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PMTU vs SPY

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

PMTU vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
PMTU
$2.23B
Winner
SPY
$784B
Expense Ratio
PMTU
N/A
SPY
0.09%
Max Drawdown
Winner
PMTU
4.96%
SPY
56.47%
Sharpe Ratio
PMTU
0.99
Winner
SPY
1.56
5Y Beta
Winner
PMTU
0.03
SPY
1.00
P/E Ratio
Winner
PMTU
15.58
SPY
28.29
Forward P/E
PMTU
N/A
SPY
21.75
PEG Ratio
PMTU
0.99
SPY
N/A
Dividend Yield
PMTU
2.32%
SPY
N/A
5Y Dividends CAGR
PMTU
N/A
SPY
5.43%
5Y EPS CAGR
PMTU
-25.74%
Winner
SPY
25.98%
Debt to Equity
PMTU
80.22%
Winner
SPY
30.79%
P/S Ratio
PMTU
N/A
SPY
3.79
P/B Ratio
PMTU
N/A
SPY
5.67

PMTU vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
PMTU
+0.90%
SPY
+0.48%
3M
PMTU
+2.28%
Winner
SPY
+11.67%
6M
PMTU
+3.56%
Winner
SPY
+9.42%
1Y
PMTU
+9.73%
Winner
SPY
+24.27%
5Y(CAGR)
PMTU
N/A
SPY
+13.36%
10Y(CAGR)
PMTU
N/A
SPY
+15.42%
Max(CAGR)
Winner
PMTU
+10.20%
SPY
+8.49%

PMTU vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearPMTUSPY
2026+3.46%+8.88%
2025+8.83%+18.00%
2024+8.44%+25.59%
2023+5.70%+26.72%
2022N/A-18.64%
2021N/A+30.52%
2020N/A+17.28%
2019N/A+31.09%
2018N/A-5.24%
2017N/A+20.78%
2016N/A+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+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%

PMTU vs SPY Drawdown Comparison

The maximum drawdown for PMTU was -2.86%, occurring on Nov 6, 2024. Recovery took 78 trading sessions.

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

The current PMTU drawdown is -0.50%. The current SPY drawdown is -2.35%.

RankPMTUSPY
#1-2.86%
Sep 27, 2024 - Jan 22, 2025		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-2.74%
Sep 29, 2023 - Nov 2, 2023		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-2.63%
Oct 30, 2025 - Jan 29, 2026		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-2.35%
Mar 21, 2025 - Jun 4, 2025		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-2.04%
Jan 23, 2025 - Mar 17, 2025		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-1.55%
Jan 29, 2026 - Feb 20, 2026		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-1.44%
Jul 30, 2024 - Aug 15, 2024		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-1.09%
Apr 1, 2026 - Jun 1, 2026		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-1.06%
Dec 28, 2023 - Mar 6, 2024		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-1.03%
Aug 29, 2024 - Sep 6, 2024		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-1.01%
Oct 23, 2025 - Oct 30, 2025		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-1.00%
Apr 9, 2024 - May 22, 2024		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-0.93%
Feb 20, 2026 - Mar 25, 2026		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-0.93%
Nov 9, 2023 - Nov 16, 2023		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-0.88%
May 24, 2024 - Jun 5, 2024		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between PMTU and SPY is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98
-101

Dividend Comparison (1999 - 2026)

PMTU vs SPY dividend yield comparison.

YearPMTUSPY
20262.06%0.24%
20258.37%1.07%
20248.39%1.21%
20232.31%1.40%
20220.00%1.65%
20210.00%1.20%
20200.00%1.52%
20190.00%1.75%
20180.00%2.04%
20170.00%1.80%
20160.00%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%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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