TWO vs. CIM
Compare and contrast key facts about Two Harbors Investment Corp. (TWO) and Chimera Investment Corporation (CIM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TWO or CIM.
Key characteristics
| TWO | CIM | |
|---|---|---|
| YTD Return | -2.32% | 10.09% |
| 1Y Return | 5.81% | 20.91% |
| 3Y Return (Ann) | -10.34% | -23.90% |
| 5Y Return (Ann) | -17.56% | -14.69% |
| 10Y Return (Ann) | -5.21% | 0.48% |
| Sharpe Ratio | 0.16 | 0.45 |
| Sortino Ratio | 0.36 | 0.87 |
| Omega Ratio | 1.05 | 1.11 |
| Calmar Ratio | 0.05 | 0.23 |
| Martin Ratio | 0.62 | 1.41 |
| Ulcer Index | 5.99% | 11.64% |
| Daily Std Dev | 22.76% | 36.64% |
| Max Drawdown | -84.71% | -89.69% |
| Current Drawdown | -66.13% | -60.91% |
Fundamentals
| TWO | CIM | |
|---|---|---|
| Market Cap | $1.23B | $1.24B |
| EPS | -$4.80 | $3.36 |
| PEG Ratio | 3.59 | -28.14 |
| Total Revenue (TTM) | -$420.60M | $631.62M |
| Gross Profit (TTM) | -$541.48M | $582.22M |
| EBITDA (TTM) | -$305.35M | $607.64M |
Correlation
The correlation between TWO and CIM is 0.62, 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. CIM - Performance Comparison
In the year-to-date period, TWO achieves a -2.32% return, which is significantly lower than CIM's 10.09% return. Over the past 10 years, TWO has underperformed CIM with an annualized return of -5.21%, while CIM has yielded a comparatively higher 0.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TWO vs. CIM - Risk-Adjusted Performance 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.
Dividends
TWO vs. CIM - Dividend Comparison
TWO's dividend yield for the trailing twelve months is around 15.15%, more than CIM's 9.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CIM Chimera Investment Corporation | 9.03% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 10.82% | 14.34% | 14.08% | 17.61% | 11.61% |
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. For additional features, visit the drawdowns tool.
Volatility
TWO vs. CIM - Volatility Comparison
Two Harbors Investment Corp. (TWO) has a higher volatility of 8.54% compared to Chimera Investment Corporation (CIM) at 8.04%. This indicates that TWO's price experiences larger fluctuations and is considered to be riskier than CIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities