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

Correlation

The correlation between UNIT and TWO is 0.47, 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

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.

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Key characteristics

Sharpe Ratio

UNIT:

0.46

TWO:

0.21

Sortino Ratio

UNIT:

0.97

TWO:

0.40

Omega Ratio

UNIT:

1.11

TWO:

1.05

Calmar Ratio

UNIT:

0.27

TWO:

0.06

Martin Ratio

UNIT:

1.69

TWO:

0.46

Ulcer Index

UNIT:

13.25%

TWO:

9.11%

Daily Std Dev

UNIT:

54.37%

TWO:

24.76%

Max Drawdown

UNIT:

-83.50%

TWO:

-84.71%

Current Drawdown

UNIT:

-70.34%

TWO:

-63.89%

Fundamentals

Market Cap

UNIT:

$1.11B

TWO:

$1.22B

EPS

UNIT:

$0.26

TWO:

-$0.33

PEG Ratio

UNIT:

0.29

TWO:

3.59

PS Ratio

UNIT:

0.94

TWO:

3.30

PB Ratio

UNIT:

0.00

TWO:

0.80

Total Revenue (TTM)

UNIT:

$1.17B

TWO:

$600.28M

Gross Profit (TTM)

UNIT:

$538.01M

TWO:

$294.08M

EBITDA (TTM)

UNIT:

$659.39M

TWO:

$491.59M

Returns By Period

In the year-to-date period, UNIT achieves a -17.82% return, which is significantly lower than TWO's 7.03% return. Over the past 10 years, UNIT has underperformed TWO with an annualized return of -8.86%, while TWO has yielded a comparatively higher -5.31% annualized return.


UNIT

YTD

-17.82%

1M

6.10%

6M

-23.39%

1Y

22.72%

5Y*

-1.69%

10Y*

-8.86%

TWO

YTD

7.03%

1M

9.70%

6M

6.58%

1Y

6.02%

5Y*

5.59%

10Y*

-5.31%

*Annualized

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Risk-Adjusted Performance

UNIT vs. TWO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UNIT
The Risk-Adjusted Performance Rank of UNIT is 6767
Overall Rank
The Sharpe Ratio Rank of UNIT is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of UNIT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of UNIT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of UNIT is 6565
Calmar Ratio Rank
The Martin Ratio Rank of UNIT is 7171
Martin Ratio Rank

TWO
The Risk-Adjusted Performance Rank of TWO is 5454
Overall Rank
The Sharpe Ratio Rank of TWO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of TWO is 4848
Sortino Ratio Rank
The Omega Ratio Rank of TWO is 4848
Omega Ratio Rank
The Calmar Ratio Rank of TWO is 5454
Calmar Ratio Rank
The Martin Ratio Rank of TWO is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current UNIT Sharpe Ratio is 0.46, which is higher than the TWO Sharpe Ratio of 0.21. 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.


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Dividends

UNIT vs. TWO - Dividend Comparison

UNIT's dividend yield for the trailing twelve months is around 3.32%, less than TWO's 15.31% yield.


TTM20242023202220212020201920182017201620152014
UNIT
Uniti Group Inc.
3.32%5.45%10.38%10.85%4.28%5.12%4.51%15.41%13.49%11.81%8.79%0.00%
TWO
Two Harbors Investment Corp.
15.31%15.22%15.08%12.94%11.79%7.85%11.42%14.64%10.65%10.67%12.84%10.38%

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.


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Volatility

UNIT vs. TWO - Volatility Comparison

Uniti Group Inc. (UNIT) has a higher volatility of 15.08% compared to Two Harbors Investment Corp. (TWO) at 11.33%. 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.


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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


-2.00B-1.50B-1.00B-500.00M0.00500.00M20212022202320242025
293.91M
268.24M
(UNIT) Total Revenue
(TWO) Total Revenue
Values in USD except per share items