Asset comparator
Compare stocks, ETFs, indices, commodities, cryptocurrencies and bonds over the same period. Indicators that are not meaningful for a given asset type are flagged.
- Chimera Investment Corporation
- Two Harbors Investment Corp.
Comparative performance (base 100)
Each asset is worth 100 at October 13, 2025; a value of 120 means +20% since that date (latest common date: September 29, 2026).
Indicators
"Not applicable" indicates a metric that has no meaning for this type of asset: it should not be compared.
| Indicator | Chimera Investment CorporationStock | Two Harbors Investment Corp.Stock |
|---|---|---|
| Performance and risk | ||
| Performance over the periodChange in price between the first and last common dates. | −6.7% | +11.1% |
| Annualized performanceAverage annual return that would produce the same total performance. | −6.9% | +11.6% |
| Annualized volatilityTypical range of price movements: the higher it is, the more the price fluctuates. | 12.5% | 13.2% |
| Maximum DrawdownLargest decline from peak to subsequent trough over the period. | −13.1% | −7.9% |
| Sharpe RatioReturn achieved above the risk-free rate (5.24%), per unit of volatility. The higher it is, the better risk was rewarded over the period. | -0.91 | 0.56 |
| 1-day 95% Value at RiskOne-day loss that was exceeded in only 5% of cases (historical VaR). | −1.3% | −1.1% |
| Fundamentals | ||
| Market capitalizationTotal market value of all shares (or circulating tokens for a crypto). | Indisponible | Indisponible |
| P/E (trailing 12 months)Share price divided by earnings per share: number of years of earnings paid. | 28.3 | 46.0 |
| Price-to-SalesMarket capitalization divided by annual revenue. | Indisponible | Indisponible |
| Net marginShare of revenue retained as profit. | 0.5% | −3.4% |
| Return on equityReturn on equity (ROE). | 0.0% | −1.2% |
| Revenue growthOver one year, latest published quarter compared with the same quarter of the previous year. | +8.1% | +620.2% |
| Dividend yieldAnnual dividend relative to the share price. | 10.55% | 7.53% |
| Debt / equityFinancial debt relative to shareholders' equity. | 557% | 379% |
Correlations over the period
From −1 to 1: close to 1, the two assets rise and fall together; close to 0, they move independently.
- Chimera Investment Corporation / Two Harbors Investment Corp.0.11
Information provided for educational purposes only. It does not constitute investment advice or a personalized recommendation. Past performance is no guarantee of future results.