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CHMI vs SPY

Comparison between Cherry Hill Mortgage Investment Corporation (CHMI, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed CHMI, delivering a return of +13.3% compared to -12.2%

CHMI vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
CHMI
$90M
Winner
SPY
$735B
Expense Ratio
CHMI
N/A
SPY
0.09%
Max Drawdown
CHMI
89.31%
Winner
SPY
56.47%
Sharpe Ratio
CHMI
-0.13
Winner
SPY
1.62
5Y Beta
Winner
CHMI
0.78
SPY
1.00
Industry
CHMI
Reit - Mortgage
SPY
N/A
P/E Ratio
Winner
CHMI
6.23
SPY
28.99
Forward P/E
Winner
CHMI
8.99
SPY
22.37
PEG Ratio
CHMI
-3.03
SPY
N/A
Dividend Yield
CHMI
20.80%
SPY
N/A
5Y Dividends CAGR
CHMI
-11.09%
Winner
SPY
5.43%
5Y EPS CAGR
CHMI
-12.10%
Winner
SPY
26.05%
Debt to Equity
CHMI
63.23%
Winner
SPY
32.40%
Free Cash Flow Yield
CHMI
34.61%
SPY
N/A
P/S Ratio
Winner
CHMI
2.32
SPY
3.74
P/B Ratio
Winner
CHMI
0.75
SPY
5.61

CHMI vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
CHMI
-8.72%
Winner
SPY
+1.90%
3M
CHMI
-9.62%
Winner
SPY
+8.55%
6M
CHMI
+2.63%
Winner
SPY
+8.18%
1Y
CHMI
-5.81%
Winner
SPY
+25.79%
5Y(CAGR)
CHMI
-12.16%
Winner
SPY
+13.32%
10Y(CAGR)
CHMI
-4.65%
Winner
SPY
+15.19%
Max(CAGR)
CHMI
-2.79%
Winner
SPY
+8.47%

CHMI vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearCHMISPY
2026-2.81%+8.26%
2025+16.22%+18.00%
2024-22.06%+25.59%
2023-20.24%+26.72%
2022-17.89%-18.64%
2021+5.42%+30.52%
2020-27.32%+17.28%
2019-7.25%+31.09%
2018+9.56%-5.24%
2017+9.33%+20.78%
2016+59.43%+13.59%
2015-19.97%+1.31%
2014+11.09%+14.56%
2013-1.38%+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

CHMI vs SPY Drawdown Comparison

The maximum drawdown for CHMI was -81.78%, occurring on Apr 3, 2020. This drawdown has not yet recovered.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current CHMI drawdown is -62.54%. The current SPY drawdown is -2.90%.

RankCHMISPY
#1-81.78%
Mar 14, 2019 - Apr 3, 2020		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-25.37%
Jul 24, 2014 - Aug 10, 2016		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-13.43%
Mar 17, 2017 - Jun 28, 2017		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-13.05%
Oct 20, 2017 - May 10, 2018		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-10.45%
Nov 19, 2018 - Jan 7, 2019		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-8.06%
Sep 27, 2016 - Nov 21, 2016		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-6.59%
Sep 10, 2018 - Nov 7, 2018		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-6.47%
May 30, 2018 - Aug 30, 2018		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-6.42%
Jan 10, 2017 - Mar 15, 2017		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-6.41%
Aug 8, 2017 - Oct 20, 2017		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-6.09%
Jan 16, 2014 - Mar 27, 2014		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-5.95%
Oct 4, 2013 - Jan 2, 2014		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-3.08%
Apr 24, 2014 - Jun 16, 2014		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-2.74%
Jun 28, 2017 - Jul 20, 2017		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-2.47%
Sep 8, 2016 - Sep 15, 2016		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between CHMI and SPY is -0.58 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.58
-101

Dividend Comparison (1999 - 2026)

CHMI vs SPY dividend yield comparison.

YearCHMISPY
20264.25%0.24%
202519.61%1.07%
202422.73%1.21%
202317.82%1.40%
202218.62%1.65%
202113.06%1.20%
202013.24%1.52%
201912.20%1.75%
201812.03%2.04%
201710.89%1.80%
201611.60%2.03%
201515.23%2.06%
201410.98%1.87%
20132.53%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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