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TWO vs. ACRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


TWOACRE
YTD Return-2.32%-22.23%
1Y Return5.81%-13.34%
3Y Return (Ann)-10.34%-13.71%
5Y Return (Ann)-17.56%-3.60%
10Y Return (Ann)-5.21%4.99%
Sharpe Ratio0.16-0.42
Sortino Ratio0.36-0.37
Omega Ratio1.050.95
Calmar Ratio0.05-0.29
Martin Ratio0.62-0.54
Ulcer Index5.99%27.28%
Daily Std Dev22.76%35.36%
Max Drawdown-84.71%-75.68%
Current Drawdown-66.13%-39.96%

Fundamentals


TWOACRE
Market Cap$1.23B$394.89M
EPS-$4.80-$1.18
PEG Ratio3.592.57
Total Revenue (TTM)-$420.60M$93.84M
Gross Profit (TTM)-$541.48M$68.51M
EBITDA (TTM)-$305.35M$57.58M

Correlation

-0.50.00.51.00.5

The correlation between TWO and ACRE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

TWO vs. ACRE - Performance Comparison

In the year-to-date period, TWO achieves a -2.32% return, which is significantly higher than ACRE's -22.23% return. Over the past 10 years, TWO has underperformed ACRE with an annualized return of -5.21%, while ACRE has yielded a comparatively higher 4.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-0.52%
12.72%
TWO
ACRE

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Risk-Adjusted Performance

TWO vs. ACRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Two Harbors Investment Corp. (TWO) and Ares Commercial Real Estate Corporation (ACRE). 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.


TWO
Sharpe ratio
The chart of Sharpe ratio for TWO, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.16
Sortino ratio
The chart of Sortino ratio for TWO, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.006.000.36
Omega ratio
The chart of Omega ratio for TWO, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for TWO, currently valued at 0.05, compared to the broader market0.002.004.006.000.05
Martin ratio
The chart of Martin ratio for TWO, currently valued at 0.62, compared to the broader market0.0010.0020.0030.000.62
ACRE
Sharpe ratio
The chart of Sharpe ratio for ACRE, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.42
Sortino ratio
The chart of Sortino ratio for ACRE, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.006.00-0.37
Omega ratio
The chart of Omega ratio for ACRE, currently valued at 0.95, compared to the broader market0.501.001.502.000.95
Calmar ratio
The chart of Calmar ratio for ACRE, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for ACRE, currently valued at -0.54, compared to the broader market0.0010.0020.0030.00-0.54

TWO vs. ACRE - Sharpe Ratio Comparison

The current TWO Sharpe Ratio is 0.16, which is higher than the ACRE Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of TWO and ACRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.16
-0.42
TWO
ACRE

Dividends

TWO vs. ACRE - Dividend Comparison

TWO's dividend yield for the trailing twelve months is around 15.15%, more than ACRE's 14.92% yield.


TTM20232022202120202019201820172016201520142013
TWO
Two Harbors Investment Corp.
15.15%15.08%12.94%11.79%7.85%11.42%14.64%10.65%10.67%12.84%10.38%12.61%
ACRE
Ares Commercial Real Estate Corporation
14.92%12.74%9.82%9.08%11.08%8.33%8.90%8.37%7.57%8.74%8.71%7.63%

Drawdowns

TWO vs. ACRE - Drawdown Comparison

The maximum TWO drawdown since its inception was -84.71%, which is greater than ACRE's maximum drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for TWO and ACRE. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JuneJulyAugustSeptemberOctoberNovember
-66.13%
-39.96%
TWO
ACRE

Volatility

TWO vs. ACRE - Volatility Comparison

The current volatility for Two Harbors Investment Corp. (TWO) is 8.54%, while Ares Commercial Real Estate Corporation (ACRE) has a volatility of 11.50%. This indicates that TWO experiences smaller price fluctuations and is considered to be less risky than ACRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
8.54%
11.50%
TWO
ACRE

Financials

TWO vs. ACRE - Financials Comparison

This section allows you to compare key financial metrics between Two Harbors Investment Corp. and Ares Commercial Real Estate 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items