IVR vs BRSP

Comparison between Invesco Mortgage Capital Inc (IVR, Company) and BrightSpire Capital Inc - Class A (BRSP, Company).

Both IVR and BRSP are from the Real Estate sector.

5-Year PerformanceBRSP has outperformed IVR, delivering a return of -0.7% compared to -13.4%

IVR vs BRSP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IVR(COMPANY)	BRSP(COMPANY)
Market Cap	$700M	$698M
Max Drawdown	97.36%	87.78%
Sharpe Ratio	1.11	0.82
5Y Beta	0.72	0.77
Industry	Reit - Mortgage	Reit - Mortgage
P/E Ratio	8.97	-59.30
Forward P/E	3.62	24.75
PEG Ratio	0.51	N/A
Dividend Yield	17.10%	11.70%
5Y Dividends CAGR	-7.33%	51.57%
Debt to Equity	0.00%	282.38%
Free Cash Flow Yield	23.49%	10.53%

Market Cap

Winner

IVR

$700M

BRSP

$698M

Max Drawdown

IVR

97.36%

Winner

BRSP

87.78%

Sharpe Ratio

Winner

IVR

1.11

BRSP

0.82

5Y Beta

Winner

IVR

0.72

BRSP

0.77

Industry

IVR

Reit - Mortgage

BRSP

Reit - Mortgage

P/E Ratio

IVR

8.97

Winner

BRSP

-59.30

Forward P/E

Winner

IVR

3.62

BRSP

24.75

PEG Ratio

IVR

0.51

BRSP

N/A

Dividend Yield

Winner

IVR

17.10%

BRSP

11.70%

5Y Dividends CAGR

IVR

-7.33%

Winner

BRSP

51.57%

Debt to Equity

Winner

IVR

0.00%

BRSP

282.38%

Free Cash Flow Yield

Winner

IVR

23.49%

BRSP

10.53%

IVR vs BRSP - Historical Returns

Returns include dividend reinvestment.

Period	IVR	BRSP
1 month	+1.01%	-3.82%
3 months	+3.28%	+1.57%
6 months	+6.68%	-1.33%
1 year	+28.60%	+21.58%
5 years(CAGR)	-13.39%	-0.70%
10 years(CAGR)	-11.62%	-6.00%
Max(CAGR)	-3.26%	-6.00%

Winner

IVR

+1.01%

BRSP

-3.82%

Winner

IVR

+3.28%

BRSP

+1.57%

Winner

IVR

+6.68%

BRSP

-1.33%

Winner

IVR

+28.60%

BRSP

+21.58%

5Y(CAGR)

IVR

-13.39%

Winner

BRSP

-0.70%

10Y(CAGR)

IVR

-11.62%

Winner

BRSP

-6.00%

Max(CAGR)

Winner

IVR

-3.26%

BRSP

-6.00%

IVR vs BRSP - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	IVR	BRSP
2026	+1.42%	-0.38%
2025	+23.51%	+10.80%
2024	+11.81%	-13.40%
2023	-17.05%	+33.01%
2022	-46.98%	-31.10%
2021	-7.07%	+53.82%
2020	-73.26%	-40.04%
2019	+27.18%	-7.05%
2018	-5.81%	-16.04%
2017	+32.84%	N/A
2016	+30.45%	N/A
2015	-10.92%	N/A
2014	+17.09%	N/A
2013	-19.77%	N/A
2012	+61.09%	N/A
2011	-22.83%	N/A
2010	+11.69%	N/A
2009	+25.69%	N/A

IVR vs BRSP Drawdown Comparison

The maximum drawdown for IVR was -92.63%, occurring on Oct 25, 2023. This drawdown has not yet recovered.

The maximum drawdown for BRSP was -85.71%, occurring on Mar 20, 2020. This drawdown has not yet recovered.

The current IVR drawdown is -85.06%. The current BRSP drawdown is -49.80%.

Rank	IVR	BRSP
#1	-92.63% Feb 20, 2020 - Oct 25, 2023	-85.71% Sep 21, 2018 - Mar 20, 2020
#2	-36.84% Jul 7, 2011 - Jul 16, 2012	-12.11% Mar 9, 2018 - Jun 29, 2018
#3	-36.19% Mar 26, 2013 - Aug 1, 2016	-9.56% Feb 1, 2018 - Feb 23, 2018
#4	-18.39% Apr 14, 2010 - Sep 21, 2010	-7.18% Jul 13, 2018 - Sep 11, 2018
#5	-15.81% Dec 15, 2017 - Jan 24, 2019	-2.25% Mar 2, 2018 - Mar 7, 2018
#6	-15.31% Nov 1, 2012 - Jan 2, 2013	-1.82% Feb 28, 2018 - Mar 2, 2018
#7	-10.17% Aug 8, 2019 - Nov 8, 2019	-1.82% Jul 6, 2018 - Jul 13, 2018
#8	-9.59% Mar 7, 2011 - May 12, 2011	-0.78% Feb 23, 2018 - Feb 27, 2018
#9	-9.41% Sep 7, 2016 - Feb 13, 2017	-0.10% Jul 2, 2018 - Jul 5, 2018
#10	-8.79% Sep 18, 2009 - Nov 12, 2009	N/A
#11	-7.05% Jan 30, 2013 - Mar 22, 2013	N/A
#12	-6.91% Oct 19, 2017 - Nov 20, 2017	N/A
#13	-6.82% Dec 23, 2009 - Feb 2, 2010	N/A
#14	-6.16% Apr 24, 2019 - Jun 19, 2019	N/A
#15	-6.12% Apr 27, 2017 - Jun 9, 2017	N/A

Correlation

Correlation between IVR and BRSP is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2009 - 2026)

IVR vs BRSP dividend yield comparison.

Year	IVR	BRSP
2026	7.50%	2.89%
2025	16.41%	11.43%
2024	19.88%	12.77%
2023	25.40%	10.75%
2022	26.32%	12.68%
2021	12.59%	5.65%
2020	31.66%	4.00%
2019	11.11%	12.54%
2018	14.95%	10.10%
2017	9.14%	0.00%
2016	10.96%	0.00%
2015	13.72%	0.00%
2014	12.61%	0.00%
2013	15.67%	0.00%
2012	15.62%	0.00%
2011	24.34%	0.00%
2010	15.98%	0.00%
2009	7.29%	0.00%