UNIT vs. TWO
UNIT (Uniti Group Inc.) and TWO (Two Harbors Investment Corp.) are both stocks. Both are in the Real Estate sector — UNIT in REIT - Specialty, TWO in REIT - Mortgage. Over the past 10 years, UNIT returned -5.69%/yr vs -2.76%/yr for TWO. At a 0.35 correlation, their price movements are largely independent.
Performance
UNIT vs. TWO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UNIT achieves a 60.20% return, which is significantly higher than TWO's 25.39% return. Over the past 10 years, UNIT has underperformed TWO with an annualized return of -5.69%, while TWO has yielded a comparatively higher -2.76% annualized return.
UNIT
- 1D
- -1.06%
- 1M
- -2.01%
- YTD
- 60.20%
- 6M
- 68.62%
- 1Y
- 52.61%
- 3Y*
- 27.05%
- 5Y*
- -3.22%
- 10Y*
- -5.69%
TWO
- 1D
- -0.40%
- 1M
- 1.06%
- YTD
- 25.39%
- 6M
- 29.08%
- 1Y
- 34.40%
- 3Y*
- 12.13%
- 5Y*
- -3.67%
- 10Y*
- -2.76%
UNIT vs. TWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNIT Uniti Group Inc. | 60.20% | -23.27% | 2.57% | 19.13% | -57.78% | 25.68% | 53.82% | -44.94% | 0.20% | -20.94% |
TWO Two Harbors Investment Corp. | 25.39% | 2.52% | -2.73% | 2.31% | -23.25% | 0.03% | -52.19% | 28.73% | -10.33% | 26.53% |
Correlation
The correlation between UNIT and TWO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2015 | 0.35 |
Over the past year, the correlation between UNIT and TWO has dropped to 0.15 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Fundamentals
UNIT:
$4.90
TWO:
-$4.56
UNIT:
0.93
TWO:
1.77
UNIT:
$2.93B
TWO:
$546.33M
UNIT:
$1.07B
TWO:
$524.61M
UNIT:
$1.02B
TWO:
-$7.58M
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
UNIT vs. TWO — Risk / Return Rank
UNIT
TWO
UNIT vs. TWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Uniti Group Inc. (UNIT) and Two Harbors Investment Corp. (TWO). 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.
| UNIT | TWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.94 | +0.25 |
| Martin ratioReturn relative to average drawdown | 2.21 | 2.70 | -0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UNIT | TWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.85 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | -0.11 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.11 | -0.06 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.08 | -0.18 |
Drawdowns
UNIT vs. TWO - Drawdown Comparison
The maximum UNIT drawdown since its inception was -83.89%, roughly equal to the maximum TWO drawdown of -84.71%. Use the drawdown chart below to compare losses from any high point for UNIT and TWO.
Loading charts...
Drawdown Indicators
| UNIT | TWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.89% | -84.71% | +0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -44.37% | -36.81% | -7.56% |
Max Drawdown (3Y)Largest decline over 3 years | -56.46% | -36.81% | -19.65% |
Max Drawdown (5Y)Largest decline over 5 years | -76.84% | -57.23% | -19.61% |
Max Drawdown (10Y)Largest decline over 10 years | -83.89% | -84.71% | +0.82% |
Current DrawdownCurrent decline from peak | -56.68% | -56.63% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -48.36% | -28.55% | -19.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.89% | 12.77% | +11.12% |
Volatility
UNIT vs. TWO - Volatility Comparison
Uniti Group Inc. (UNIT) has a higher volatility of 7.01% compared to Two Harbors Investment Corp. (TWO) at 3.09%. This indicates that UNIT's price experiences larger fluctuations and is considered to be riskier than TWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UNIT | TWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 3.09% | +3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 33.47% | 37.09% | -3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.09% | 40.91% | +12.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.63% | 33.25% | +20.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.22% | 48.00% | +5.22% |
Dividends
UNIT vs. TWO - Dividend Comparison
UNIT has not paid dividends to shareholders, while TWO's dividend yield for the trailing twelve months is around 11.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWO Two Harbors Investment Corp. | 11.41% | 15.52% | 15.22% | 15.08% | 12.94% | 11.79% | 7.85% | 11.42% | 14.64% | 23.31% | 10.67% | 12.84% |
UNIT Uniti Group Inc. | 0.00% | 0.00% | 5.45% | 10.38% | 10.85% | 4.28% | 5.12% | 4.51% | 15.41% | 13.49% | 9.45% | 8.78% |
Financials
UNIT vs. TWO - Financials Comparison
This section allows you to compare key financial metrics between Uniti Group Inc. and Two Harbors Investment Corp.. 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
UNIT and TWO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UNIT has higher volatility (7.01%) compared to TWO (3.09%). In terms of maximum drawdown, UNIT dropped -83.89% vs TWO's -84.71%.
UNIT currently has the higher Sharpe Ratio (1.00 vs 0.85), 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.
Find the right allocation for UNIT and TWO
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