PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
UNIT vs. TWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UNIT and TWO 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

UNIT vs. TWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Uniti Group Inc. (UNIT) and Two Harbors Investment Corp. (TWO). 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
95.37%
-6.76%
UNIT
TWO

Key characteristics

Sharpe Ratio

UNIT:

0.13

TWO:

-0.30

Sortino Ratio

UNIT:

0.62

TWO:

-0.25

Omega Ratio

UNIT:

1.09

TWO:

0.97

Calmar Ratio

UNIT:

0.10

TWO:

-0.10

Martin Ratio

UNIT:

0.31

TWO:

-0.90

Ulcer Index

UNIT:

26.04%

TWO:

7.28%

Daily Std Dev

UNIT:

61.44%

TWO:

22.19%

Max Drawdown

UNIT:

-83.50%

TWO:

-84.71%

Current Drawdown

UNIT:

-63.84%

TWO:

-67.18%

Fundamentals

Market Cap

UNIT:

$1.43B

TWO:

$1.22B

EPS

UNIT:

$0.43

TWO:

-$4.80

PEG Ratio

UNIT:

0.29

TWO:

3.59

Total Revenue (TTM)

UNIT:

$1.23B

TWO:

-$578.47M

Gross Profit (TTM)

UNIT:

$563.82M

TWO:

-$699.35M

EBITDA (TTM)

UNIT:

$947.09M

TWO:

$584.99M

Returns By Period

In the year-to-date period, UNIT achieves a 2.75% return, which is significantly higher than TWO's -5.36% return.


UNIT

YTD

2.75%

1M

-3.67%

6M

100.36%

1Y

5.68%

5Y*

0.43%

10Y*

N/A

TWO

YTD

-5.36%

1M

-0.60%

6M

-5.69%

1Y

-7.29%

5Y*

-18.73%

10Y*

-5.73%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

UNIT vs. TWO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for UNIT, currently valued at 0.13, compared to the broader market-4.00-2.000.002.000.13-0.30
The chart of Sortino ratio for UNIT, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.62-0.25
The chart of Omega ratio for UNIT, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.97
The chart of Calmar ratio for UNIT, currently valued at 0.10, compared to the broader market0.002.004.006.000.10-0.10
The chart of Martin ratio for UNIT, currently valued at 0.31, compared to the broader market0.0010.0020.000.31-0.90
UNIT
TWO

The current UNIT Sharpe Ratio is 0.13, which is higher than the TWO Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of UNIT and TWO, 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
0.13
-0.30
UNIT
TWO

Dividends

UNIT vs. TWO - Dividend Comparison

UNIT's dividend yield for the trailing twelve months is around 5.44%, less than TWO's 15.64% yield.


TTM20232022202120202019201820172016201520142013
UNIT
Uniti Group Inc.
5.44%10.38%10.85%4.28%5.12%4.51%15.41%13.49%11.81%8.79%0.00%0.00%
TWO
Two Harbors Investment Corp.
15.64%15.08%12.94%11.79%7.85%11.42%14.64%10.65%10.67%12.84%10.38%12.61%

Drawdowns

UNIT vs. TWO - Drawdown Comparison

The maximum UNIT drawdown since its inception was -83.50%, 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. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-63.84%
-67.18%
UNIT
TWO

Volatility

UNIT vs. TWO - Volatility Comparison

Uniti Group Inc. (UNIT) has a higher volatility of 12.03% compared to Two Harbors Investment Corp. (TWO) at 4.58%. 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.03%
4.58%
UNIT
TWO

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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab