | -31.46% | 20.90% | 4.67% | 0.80% |
Correlation
The correlation between RITM and TRTX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.61 |
The correlation between RITM and TRTX has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
Fundamentals
RITM:
$5.20B
TRTX:
$679.95M
RITM:
$1.31
TRTX:
$0.78
RITM:
7.01
TRTX:
11.08
RITM:
0.91
TRTX:
2.57
RITM:
0.69
TRTX:
0.64
RITM:
$5.61B
TRTX:
$264.49M
RITM:
$4.84B
TRTX:
$207.51M
RITM:
$1.91B
TRTX:
$195.60M
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Return for Risk
RITM vs. TRTX — Risk / Return Rank
RITM
TRTX
RITM vs. TRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rithm Capital Corp. (RITM) and TPG RE Finance Trust, Inc. (TRTX). 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.
| RITM | TRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.23 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.75 | -2.12 |
| Martin ratioReturn relative to average drawdown | -0.78 | 4.11 | -4.89 |
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Drawdowns
RITM vs. TRTX - Drawdown Comparison
The maximum RITM drawdown since its inception was -81.11%, smaller than the maximum TRTX drawdown of -86.18%. Use the drawdown chart below to compare losses from any high point for RITM and TRTX.
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Drawdown Indicators
| RITM | TRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.11% | -86.18% | +5.07% |
Max Drawdown (1Y)Largest decline over 1 year | -27.31% | -15.90% | -11.41% |
Max Drawdown (3Y)Largest decline over 3 years | -27.31% | -30.01% | +2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -36.61% | -54.39% | +17.78% |
Max Drawdown (10Y)Largest decline over 10 years | -81.11% | — | — |
Current DrawdownCurrent decline from peak | -21.79% | -0.21% | -21.58% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -20.93% | +4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.86% | 6.75% | +6.11% |
Volatility
RITM vs. TRTX - Volatility Comparison
Rithm Capital Corp. (RITM) and TPG RE Finance Trust, Inc. (TRTX) have volatilities of 7.23% and 7.56%, 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
| RITM | TRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 7.56% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 15.71% | +3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 21.30% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.47% | 34.99% | -7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.18% | 57.72% | -17.54% |
Dividends
RITM vs. TRTX - Dividend Comparison
RITM's dividend yield for the trailing twelve months is around 10.88%, less than TRTX's 15.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RITM Rithm Capital Corp. | 10.88% | 9.17% | 9.23% | 9.36% | 12.24% | 8.40% | 5.03% | 12.41% | 14.07% | 11.07% | 11.70% | 14.39% |
TRTX TPG RE Finance Trust, Inc. | 15.70% | 11.15% | 11.29% | 14.77% | 14.14% | 7.71% | 15.44% | 8.49% | 9.35% | 3.73% | 0.00% | 0.00% |
Financials
RITM vs. TRTX - Financials Comparison
This section allows you to compare key financial metrics between Rithm Capital Corp. and TPG RE Finance 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
Frequently Asked Questions
RITM and TRTX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRTX has higher volatility (7.56%) compared to RITM (7.23%). In terms of maximum drawdown, RITM dropped -81.11% vs TRTX's -86.18%.
TRTX currently has the higher Sharpe Ratio (1.31 vs -0.44), 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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