PortfoliosLab logoPortfoliosLab logo
TWO vs. CIM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TWO vs. CIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Two Harbors Investment Corp. (TWO) and Chimera Investment Corporation (CIM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with TWO having a 26.99% return and CIM slightly lower at 25.68%. Over the past 10 years, TWO has underperformed CIM with an annualized return of -3.33%, while CIM has yielded a comparatively higher -1.01% annualized return.


TWO

1D
-0.33%
1M
0.85%
6M
8.91%
YTD
26.99%
1Y
41.10%
3Y*
10.40%
5Y*
-0.72%
10Y*
-3.33%
ALL TIME*
2.88%

CIM

1D
1.12%
1M
11.06%
6M
26.70%
YTD
25.68%
1Y
23.07%
3Y*
4.22%
5Y*
-9.61%
10Y*
-1.01%
ALL TIME*
-1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.79M$7.87M$8.98M
$40.95M$28.10M$26.44M

TWO vs. CIM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWO
Two Harbors Investment Corp.
26.99%2.52%-2.73%2.31%-23.25%0.03%-52.19%28.73%-10.33%26.53%
CIM
Chimera Investment Corporation
25.68%-0.65%3.61%2.95%-57.95%60.73%-42.97%27.65%7.71%17.30%

Correlation

The correlation between TWO and CIM is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (10Y)
Provides a long-term view across more market conditions.

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2009

0.63

The correlation between TWO and CIM shifts across timeframes, from 0.51 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TWO:

$1.27B

CIM:

$1.06B

EPS

TWO:

-$0.44

CIM:

$0.23

PS Ratio

TWO:

1.48

CIM:

2.09

Total Revenue (TTM)

TWO:

$645.74M

CIM:

$499.18M

Gross Profit (TTM)

TWO:

$526.40M

CIM:

$465.68M

EBITDA (TTM)

TWO:

$249.80M

CIM:

$439.34M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TWO vs. CIM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TWO
TWO Risk / Return Rank: 7474
Overall Rank
TWO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TWO Sortino Ratio Rank: 7575
Sortino Ratio Rank
TWO Omega Ratio Rank: 8181
Omega Ratio Rank
TWO Calmar Ratio Rank: 6868
Calmar Ratio Rank
TWO Martin Ratio Rank: 7272
Martin Ratio Rank

CIM
CIM Risk / Return Rank: 6969
Overall Rank
CIM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CIM Sortino Ratio Rank: 6868
Sortino Ratio Rank
CIM Omega Ratio Rank: 6767
Omega Ratio Rank
CIM Calmar Ratio Rank: 7070
Calmar Ratio Rank
CIM Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TWO vs. CIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Two Harbors Investment Corp. (TWO) and Chimera Investment Corporation (CIM). 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.


TWOCIMDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.28

1.18

+0.10

Calmar ratioReturn relative to maximum drawdown

1.12

1.27

-0.15

Martin ratioReturn relative to average drawdown

3.19

3.09

+0.10

TWO vs. CIM - Sharpe Ratio Comparison

The current TWO Sharpe Ratio is 1.04, which is comparable to the CIM Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of TWO and CIM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TWO vs. CIM - Drawdown Comparison

The maximum TWO drawdown since its inception was -84.71%, smaller than the maximum CIM drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for TWO and CIM.


Loading charts...

Drawdown Indicators


TWOCIMDifference

Max Drawdown

Largest peak-to-trough decline

-84.71%

-89.69%

+4.98%

Max Drawdown (1Y)

Largest decline over 1 year

-36.81%

-18.18%

-18.63%

Max Drawdown (3Y)

Largest decline over 3 years

-36.81%

-33.07%

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-51.13%

-69.09%

+17.96%

Max Drawdown (10Y)

Largest decline over 10 years

-84.71%

-72.35%

-12.36%

Current Drawdown

Current decline from peak

-56.08%

-54.07%

-2.01%

Average Drawdown

Average peak-to-trough decline

-28.83%

-51.79%

+22.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.92%

7.48%

+5.44%

Volatility

TWO vs. CIM - Volatility Comparison

The current volatility for Two Harbors Investment Corp. (TWO) is 1.27%, while Chimera Investment Corporation (CIM) has a volatility of 14.01%. This indicates that TWO experiences smaller price fluctuations and is considered to be less risky than CIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TWOCIMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

14.01%

-12.74%

Volatility (6M)

Calculated over the trailing 6-month period

27.19%

21.14%

+6.05%

Volatility (1Y)

Calculated over the trailing 1-year period

39.91%

28.74%

+11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.72%

35.63%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.99%

36.78%

+11.21%

Dividends

TWO vs. CIM - Dividend Comparison

TWO's dividend yield for the trailing twelve months is around 12.30%, less than CIM's 26.43% yield.


PositionTTM20252024202320222021202020192018201720162015
CIM
Chimera Investment Corporation
26.43%11.91%10.14%14.03%20.36%8.55%13.66%9.73%11.22%8.12%14.34%28.15%
TWO
Two Harbors Investment Corp.
12.30%15.52%15.22%15.08%12.94%11.79%7.85%11.42%14.64%23.31%10.67%12.84%

Financials

TWO vs. CIM - Financials Comparison

This section allows you to compare key financial metrics between Two Harbors Investment Corp. and Chimera Investment 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

Frequently Asked Questions


TWO and CIM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIM has higher volatility (14.01%) compared to TWO (1.27%). In terms of maximum drawdown, TWO dropped -84.71% vs CIM's -89.69%.

TWO currently has the higher Sharpe Ratio (1.04 vs 0.81), 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.

Portfolio Optimizer

Find the right allocation for TWO and CIM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer