RWT vs MGRE

Comparison between Redwood Trust Inc (RWT, Company) and Affiliated Managers Group Inc (MGRE, Company).

RWT vs MGRE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	RWT(COMPANY)	MGRE(COMPANY)
Market Cap	$645M	$643M
Max Drawdown	96.12%	15.41%
Sharpe Ratio	0.23	0.47
5Y Beta	0.84	0.21
Industry	Reit - Mortgage	N/A
P/E Ratio	-7.46	1.41
Forward P/E	5.90	N/A
Dividend Yield	13.70%	5.22%
5Y Dividends CAGR	9.76%	N/A
5Y EPS CAGR	N/A	129.36%
Debt to Equity	0.00%	94.46%

Market Cap

Winner

RWT

$645M

MGRE

$643M

Max Drawdown

RWT

96.12%

Winner

MGRE

15.41%

Sharpe Ratio

RWT

0.23

Winner

MGRE

0.47

5Y Beta

RWT

0.84

Winner

MGRE

0.21

Industry

RWT

Reit - Mortgage

MGRE

N/A

P/E Ratio

Winner

RWT

-7.46

MGRE

1.41

Forward P/E

RWT

5.90

MGRE

N/A

Dividend Yield

Winner

RWT

13.70%

MGRE

5.22%

5Y Dividends CAGR

RWT

9.76%

MGRE

N/A

5Y EPS CAGR

RWT

N/A

MGRE

129.36%

Debt to Equity

Winner

RWT

0.00%

MGRE

94.46%

RWT vs MGRE - Historical Returns

Returns include dividend reinvestment.

Period	RWT	MGRE
1 month	-1.71%	-2.56%
3 months	-8.79%	-0.43%
6 months	-5.15%	-2.36%
1 year	+4.56%	+7.69%
5 years(CAGR)	-6.64%	N/A
10 years(CAGR)	-0.99%	N/A
Max(CAGR)	+6.37%	+2.27%

Winner

RWT

-1.71%

MGRE

-2.56%

RWT

-8.79%

Winner

MGRE

-0.43%

RWT

-5.15%

Winner

MGRE

-2.36%

RWT

+4.56%

Winner

MGRE

+7.69%

5Y(CAGR)

RWT

-6.64%

MGRE

N/A

10Y(CAGR)

RWT

-0.99%

MGRE

N/A

Max(CAGR)

Winner

RWT

+6.37%

MGRE

+2.27%

RWT vs MGRE - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	RWT	MGRE
2026	-5.57%	-2.14%
2025	-3.60%	+4.74%
2024	-0.54%	+1.37%
2023	+17.85%	N/A
2022	-43.03%	N/A
2021	+65.10%	N/A
2020	-42.72%	N/A
2019	+17.14%	N/A
2018	+9.72%	N/A
2017	+2.99%	N/A
2016	+19.85%	N/A
2015	-28.88%	N/A
2014	+9.17%	N/A
2013	+17.14%	N/A
2012	+76.13%	N/A
2011	-26.97%	N/A
2010	+9.91%	N/A
2009	+8.88%	N/A
2008	-48.24%	N/A
2007	-32.18%	N/A
2006	+53.44%	N/A
2005	-23.79%	N/A
2004	+43.28%	N/A
2003	+112.30%	N/A
2002	+26.92%	N/A
2001	+60.76%	N/A
2000	+63.57%	N/A
1999	+2.28%	N/A

RWT vs MGRE Drawdown Comparison

The maximum drawdown for RWT was -88.76%, occurring on Apr 3, 2020. This drawdown has not yet recovered.

The maximum drawdown for MGRE was -10.34%, occurring on Apr 11, 2025. Recovery took 222 trading sessions.

The current RWT drawdown is -58.71%. The current MGRE drawdown is -3.80%.

Rank	RWT	MGRE
#1	-88.76% Feb 7, 2007 - Apr 3, 2020	-10.34% Sep 23, 2024 - Aug 13, 2025
#2	-30.11% Mar 31, 2004 - Sep 28, 2004	-7.87% Feb 19, 2026 - Mar 30, 2026
#3	-29.14% Jan 4, 2005 - Oct 9, 2006	-4.68% Sep 17, 2025 - Feb 12, 2026
#4	-23.11% Jun 28, 2002 - Feb 25, 2003	-3.72% Jul 12, 2024 - Sep 5, 2024
#5	-11.38% Jul 29, 2003 - Aug 26, 2003	-1.51% Aug 19, 2025 - Sep 5, 2025
#6	-10.86% May 22, 2001 - Jul 12, 2001	-1.40% May 6, 2024 - Jun 4, 2024
#7	-10.71% Jan 21, 2000 - Mar 15, 2000	-1.37% Mar 27, 2024 - Apr 30, 2024
#8	-9.98% Aug 20, 2001 - Oct 11, 2001	-1.11% Sep 5, 2025 - Sep 12, 2025
#9	-9.57% Dec 2, 2003 - Jan 21, 2004	-0.85% Sep 13, 2024 - Sep 19, 2024
#10	-9.34% Nov 1, 1999 - Dec 22, 1999	-0.77% Jun 12, 2024 - Jun 27, 2024
#11	-9.24% Apr 20, 2000 - Aug 10, 2000	-0.59% Jun 27, 2024 - Jul 3, 2024
#12	-8.72% Oct 12, 2004 - Nov 11, 2004	-0.52% Aug 13, 2025 - Aug 18, 2025
#13	-8.02% Dec 22, 1999 - Jan 20, 2000	-0.27% Jul 8, 2024 - Jul 11, 2024
#14	-7.02% Nov 12, 2004 - Dec 10, 2004	-0.27% Jun 4, 2024 - Jun 6, 2024
#15	-7.02% Jun 12, 2003 - Jul 7, 2003	-0.16% Feb 12, 2026 - Feb 17, 2026

Correlation

Correlation between RWT and MGRE is 0.23 which considered as a very weak or no correlation - the stocks move independently of each other.

0.23

-101

Dividend Comparison (1999 - 2026)

RWT vs MGRE dividend yield comparison.

Year	RWT	MGRE
2026	3.49%	1.80%
2025	13.02%	6.94%
2024	10.26%	5.33%
2023	9.58%	0.00%
2022	13.61%	0.00%
2021	5.91%	0.00%
2020	8.26%	0.00%
2019	7.26%	0.00%
2018	7.83%	0.00%
2017	7.56%	0.00%
2016	7.36%	0.00%
2015	8.48%	0.00%
2014	5.69%	0.00%
2013	5.78%	0.00%
2012	5.92%	0.00%
2011	9.82%	0.00%
2010	6.70%	0.00%
2009	6.92%	0.00%
2008	20.12%	0.00%
2007	14.60%	0.00%
2006	9.99%	0.00%
2005	14.06%	0.00%
2004	13.98%	0.00%
2003	14.45%	0.00%
2002	10.42%	0.00%
2001	10.52%	0.00%
2000	9.07%	0.00%
1999	3.20%	0.00%