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PMT vs SPY

Comparison between Pennymac Mortgage Investment Trust (PMT, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed PMT, delivering a return of +13.4% compared to -2.1%

PMT vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
PMT
$860M
Winner
SPY
$784B
Expense Ratio
PMT
N/A
SPY
0.09%
Max Drawdown
PMT
80.23%
Winner
SPY
56.47%
Sharpe Ratio
PMT
-0.39
Winner
SPY
1.56
5Y Beta
Winner
PMT
0.59
SPY
1.00
Industry
PMT
Reit - Mortgage
SPY
N/A
P/E Ratio
Winner
PMT
6.01
SPY
28.29
Forward P/E
Winner
PMT
7.04
SPY
21.75
PEG Ratio
PMT
0.38
SPY
N/A
Dividend Yield
PMT
16.20%
SPY
N/A
5Y Dividends CAGR
Winner
PMT
5.64%
SPY
5.43%
5Y EPS CAGR
PMT
-25.74%
Winner
SPY
25.98%
Debt to Equity
PMT
80.22%
Winner
SPY
30.79%
P/S Ratio
Winner
PMT
1.30
SPY
3.79
P/B Ratio
Winner
PMT
0.67
SPY
5.67

PMT vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
PMT
-3.25%
Winner
SPY
+0.48%
3M
PMT
-10.83%
Winner
SPY
+11.67%
6M
PMT
-13.30%
Winner
SPY
+9.42%
1Y
PMT
-10.52%
Winner
SPY
+24.27%
5Y(CAGR)
PMT
-2.11%
Winner
SPY
+13.36%
10Y(CAGR)
PMT
+6.73%
Winner
SPY
+15.42%
Max(CAGR)
PMT
+6.90%
Winner
SPY
+8.49%

PMT vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearPMTSPY
2026-17.24%+8.88%
2025+13.61%+18.00%
2024-5.74%+25.59%
2023+32.48%+26.72%
2022-20.13%-18.64%
2021+11.94%+30.52%
2020-12.79%+17.28%
2019+28.82%+31.09%
2018+29.39%-5.24%
2017+7.97%+20.78%
2016+19.06%+13.59%
2015-19.45%+1.31%
2014+3.03%+14.56%
2013-2.58%+29.00%
2012+67.85%+14.17%
2011+1.90%+0.85%
2010+9.49%+13.14%
2009-10.05%+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%

PMT vs SPY Drawdown Comparison

The maximum drawdown for PMT was -75.90%, occurring on Mar 18, 2020. Recovery took 344 trading sessions.

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

The current PMT drawdown is -24.19%. The current SPY drawdown is -2.35%.

RankPMTSPY
#1-75.90%
Feb 7, 2020 - Jun 21, 2021		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-44.85%
Feb 3, 2015 - Apr 10, 2017		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-39.83%
Oct 21, 2021 - May 15, 2024		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-30.12%
Jan 22, 2013 - Feb 3, 2015		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-26.14%
Jan 16, 2026 - Jun 10, 2026		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-21.40%
Sep 18, 2009 - Feb 1, 2011		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-16.09%
Mar 9, 2011 - Jan 20, 2012		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-15.60%
Mar 27, 2025 - Jan 9, 2026		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-14.61%
Dec 7, 2018 - Feb 8, 2019		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-14.45%
Jul 17, 2024 - Feb 21, 2025		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-14.41%
Jul 5, 2017 - Feb 14, 2018		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-11.58%
Jun 24, 2021 - Oct 21, 2021		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-11.54%
May 16, 2024 - Jul 17, 2024		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-11.30%
Apr 30, 2012 - Jun 22, 2012		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-9.01%
Nov 1, 2012 - Dec 19, 2012		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between PMT and SPY is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89
-101

Dividend Comparison (1999 - 2026)

PMT vs SPY dividend yield comparison.

YearPMTSPY
20263.95%0.24%
202512.75%1.07%
202412.71%1.21%
202310.70%1.40%
202214.61%1.65%
202110.85%1.20%
20208.64%1.52%
20198.43%1.75%
201810.10%2.04%
201711.70%1.80%
201611.48%2.03%
201514.15%2.06%
201414.18%1.87%
20139.93%1.81%
20128.78%2.18%
201111.07%2.05%
20104.24%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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