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

Correlation

The correlation between TWO and UNIT is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

TWO vs. UNIT - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
-5.12%
97.37%
TWO
UNIT

Key characteristics

Sharpe Ratio

TWO:

-0.24

UNIT:

0.22

Sortino Ratio

TWO:

-0.17

UNIT:

0.74

Omega Ratio

TWO:

0.98

UNIT:

1.10

Calmar Ratio

TWO:

-0.08

UNIT:

0.17

Martin Ratio

TWO:

-0.72

UNIT:

0.53

Ulcer Index

TWO:

7.41%

UNIT:

26.05%

Daily Std Dev

TWO:

22.26%

UNIT:

61.22%

Max Drawdown

TWO:

-84.71%

UNIT:

-83.50%

Current Drawdown

TWO:

-66.58%

UNIT:

-62.96%

Fundamentals

Market Cap

TWO:

$1.22B

UNIT:

$1.43B

EPS

TWO:

-$4.80

UNIT:

$0.43

PEG Ratio

TWO:

3.59

UNIT:

0.29

Total Revenue (TTM)

TWO:

-$578.47M

UNIT:

$1.23B

Gross Profit (TTM)

TWO:

-$699.35M

UNIT:

$563.82M

EBITDA (TTM)

TWO:

$584.99M

UNIT:

$947.09M

Returns By Period

In the year-to-date period, TWO achieves a -3.63% return, which is significantly lower than UNIT's 5.27% return.


TWO

YTD

-3.63%

1M

0.69%

6M

-5.06%

1Y

-5.33%

5Y*

-18.40%

10Y*

-5.60%

UNIT

YTD

5.27%

1M

-0.44%

6M

100.18%

1Y

13.73%

5Y*

0.91%

10Y*

N/A

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Risk-Adjusted Performance

TWO vs. UNIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Two Harbors Investment Corp. (TWO) and Uniti Group Inc. (UNIT). 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.


Sharpe ratio
The chart of Sharpe ratio for TWO, currently valued at -0.24, compared to the broader market-4.00-2.000.002.00-0.240.22
The chart of Sortino ratio for TWO, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.00-0.170.74
The chart of Omega ratio for TWO, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.10
The chart of Calmar ratio for TWO, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.080.17
The chart of Martin ratio for TWO, currently valued at -0.72, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.720.53
TWO
UNIT

The current TWO Sharpe Ratio is -0.24, which is lower than the UNIT Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TWO and UNIT, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.24
0.22
TWO
UNIT

Dividends

TWO vs. UNIT - Dividend Comparison

TWO's dividend yield for the trailing twelve months is around 15.36%, more than UNIT's 5.31% yield.


TTM20232022202120202019201820172016201520142013
TWO
Two Harbors Investment Corp.
15.36%15.08%12.94%11.79%7.85%11.42%14.64%10.65%10.67%12.84%10.38%12.61%
UNIT
Uniti Group Inc.
5.31%10.38%10.85%4.28%5.12%4.51%15.41%13.49%11.81%8.79%0.00%0.00%

Drawdowns

TWO vs. UNIT - Drawdown Comparison

The maximum TWO drawdown since its inception was -84.71%, roughly equal to the maximum UNIT drawdown of -83.50%. Use the drawdown chart below to compare losses from any high point for TWO and UNIT. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-66.58%
-62.96%
TWO
UNIT

Volatility

TWO vs. UNIT - Volatility Comparison

The current volatility for Two Harbors Investment Corp. (TWO) is 4.66%, while Uniti Group Inc. (UNIT) has a volatility of 12.15%. This indicates that TWO experiences smaller price fluctuations and is considered to be less risky than UNIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
4.66%
12.15%
TWO
UNIT

Financials

TWO vs. UNIT - Financials Comparison

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


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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