TRTX vs. LFT
TRTX (TPG RE Finance Trust, Inc.) and LFT (Lument Finance Trust, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, TRTX returned 3.04%/yr vs -15.79%/yr for LFT. At a 0.26 correlation, their price movements are largely independent.
Performance
TRTX vs. LFT - Performance Comparison
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Returns By Period
In the year-to-date period, TRTX achieves a 7.90% return, which is significantly higher than LFT's -26.79% return.
TRTX
- 1D
- 5.92%
- 1M
- 8.73%
- YTD
- 7.90%
- 6M
- 4.17%
- 1Y
- 27.67%
- 3Y*
- 18.53%
- 5Y*
- 3.04%
- 10Y*
- —
LFT
- 1D
- -2.91%
- 1M
- -12.28%
- YTD
- -26.79%
- 6M
- -27.77%
- 1Y
- -54.81%
- 3Y*
- -8.68%
- 5Y*
- -15.79%
- 10Y*
- -3.37%
TRTX vs. LFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRTX TPG RE Finance Trust, Inc. | 7.90% | 13.50% | 46.93% | 9.71% | -38.40% | 25.11% | -31.46% | 20.90% | 4.67% | 0.80% |
LFT Lument Finance Trust, Inc. | -26.79% | -39.33% | 29.40% | 38.64% | -45.07% | 28.63% | 15.69% | 23.31% | -22.06% | -13.87% |
Correlation
The correlation between TRTX and LFT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.26 |
The correlation between TRTX and LFT shifts across timeframes, from 0.25 (3 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TRTX:
$679.95M
LFT:
$52.40M
TRTX:
$0.78
LFT:
-$0.06
TRTX:
2.57
LFT:
0.92
TRTX:
0.64
LFT:
0.33
TRTX:
$264.49M
LFT:
$56.81M
TRTX:
$207.51M
LFT:
$63.50M
TRTX:
$195.60M
LFT:
$37.56M
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Return for Risk
TRTX vs. LFT — Risk / Return Rank
TRTX
LFT
TRTX vs. LFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TPG RE Finance Trust, Inc. (TRTX) and Lument Finance Trust, Inc. (LFT). 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.
| TRTX | LFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.46 | ||
| Sortino ratioReturn per unit of downside risk | +3.89 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.78 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | -1.00 | +2.75 |
| Martin ratioReturn relative to average drawdown | 4.11 | -1.57 | +5.68 |
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Drawdowns
TRTX vs. LFT - Drawdown Comparison
The maximum TRTX drawdown since its inception was -86.18%, which is greater than LFT's maximum drawdown of -81.57%. Use the drawdown chart below to compare losses from any high point for TRTX and LFT.
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Drawdown Indicators
| TRTX | LFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.18% | -81.57% | -4.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.90% | -55.07% | +39.17% |
Max Drawdown (3Y)Largest decline over 3 years | -30.01% | -59.51% | +29.50% |
Max Drawdown (5Y)Largest decline over 5 years | -54.39% | -59.51% | +5.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.00% | — |
Current DrawdownCurrent decline from peak | -0.21% | -61.22% | +61.01% |
Average DrawdownAverage peak-to-trough decline | -20.93% | -33.00% | +12.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.75% | 34.92% | -28.17% |
Volatility
TRTX vs. LFT - Volatility Comparison
The current volatility for TPG RE Finance Trust, Inc. (TRTX) is 7.56%, while Lument Finance Trust, Inc. (LFT) has a volatility of 13.71%. This indicates that TRTX experiences smaller price fluctuations and is considered to be less risky than LFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRTX | LFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 13.71% | -6.15% |
Volatility (6M)Calculated over the trailing 6-month period | 15.71% | 33.38% | -17.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.30% | 47.45% | -26.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.99% | 35.31% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.72% | 41.48% | +16.24% |
Dividends
TRTX vs. LFT - Dividend Comparison
TRTX's dividend yield for the trailing twelve months is around 15.70%, less than LFT's 18.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFT Lument Finance Trust, Inc. | 18.00% | 15.60% | 15.50% | 11.16% | 12.63% | 9.38% | 11.16% | 9.13% | 9.79% | 13.75% | 41.20% | 24.73% |
TRTX TPG RE Finance Trust, Inc. | 15.70% | 11.15% | 11.29% | 14.77% | 14.14% | 7.71% | 15.44% | 8.49% | 9.35% | 3.73% | 0.00% | 0.00% |
Financials
TRTX vs. LFT - Financials Comparison
This section allows you to compare key financial metrics between TPG RE Finance Trust, Inc. and Lument Finance Trust, 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
TRTX and LFT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LFT has higher volatility (13.71%) compared to TRTX (7.56%). In terms of maximum drawdown, TRTX dropped -86.18% vs LFT's -81.57%.
TRTX currently has the higher Sharpe Ratio (1.31 vs -1.16), 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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