CIM (Chimera Investment) 1-Year Sharpe Ratio: -0.44 (As of Aug. 10, 2026)

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CIM Chimera Investment Corp CIM
27 GF Score
Price $11.63
! 5 Warning Signs
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What is Chimera Investment 1-Year Sharpe Ratio?

Chimera Investment CIM -2.88% 27 1-Year Sharpe Ratio is -0.44 as of Aug. 10, 2026. GuruFocus rates CIM with a GF Score™ of 27/100. The stock has 5 warning signs investors should review.

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-08-10), Chimera Investment's 1-Year Sharpe Ratio is -0.44.

Chimera Investment  (NYSE:CIM) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

Chimera Investment 1-Year Sharpe Ratio Related Terms

CIM vs ABR, MFA, ARI: 1-Year Sharpe Ratio Comparison

For the REIT - Mortgage subindustry, Chimera Investment's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Chimera Investment 1-Year Sharpe Ratio vs REITs Industry

For the REITs industry and Real Estate sector, Chimera Investment's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Chimera Investment's 1-Year Sharpe Ratio falls into.


CIM
27GF Score
Chimera Investment Corp CIM
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Chimera Investment 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -0.44 mean?
Chimera Investment (CIM) has a 1-Year Sharpe Ratio of -0.44 as of Aug. 10, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Chimera Investment and its competitors.
Is Chimera Investment's 1-Year Sharpe Ratio too high?
Chimera Investment's current 1-Year Sharpe Ratio is -0.44. Overall, Chimera Investment has a GF Score™ of 27/100, reflecting its overall financial health beyond just this single metric.
How does Chimera Investment's 1-Year Sharpe Ratio compare to ABR and MFA?
Chimera Investment's 1-Year Sharpe Ratio of -0.44 can be compared against companies in the REITs industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for a REITs company?
A good 1-Year Sharpe Ratio depends on the REITs industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Chimera Investment and its competitors. Chimera Investment's current 1-Year Sharpe Ratio is -0.44. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Chimera Investment stock overvalued right now?
Chimera Investment (CIM) has a current 1-Year Sharpe Ratio of -0.44. The current 1-Year Sharpe Ratio is -0.44. Chimera Investment's overall GF Score™ is 27/100 with 5 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For Chimera Investment (CIM), the current 1-Year Sharpe Ratio is -0.44 as of Aug. 10, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Chimera Investment Business Description

Industry Real EstateREITs
Address 630 Fifth Avenue, Suite 2400, New York, NY, USA, 10111
Chimera Investment Corporation is an internally managed REIT whose principal business objective is to provide attractive risk-adjusted returns and distributable income through investment performance linked to mortgage credit fundamentals. Through its mortgage lending, investment management, and advisory services platforms, the Company operates as a fully integrated mortgage business that originates, manages, and invests in a diversified range of mortgage assets. The Company invests, directly or indirectly, generally on a levered basis across a spectrum of mortgage assets, including residential mortgage loans, Non-Agency RMBS, Agency RMBS, Agency CMBS, MSRs, business purpose and investor loans, including RTLs, and other real estate-related assets.
27GF Score

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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

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