SEVN vs. PMT
SEVN (Seven Hills Realty Trust) and PMT (PennyMac Mortgage Investment Trust) 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 -0.97%/yr for PMT. At a 0.34 correlation, their price movements are largely independent.
Performance
SEVN vs. PMT - Performance Comparison
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Returns By Period
In the year-to-date period, SEVN achieves a -1.70% return, which is significantly higher than PMT's -10.83% return.
SEVN
- 1D
- 0.99%
- 1M
- -1.44%
- YTD
- -1.70%
- 6M
- -3.65%
- 1Y
- -21.57%
- 3Y*
- 6.09%
- 5Y*
- 2.88%
- 10Y*
- —
PMT
- 1D
- 1.89%
- 1M
- 3.03%
- YTD
- -10.83%
- 6M
- -12.41%
- 1Y
- -0.41%
- 3Y*
- 5.47%
- 5Y*
- -0.97%
- 10Y*
- 7.38%
SEVN vs. PMT - 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% |
PMT PennyMac Mortgage Investment Trust | -10.83% | 13.23% | -5.38% | 36.11% | -18.07% | 8.47% | -2.60% |
Correlation
The correlation between SEVN and PMT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2020 | 0.34 |
The correlation between SEVN and PMT shifts across timeframes, from 0.34 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SEVN:
$183.66M
PMT:
$892.59M
SEVN:
$0.91
PMT:
$1.52
SEVN:
9.02
PMT:
6.74
SEVN:
3.15
PMT:
0.84
SEVN:
0.56
PMT:
0.48
SEVN:
$43.74M
PMT:
$1.06B
SEVN:
$29.11M
PMT:
$946.50M
SEVN:
$23.30M
PMT:
$966.77M
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Return for Risk
SEVN vs. PMT — Risk / Return Rank
SEVN
PMT
SEVN vs. PMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Seven Hills Realty Trust (SEVN) and PennyMac Mortgage Investment Trust (PMT). 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 | PMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.02 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.02 | -0.67 |
| Martin ratioReturn relative to average drawdown | -0.92 | -0.04 | -0.88 |
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Drawdowns
SEVN vs. PMT - Drawdown Comparison
The maximum SEVN drawdown since its inception was -40.70%, smaller than the maximum PMT drawdown of -75.90%. Use the drawdown chart below to compare losses from any high point for SEVN and PMT.
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Drawdown Indicators
| SEVN | PMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.70% | -75.90% | +35.20% |
Max Drawdown (1Y)Largest decline over 1 year | -31.48% | -26.14% | -5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -33.87% | -26.14% | -7.73% |
Max Drawdown (5Y)Largest decline over 5 years | -33.87% | -39.81% | +5.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.90% | — |
Current DrawdownCurrent decline from peak | -30.85% | -18.97% | -11.88% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -11.58% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.47% | 10.55% | +12.92% |
Volatility
SEVN vs. PMT - Volatility Comparison
The current volatility for Seven Hills Realty Trust (SEVN) is 5.54%, while PennyMac Mortgage Investment Trust (PMT) has a volatility of 9.67%. This indicates that SEVN experiences smaller price fluctuations and is considered to be less risky than PMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEVN | PMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 9.67% | -4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.02% | 23.16% | -9.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.04% | 27.40% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.86% | 29.72% | -3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.92% | 45.24% | -19.32% |
Dividends
SEVN vs. PMT - Dividend Comparison
SEVN's dividend yield for the trailing twelve months is around 13.66%, less than PMT's 20.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMT PennyMac Mortgage Investment Trust | 20.79% | 12.75% | 12.71% | 10.70% | 14.61% | 10.85% | 8.64% | 8.43% | 10.10% | 11.70% | 11.48% | 14.15% |
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. PMT - Financials Comparison
This section allows you to compare key financial metrics between Seven Hills Realty Trust and PennyMac Mortgage Investment Trust. 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 PMT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PMT has higher volatility (9.67%) compared to SEVN (5.54%). In terms of maximum drawdown, SEVN dropped -40.70% vs PMT's -75.90%.
PMT currently has the higher Sharpe Ratio (-0.01 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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