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CHMI correlations (Cherry Hill Mortgage Investment Corporation)

CHMI measured against 4756 US stocks and ETFs: closest co-movers on one side, the best offsets on the other, all from weekly returns.

Data as of 2026-08-27 · refreshed every trading day · US Listed

Volatility (ann.)

38.1%

3y weekly

Beta vs S&P 500

0.85

3y weekly

1-year return

+19.1%

price, adjusted

5-year return

-27.0%

price, adjusted

Market cap

$0.1B

latest

P/E ratio

13.9

trailing

Dividend yield

13.65%

trailing

Max drawdown

-32.7%

3y, daily closes

CHMI over the last 12 months, weekly closes indexed to 100 at the start.

Stocks and ETFs most correlated with CHMI

Asset		Correlation (3Y)
ORC	Orchid Island Capital, Inc.	0.58
NLY	Annaly Capital Management Inc.	0.57
IVR	INVESCO MORTGAGE CAPITAL INC	0.56
AGNC	AGNC Investment Corp.	0.56
MFA	MFA Financial, Inc.	0.54

If the goal is offsetting CHMI, these tracked assets have historically moved the most on their own terms.

Asset		Correlation (3Y)
VXZ	iPath Series B S&P 500 VIX Mid-Term Futures ETN	-0.42
VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	-0.38
BTCT	BTC Digital Ltd.	-0.22

Free API · no key required

$ curl https://www.pairbook.io/api/v1/symbols/chmi.json

Correlations, diversifiers, beta and volatility for CHMI, plus one endpoint per pair. API documentation.