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RWT vs. IIPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

RWT vs. IIPR - Performance Comparison

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

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RWT vs. IIPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWT
Redwood Trust, Inc.
4.89%-4.08%-2.60%21.61%-42.26%60.13%-42.70%18.16%9.40%4.49%
IIPR
Innovative Industrial Properties, Inc.
10.03%-18.40%-28.55%8.78%-59.02%47.49%151.33%72.52%43.88%82.30%

Fundamentals

Market Cap

RWT:

$710.06M

IIPR:

$1.42B

EPS

RWT:

-$0.61

IIPR:

$4.14

PS Ratio

RWT:

2.99

IIPR:

5.34

PB Ratio

RWT:

0.72

IIPR:

0.79

Total Revenue (TTM)

RWT:

$243.15M

IIPR:

$265.96M

Gross Profit (TTM)

RWT:

$154.79M

IIPR:

$235.78M

EBITDA (TTM)

RWT:

$733.18M

IIPR:

$205.79M

Returns By Period

In the year-to-date period, RWT achieves a 4.89% return, which is significantly lower than IIPR's 10.03% 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%

IIPR

1D
2.66%
1M
-1.60%
YTD
10.03%
6M
1.11%
1Y
7.31%
3Y*
-3.14%
5Y*
-16.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RWT vs. IIPR — Risk / Return Rank

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

RWT
RWT Risk / Return Rank: 4646
Overall Rank
RWT Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
RWT Sortino Ratio Rank: 4343
Sortino Ratio Rank
RWT Omega Ratio Rank: 4242
Omega Ratio Rank
RWT Calmar Ratio Rank: 5050
Calmar Ratio Rank
RWT Martin Ratio Rank: 5050
Martin Ratio Rank

IIPR
IIPR Risk / Return Rank: 4040
Overall Rank
IIPR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IIPR Sortino Ratio Rank: 4444
Sortino Ratio Rank
IIPR Omega Ratio Rank: 4444
Omega Ratio Rank
IIPR Calmar Ratio Rank: 3333
Calmar Ratio Rank
IIPR Martin Ratio Rank: 3131
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.

RWT vs. IIPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Redwood Trust, Inc. (RWT) and Innovative Industrial Properties, Inc. (IIPR). 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.


RWTIIPRDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.18

-0.05

Sortino ratio

Return per unit of downside risk

0.50

0.56

-0.06

Omega ratio

Gain probability vs. loss probability

1.07

1.07

-0.01

Calmar ratio

Return relative to maximum drawdown

0.31

-0.29

+0.60

Martin ratio

Return relative to average drawdown

0.69

-0.70

+1.40

RWT vs. IIPR - Sharpe Ratio Comparison

The current RWT Sharpe Ratio is 0.13, which is comparable to the IIPR Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of RWT and IIPR, 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


RWTIIPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.18

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.40

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.37

-0.25

Correlation

The correlation between RWT and IIPR is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RWT vs. IIPR - Dividend Comparison

RWT's dividend yield for the trailing twelve months is around 12.83%, less than IIPR's 15.15% yield.


TTM20252024202320222021202020192018201720162015
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%
IIPR
Innovative Industrial Properties, Inc.
15.15%16.05%11.28%7.16%7.01%2.18%2.44%3.73%1.87%1.70%0.00%0.00%

Drawdowns

RWT vs. IIPR - Drawdown Comparison

The maximum RWT drawdown since its inception was -88.91%, which is greater than IIPR's maximum drawdown of -78.42%. Use the drawdown chart below to compare losses from any high point for RWT and IIPR.


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Drawdown Indicators


RWTIIPRDifference

Max Drawdown

Largest peak-to-trough decline

-88.91%

-78.42%

-10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-19.91%

-21.29%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-55.83%

-78.42%

+22.59%

Max Drawdown (10Y)

Largest decline over 10 years

-85.40%

Current Drawdown

Current decline from peak

-55.86%

-73.58%

+17.72%

Average Drawdown

Average peak-to-trough decline

-45.52%

-36.35%

-9.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.93%

8.73%

+0.20%

Volatility

RWT vs. IIPR - Volatility Comparison

Redwood Trust, Inc. (RWT) has a higher volatility of 12.44% compared to Innovative Industrial Properties, Inc. (IIPR) at 9.37%. This indicates that RWT's price experiences larger fluctuations and is considered to be riskier than IIPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RWTIIPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.44%

9.37%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

29.42%

28.46%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

40.25%

42.31%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.05%

41.17%

-6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.01%

48.45%

+0.56%

Financials

RWT vs. IIPR - Financials Comparison

This section allows you to compare key financial metrics between Redwood Trust, Inc. and Innovative Industrial Properties, 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


-50.00M0.0050.00M100.00M150.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
61.30M
66.66M
(RWT) Total Revenue
(IIPR) Total Revenue
Values in USD except per share items

RWT vs. IIPR - Profitability Comparison

The chart below illustrates the profitability comparison between Redwood Trust, Inc. and Innovative Industrial Properties, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
88.0%
Portfolio components
RWT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Redwood Trust, Inc. reported a gross profit of 0.00 and revenue of 61.30M. Therefore, the gross margin over that period was 0.0%.

IIPR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Innovative Industrial Properties, Inc. reported a gross profit of 58.68M and revenue of 66.66M. Therefore, the gross margin over that period was 88.0%.

RWT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Redwood Trust, Inc. reported an operating income of 0.00 and revenue of 61.30M, resulting in an operating margin of 0.0%.

IIPR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Innovative Industrial Properties, Inc. reported an operating income of 31.85M and revenue of 66.66M, resulting in an operating margin of 47.8%.

RWT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Redwood Trust, Inc. reported a net income of 3.00M and revenue of 61.30M, resulting in a net margin of 4.9%.

IIPR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Innovative Industrial Properties, Inc. reported a net income of 30.71M and revenue of 66.66M, resulting in a net margin of 46.1%.