RWT vs. MRCC
Compare and contrast key facts about Redwood Trust, Inc. (RWT) and Monroe Capital Corporation (MRCC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RWT or MRCC.
Key characteristics
| RWT | MRCC | |
|---|---|---|
| YTD Return | 2.21% | 28.84% |
| 1Y Return | 11.99% | 31.40% |
| 3Y Return (Ann) | -11.84% | 3.09% |
| 5Y Return (Ann) | -7.17% | 6.30% |
| 10Y Return (Ann) | -2.29% | 5.87% |
| Sharpe Ratio | 0.41 | 1.57 |
| Sortino Ratio | 0.83 | 2.15 |
| Omega Ratio | 1.10 | 1.27 |
| Calmar Ratio | 0.19 | 1.25 |
| Martin Ratio | 1.06 | 12.42 |
| Ulcer Index | 11.66% | 2.62% |
| Daily Std Dev | 30.18% | 20.73% |
| Max Drawdown | -88.91% | -57.63% |
| Current Drawdown | -53.96% | -1.55% |
Fundamentals
| RWT | MRCC | |
|---|---|---|
| Market Cap | $958.93M | $175.93M |
| EPS | $0.55 | $0.37 |
| PE Ratio | 12.85 | 21.95 |
| PEG Ratio | 1.39 | 2.05 |
| Total Revenue (TTM) | $734.84M | $47.11M |
| Gross Profit (TTM) | $697.77M | $37.19M |
| EBITDA (TTM) | $667.02M | $25.46M |
Correlation
The correlation between RWT and MRCC is 0.21, 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.
Performance
RWT vs. MRCC - Performance Comparison
In the year-to-date period, RWT achieves a 2.21% return, which is significantly lower than MRCC's 28.84% return. Over the past 10 years, RWT has underperformed MRCC with an annualized return of -2.29%, while MRCC has yielded a comparatively higher 5.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RWT vs. MRCC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Redwood Trust, Inc. (RWT) and Monroe Capital Corporation (MRCC). 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.
Dividends
RWT vs. MRCC - Dividend Comparison
RWT's dividend yield for the trailing twelve months is around 9.23%, less than MRCC's 12.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWT Redwood Trust, Inc. | 9.23% | 9.58% | 13.61% | 5.91% | 8.26% | 7.26% | 7.83% | 7.56% | 7.36% | 8.48% | 5.69% | 5.78% |
MRCC Monroe Capital Corporation | 12.12% | 14.15% | 11.71% | 8.91% | 13.70% | 12.89% | 14.58% | 10.18% | 9.10% | 10.70% | 9.41% | 11.15% |
Drawdowns
RWT vs. MRCC - Drawdown Comparison
The maximum RWT drawdown since its inception was -88.91%, which is greater than MRCC's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for RWT and MRCC. For additional features, visit the drawdowns tool.
Volatility
RWT vs. MRCC - Volatility Comparison
Redwood Trust, Inc. (RWT) has a higher volatility of 6.80% compared to Monroe Capital Corporation (MRCC) at 6.28%. This indicates that RWT's price experiences larger fluctuations and is considered to be riskier than MRCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RWT vs. MRCC - Financials Comparison
This section allows you to compare key financial metrics between Redwood Trust, Inc. and Monroe Capital 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