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RWT vs. DBRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RWT and DBRG is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

RWT vs. DBRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Redwood Trust, Inc. (RWT) and DigitalBridge Group, Inc. (DBRG). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-25.19%
-78.90%
RWT
DBRG

Key characteristics

Sharpe Ratio

RWT:

0.42

DBRG:

-0.98

Sortino Ratio

RWT:

0.88

DBRG:

-1.48

Omega Ratio

RWT:

1.11

DBRG:

0.81

Calmar Ratio

RWT:

0.21

DBRG:

-0.58

Martin Ratio

RWT:

1.14

DBRG:

-1.68

Ulcer Index

RWT:

12.00%

DBRG:

30.41%

Daily Std Dev

RWT:

32.25%

DBRG:

52.33%

Max Drawdown

RWT:

-88.91%

DBRG:

-90.31%

Current Drawdown

RWT:

-58.44%

DBRG:

-84.52%

Fundamentals

Market Cap

RWT:

$799.23M

DBRG:

$1.58B

EPS

RWT:

$0.32

DBRG:

$0.18

PE Ratio

RWT:

18.78

DBRG:

47.17

PS Ratio

RWT:

3.30

DBRG:

2.66

PB Ratio

RWT:

0.70

DBRG:

1.29

Total Revenue (TTM)

RWT:

$328.12M

DBRG:

$532.64M

Gross Profit (TTM)

RWT:

$340.02M

DBRG:

$534.90M

EBITDA (TTM)

RWT:

$253.65M

DBRG:

$199.26M

Returns By Period

In the year-to-date period, RWT achieves a -5.26% return, which is significantly higher than DBRG's -24.65% return. Over the past 10 years, RWT has outperformed DBRG with an annualized return of -2.27%, while DBRG has yielded a comparatively lower -15.98% annualized return.


RWT

YTD

-5.26%

1M

-1.80%

6M

-15.48%

1Y

16.42%

5Y*

22.70%

10Y*

-2.27%

DBRG

YTD

-24.65%

1M

-7.01%

6M

-49.54%

1Y

-49.23%

5Y*

0.97%

10Y*

-15.98%

*Annualized

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Risk-Adjusted Performance

RWT vs. DBRG — Risk-Adjusted Performance Rank

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

RWT
The Risk-Adjusted Performance Rank of RWT is 6464
Overall Rank
The Sharpe Ratio Rank of RWT is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of RWT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of RWT is 6262
Omega Ratio Rank
The Calmar Ratio Rank of RWT is 6262
Calmar Ratio Rank
The Martin Ratio Rank of RWT is 6666
Martin Ratio Rank

DBRG
The Risk-Adjusted Performance Rank of DBRG is 88
Overall Rank
The Sharpe Ratio Rank of DBRG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DBRG is 66
Sortino Ratio Rank
The Omega Ratio Rank of DBRG is 77
Omega Ratio Rank
The Calmar Ratio Rank of DBRG is 1515
Calmar Ratio Rank
The Martin Ratio Rank of DBRG is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RWT vs. DBRG - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for RWT, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.00
RWT: 0.42
DBRG: -0.98
The chart of Sortino ratio for RWT, currently valued at 0.88, compared to the broader market-6.00-4.00-2.000.002.004.00
RWT: 0.88
DBRG: -1.48
The chart of Omega ratio for RWT, currently valued at 1.11, compared to the broader market0.501.001.502.00
RWT: 1.11
DBRG: 0.81
The chart of Calmar ratio for RWT, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
RWT: 0.25
DBRG: -0.58
The chart of Martin ratio for RWT, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.00
RWT: 1.14
DBRG: -1.68

The current RWT Sharpe Ratio is 0.42, which is higher than the DBRG Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of RWT and DBRG, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.42
-0.98
RWT
DBRG

Dividends

RWT vs. DBRG - Dividend Comparison

RWT's dividend yield for the trailing twelve months is around 11.48%, more than DBRG's 0.47% yield.


TTM20242023202220212020201920182017201620152014
RWT
Redwood Trust, Inc.
11.48%10.26%9.58%13.61%5.91%8.26%7.26%7.83%7.56%7.36%8.48%5.69%
DBRG
DigitalBridge Group, Inc.
0.47%0.35%0.23%0.18%0.00%2.29%9.26%9.40%19.70%9.99%11.83%2.65%

Drawdowns

RWT vs. DBRG - Drawdown Comparison

The maximum RWT drawdown since its inception was -88.91%, roughly equal to the maximum DBRG drawdown of -90.31%. Use the drawdown chart below to compare losses from any high point for RWT and DBRG. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-45.31%
-84.52%
RWT
DBRG

Volatility

RWT vs. DBRG - Volatility Comparison

The current volatility for Redwood Trust, Inc. (RWT) is 18.73%, while DigitalBridge Group, Inc. (DBRG) has a volatility of 28.03%. This indicates that RWT experiences smaller price fluctuations and is considered to be less risky than DBRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
18.73%
28.03%
RWT
DBRG

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.


Quarterly
Annual

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


Values in USD except per share items