SACH vs. MFA

Last updated Jul 11, 2026

SACH (Sachem Capital Corp.) and MFA (MFA Financial, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, SACH returned -9.59%/yr vs -0.17%/yr for MFA. At a 0.27 correlation, their price movements are largely independent.

Performance

SACH vs. MFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sachem Capital Corp. (SACH) and MFA Financial, Inc. (MFA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SACH achieves a 71.07% return, which is significantly higher than MFA's 10.01% return.

SACH

• 1D: -2.15%
• 1M: 68.07%
• 6M: 69.44%
• YTD: 71.07%
• 1Y: 49.91%
• 3Y*: -11.08%
• 5Y*: -9.59%
• 10Y*: —

MFA

• 1D: 0.74%
• 1M: 6.13%
• 6M: 5.70%
• YTD: 10.01%
• 1Y: 18.13%
• 3Y*: 9.14%
• 5Y*: -0.17%
• 10Y*: 1.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SACH vs. MFA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SACH Sachem Capital Corp.	71.07%	-9.17%	-60.54%	29.48%	-35.83%	52.67%	7.94%	19.39%	15.66%	-14.69%
MFA MFA Financial, Inc.	10.01%	6.07%	2.63%	30.66%	-37.20%	27.71%	-40.87%	27.54%	-5.85%	8.88%

Correlation

The correlation between SACH and MFA is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (All Time) Calculated using the full available price history since Feb 10, 2017	0.27

Over the past year, the correlation between SACH and MFA has dropped to 0.06 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

Fundamentals

Market Cap SACH : $41.49M MFA : $969.89M
EPS SACH : -$0.04 MFA : $1.91
PS Ratio SACH : 1.21 MFA : 1.94
Total Revenue (TTM) SACH : $33.56M MFA : $343.42M
Gross Profit (TTM) SACH : $32.83M MFA : $413.35M
EBITDA (TTM) SACH : $18.86M MFA : $341.51M

Return for Risk

SACH vs. MFA — Risk / Return Rank

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

SACH

SACH Risk / Return Rank: 77
SACH Sharpe Ratio Rank: 62
SACH Sortino Ratio Rank: 84
SACH Omega Ratio Rank: 86
SACH Calmar Ratio Rank: 77
SACH Martin Ratio Rank: 75

MFA

MFA Risk / Return Rank: 67
MFA Sharpe Ratio Rank: 69
MFA Sortino Ratio Rank: 62
MFA Omega Ratio Rank: 61
MFA Calmar Ratio Rank: 72
MFA Martin Ratio Rank: 71

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.

SACH vs. MFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sachem Capital Corp. (SACH) and MFA Financial, Inc. (MFA). 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.

	SACH	MFA	Difference
Sharpe ratio: Return per unit of total volatility	0.49	0.74	-0.25
Sortino ratio: Return per unit of downside risk	2.27	1.14	+1.14
Omega ratio: Gain probability vs. loss probability	1.32	1.14	+0.18
Calmar ratio: Return relative to maximum drawdown	1.82	1.37	+0.45
Martin ratio: Return relative to average drawdown	3.97	2.96	+1.01

SACH vs. MFA - Sharpe Ratio Comparison

The current SACH Sharpe Ratio is 0.49, which is lower than the MFA Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SACH and MFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SACH vs. MFA - Drawdown Comparison

The maximum SACH drawdown since its inception was -80.30%, smaller than the maximum MFA drawdown of -95.52%. Use the drawdown chart below to compare losses from any high point for SACH and MFA.

Drawdown Indicators

	SACH	MFA	Difference
Max Drawdown Largest peak-to-trough decline	-80.30%	-95.52%	+15.22%
Max Drawdown (1Y) Largest decline over 1 year	-27.54%	-12.22%	-15.32%
Max Drawdown (3Y) Largest decline over 3 years	-78.73%	-31.62%	-47.11%
Max Drawdown (5Y) Largest decline over 5 years	-80.30%	-56.54%	-23.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-95.52%	—
Current Drawdown Current decline from peak	-53.22%	-29.31%	-23.91%
Average Drawdown Average peak-to-trough decline	-29.90%	-21.57%	-8.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.61%	5.65%	+6.96%

Volatility

SACH vs. MFA - Volatility Comparison

Sachem Capital Corp. (SACH) has a higher volatility of 63.43% compared to MFA Financial, Inc. (MFA) at 5.76%. This indicates that SACH's price experiences larger fluctuations and is considered to be riskier than MFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SACH	MFA	Difference
Volatility (1M) Calculated over the trailing 1-month period	63.43%	5.76%	+57.67%
Volatility (6M) Calculated over the trailing 6-month period	76.33%	17.48%	+58.85%
Volatility (1Y) Calculated over the trailing 1-year period	103.37%	22.80%	+80.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.04%	31.51%	+29.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.95%	84.79%	-26.84%

Dividends

SACH vs. MFA - Dividend Comparison

SACH's dividend yield for the trailing twelve months is around 76.29%, more than MFA's 15.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MFA MFA Financial, Inc.	15.16%	15.47%	13.74%	12.42%	16.95%	8.44%	8.35%	10.46%	11.98%	10.10%	10.48%	12.12%
SACH Sachem Capital Corp.	76.29%	19.23%	17.78%	12.83%	15.76%	8.22%	11.54%	8.29%	15.60%	6.60%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both SACH and MFA in my portfolio?

SACH and MFA have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SACH or MFA?

SACH has higher volatility (63.43%) compared to MFA (5.76%). In terms of maximum drawdown, SACH dropped -80.30% vs MFA's -95.52%.

Which has better risk-adjusted returns?

MFA currently has the higher Sharpe Ratio (0.74 vs 0.49), 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.