SEVN vs. IVR
SEVN (Seven Hills Realty Trust) and IVR (Invesco Mortgage Capital Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, SEVN returned 2.88%/yr vs -13.59%/yr for IVR. At a 0.28 correlation, their price movements are largely independent.
Performance
SEVN vs. IVR - Performance Comparison
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Returns By Period
In the year-to-date period, SEVN achieves a -1.70% return, which is significantly lower than IVR's 2.32% return.
SEVN
- 1D
- 0.99%
- 1M
- -1.44%
- YTD
- -1.70%
- 6M
- -3.65%
- 1Y
- -21.57%
- 3Y*
- 6.09%
- 5Y*
- 2.88%
- 10Y*
- —
IVR
- 1D
- -0.62%
- 1M
- 2.83%
- YTD
- 2.32%
- 6M
- 1.70%
- 1Y
- 28.67%
- 3Y*
- 7.35%
- 5Y*
- -13.59%
- 10Y*
- -11.60%
SEVN vs. IVR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SEVN Seven Hills Realty Trust | -1.70% | -24.34% | 12.15% | 61.84% | -3.75% | 2.18% | -7.99% |
IVR Invesco Mortgage Capital Inc. | 2.32% | 24.87% | 9.03% | -14.30% | -44.56% | -9.34% | 4.92% |
Correlation
The correlation between SEVN and IVR is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2020 | 0.28 |
Fundamentals
SEVN:
$0.91
IVR:
$1.64
SEVN:
9.02
IVR:
4.87
SEVN:
3.15
IVR:
1.84
SEVN:
$43.74M
IVR:
$215.91M
SEVN:
$29.11M
IVR:
$138.51M
SEVN:
$23.30M
IVR:
$246.65M
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Return for Risk
SEVN vs. IVR — Risk / Return Rank
SEVN
IVR
SEVN vs. IVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Seven Hills Realty Trust (SEVN) and Invesco Mortgage Capital Inc. (IVR). 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.
| SEVN | IVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.23 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.74 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.92 | 4.65 | -5.57 |
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Drawdowns
SEVN vs. IVR - Drawdown Comparison
The maximum SEVN drawdown since its inception was -40.70%, smaller than the maximum IVR drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for SEVN and IVR.
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Drawdown Indicators
| SEVN | IVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.70% | -92.55% | +51.85% |
Max Drawdown (1Y)Largest decline over 1 year | -31.48% | -16.54% | -14.94% |
Max Drawdown (3Y)Largest decline over 3 years | -33.87% | -45.38% | +11.51% |
Max Drawdown (5Y)Largest decline over 5 years | -33.87% | -76.67% | +42.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.55% | — |
Current DrawdownCurrent decline from peak | -30.85% | -84.98% | +54.13% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -35.94% | +24.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.47% | 6.19% | +17.28% |
Volatility
SEVN vs. IVR - Volatility Comparison
Seven Hills Realty Trust (SEVN) has a higher volatility of 5.54% compared to Invesco Mortgage Capital Inc. (IVR) at 4.84%. This indicates that SEVN's price experiences larger fluctuations and is considered to be riskier than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEVN | IVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 4.84% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 14.02% | 17.50% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.04% | 22.56% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.86% | 35.33% | -9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.92% | 56.15% | -30.23% |
Dividends
SEVN vs. IVR - Dividend Comparison
SEVN's dividend yield for the trailing twelve months is around 13.66%, less than IVR's 20.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 20.50% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
SEVN Seven Hills Realty Trust | 13.66% | 14.16% | 10.70% | 10.82% | 11.00% | 4.34% | 1.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SEVN vs. IVR - Financials Comparison
This section allows you to compare key financial metrics between Seven Hills Realty Trust and Invesco Mortgage Capital 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
Frequently Asked Questions
SEVN and IVR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEVN has higher volatility (5.54%) compared to IVR (4.84%). In terms of maximum drawdown, SEVN dropped -40.70% vs IVR's -92.55%.
IVR currently has the higher Sharpe Ratio (1.28 vs -0.86), 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.
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