RWT vs. DBRG
Compare and contrast key facts about Redwood Trust, Inc. (RWT) and DigitalBridge Group, Inc. (DBRG).
Performance
RWT vs. DBRG - Performance Comparison
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RWT vs. DBRG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWT Redwood Trust, Inc. | 4.89% | -4.08% | -2.60% | 21.61% | -42.26% | 60.13% | -42.70% | 18.16% | 9.40% | 4.49% |
DBRG DigitalBridge Group, Inc. | 0.59% | 36.48% | -35.51% | 60.77% | -67.11% | 73.18% | 6.54% | 10.47% | -55.58% | -10.36% |
Fundamentals
RWT:
$710.06M
DBRG:
$2.71B
RWT:
-$0.61
DBRG:
$0.78
RWT:
2.99
DBRG:
8.23
RWT:
0.72
DBRG:
2.06
RWT:
$243.15M
DBRG:
$329.25M
RWT:
$154.79M
DBRG:
$275.34M
RWT:
$733.18M
DBRG:
$140.28M
Returns By Period
In the year-to-date period, RWT achieves a 4.89% return, which is significantly higher than DBRG's 0.59% return. Over the past 10 years, RWT has outperformed DBRG with an annualized return of 0.73%, while DBRG has yielded a comparatively lower -6.80% annualized return.
RWT
- 1D
- 4.28%
- 1M
- -4.13%
- YTD
- 4.89%
- 6M
- 3.42%
- 1Y
- 5.14%
- 3Y*
- 4.86%
- 5Y*
- -2.27%
- 10Y*
- 0.73%
DBRG
- 1D
- 0.19%
- 1M
- -0.13%
- YTD
- 0.59%
- 6M
- 31.97%
- 1Y
- 75.38%
- 3Y*
- 9.08%
- 5Y*
- -10.31%
- 10Y*
- -6.80%
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Return for Risk
RWT vs. DBRG — Risk / Return Rank
RWT
DBRG
RWT vs. DBRG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Redwood Trust, Inc. (RWT) and DigitalBridge Group, Inc. (DBRG). 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.
| RWT | DBRG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.13 | 1.09 | -0.97 |
Sortino ratioReturn per unit of downside risk | 0.50 | 2.56 | -2.06 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.31 | 2.21 | -1.90 |
Martin ratioReturn relative to average drawdown | 0.69 | 6.51 | -5.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RWT | DBRG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.09 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | -0.20 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | -0.13 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | -0.18 | +0.30 |
Correlation
The correlation between RWT and DBRG is 0.42, 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
RWT vs. DBRG - Dividend Comparison
RWT's dividend yield for the trailing twelve months is around 12.83%, more than DBRG's 0.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWT Redwood Trust, Inc. | 12.83% | 13.02% | 10.26% | 9.58% | 13.61% | 5.91% | 8.26% | 7.26% | 7.83% | 7.56% | 7.36% | 8.48% |
DBRG DigitalBridge Group, Inc. | 0.26% | 0.26% | 0.35% | 0.23% | 0.18% | 0.00% | 2.29% | 9.26% | 9.40% | 19.40% | 2.68% | 3.29% |
Drawdowns
RWT vs. DBRG - Drawdown Comparison
The maximum RWT drawdown since its inception was -88.91%, roughly equal to the maximum DBRG drawdown of -91.72%. Use the drawdown chart below to compare losses from any high point for RWT and DBRG.
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Drawdown Indicators
| RWT | DBRG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.91% | -91.72% | +2.81% |
Max Drawdown (1Y)Largest decline over 1 year | -19.91% | -33.69% | +13.78% |
Max Drawdown (5Y)Largest decline over 5 years | -55.83% | -79.83% | +24.00% |
Max Drawdown (10Y)Largest decline over 10 years | -85.40% | -88.18% | +2.78% |
Current DrawdownCurrent decline from peak | -55.86% | -75.92% | +20.06% |
Average DrawdownAverage peak-to-trough decline | -45.52% | -60.45% | +14.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 11.45% | -2.52% |
Volatility
RWT vs. DBRG - Volatility Comparison
Redwood Trust, Inc. (RWT) has a higher volatility of 12.44% compared to DigitalBridge Group, Inc. (DBRG) at 0.71%. This indicates that RWT's price experiences larger fluctuations and is considered to be riskier than DBRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWT | DBRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 0.71% | +11.73% |
Volatility (6M)Calculated over the trailing 6-month period | 29.42% | 48.04% | -18.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.25% | 69.21% | -28.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.05% | 53.06% | -18.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.01% | 53.59% | -4.58% |
Financials
RWT vs. DBRG - Financials Comparison
This section allows you to compare key financial metrics between Redwood Trust, Inc. and DigitalBridge Group, 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