RWT vs. CIM
RWT (Redwood Trust, Inc.) and CIM (Chimera Investment Corporation) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, RWT returned -2.19%/yr vs -1.20%/yr for CIM. Their 0.59 correlation means they have sometimes moved together and sometimes differently.
Performance
RWT vs. CIM - Performance Comparison
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Returns By Period
In the year-to-date period, RWT achieves a -11.35% return, which is significantly lower than CIM's 24.29% return. Over the past 10 years, RWT has underperformed CIM with an annualized return of -2.19%, while CIM has yielded a comparatively higher -1.20% annualized return.
RWT
- 1D
- -1.93%
- 1M
- 2.01%
- 6M
- -10.55%
- YTD
- -11.35%
- 1Y
- -4.38%
- 3Y*
- -5.25%
- 5Y*
- -7.74%
- 10Y*
- -2.19%
- ALL TIME*
- 4.88%
CIM
- 1D
- 13.82%
- 1M
- 9.83%
- 6M
- 25.09%
- YTD
- 24.29%
- 1Y
- 21.70%
- 3Y*
- 2.49%
- 5Y*
- -9.94%
- 10Y*
- -1.20%
- ALL TIME*
- -1.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.78M | $7.86M | $8.93M | |
| $11.26M | $20.65M | $12.03M |
RWT vs. CIM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWT Redwood Trust, Inc. | -11.35% | -4.08% | -2.60% | 21.61% | -42.26% | 60.13% | -42.70% | 18.16% | 9.40% | 4.49% |
CIM Chimera Investment Corporation | 24.29% | -0.65% | 3.61% | 2.95% | -57.95% | 60.73% | -42.97% | 27.65% | 7.71% | 17.30% |
Correlation
The correlation between RWT and CIM is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2007 | 0.59 |
The correlation between RWT and CIM shifts across timeframes, from 0.59 (all time) to 0.75 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
RWT:
$572.24M
CIM:
$1.04B
RWT:
$0.10
CIM:
$0.23
RWT:
46.65
CIM:
53.45
RWT:
0.47
CIM:
2.07
RWT:
$921.20M
CIM:
$499.18M
RWT:
$292.96M
CIM:
$465.68M
RWT:
$326.59M
CIM:
$439.34M
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Return for Risk
RWT vs. CIM — Risk / Return Rank
RWT
CIM
RWT vs. CIM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Redwood Trust, Inc. (RWT) and Chimera Investment Corporation (CIM). 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.
| RWT | CIM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.23 | -1.39 |
| Martin ratioReturn relative to average drawdown | -0.34 | 3.00 | -3.34 |
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Drawdowns
RWT vs. CIM - Drawdown Comparison
The maximum RWT drawdown since its inception was -88.91%, roughly equal to the maximum CIM drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for RWT and CIM.
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Drawdown Indicators
| RWT | CIM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.91% | -89.69% | +0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -28.06% | -18.18% | -9.88% |
Max Drawdown (3Y)Largest decline over 3 years | -33.79% | -33.07% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -55.83% | -69.09% | +13.26% |
Max Drawdown (10Y)Largest decline over 10 years | -85.40% | -72.35% | -13.05% |
Current DrawdownCurrent decline from peak | -62.70% | -54.58% | -8.12% |
Average DrawdownAverage peak-to-trough decline | -45.65% | -51.79% | +6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.86% | 7.48% | +5.38% |
Volatility
RWT vs. CIM - Volatility Comparison
The current volatility for Redwood Trust, Inc. (RWT) is 12.42%, while Chimera Investment Corporation (CIM) has a volatility of 14.12%. This indicates that RWT experiences smaller price fluctuations and is considered to be less risky than CIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWT | CIM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.42% | 14.12% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 30.52% | 21.70% | +8.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.08% | 28.78% | +8.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.36% | 35.61% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.21% | 36.77% | +12.44% |
Dividends
RWT vs. CIM - Dividend Comparison
RWT's dividend yield for the trailing twelve months is around 15.75%, less than CIM's 26.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIM Chimera Investment Corporation | 26.73% | 11.91% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 8.12% | 14.34% | 28.15% |
RWT Redwood Trust, Inc. | 15.75% | 13.02% | 10.26% | 9.58% | 13.61% | 5.91% | 8.26% | 7.26% | 7.83% | 7.56% | 7.36% | 8.48% |
Financials
RWT vs. CIM - Financials Comparison
This section allows you to compare key financial metrics between Redwood Trust, Inc. and Chimera 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
RWT and CIM have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIM has higher volatility (14.12%) compared to RWT (12.42%). In terms of maximum drawdown, RWT dropped -88.91% vs CIM's -89.69%.
CIM currently has the higher Sharpe Ratio (0.78 vs -0.12), 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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