Ladder Capital Correlations

LADR Stock

USD 11.75 0.14 1.21%

The current 90-days correlation between Ladder Capital Corp and KKR Real Estate is 0.47 (i.e., Very weak diversification). The correlation of Ladder Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Ladder Capital Correlation With Market

Very weak diversification

The correlation between Ladder Capital Corp and DJI is 0.52 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Ladder Capital Corp and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Ladder Capital Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Ladder Stock

0.64

Ready Capital Corp

Pair Corr

Moving against Ladder Stock

0.72	LU	Lufax Holding	Pair Corr
0.72	TW	Tradeweb Markets Normal Trading	Pair Corr
0.66	LX	Lexinfintech Holdings	Pair Corr
0.64	DB	Deutsche Bank AG	Pair Corr
0.58	AC	Associated Capital	Pair Corr
0.51	CG	Carlyle Group	Pair Corr
0.5	QD	Qudian Inc	Pair Corr
0.43	AB	AllianceBernstein	Pair Corr
0.43	WD	Walker Dunlop	Pair Corr
0.35	BN	Brookfield Corp	Pair Corr
0.35	MA	Mastercard	Pair Corr
0.31	PX	P10 Inc	Pair Corr
0.6	PWUPU	PowerUp Acquisition Corp	Pair Corr
0.57	VMCA	Valuence Merger Corp	Pair Corr
0.52	LGHLW	Lion Financial Group	Pair Corr
0.51	NOVVU	Nova Vision Acquisition	Pair Corr
0.49	DYCQ	DT Cloud Acquisition	Pair Corr
0.39	GCMGW	GCM Grosvenor	Pair Corr

Related Correlations Analysis

	KREF	ACRE	EARN	CMTG	IVR	AGNCN	IVR-PB	TWO	RC
KREF		0.46	0.42	0.26	0.66	-0.07	-0.03	0.28	-0.02	KREF
ACRE	0.46		0.2	0.64	0.36	-0.29	0.15	0.25	0.43	ACRE
EARN	0.42	0.2		0.24	0.7	-0.51	-0.53	0.78	0.38	EARN
CMTG	0.26	0.64	0.24		0.14	-0.71	-0.32	0.57	0.84	CMTG
IVR	0.66	0.36	0.7	0.14		-0.31	-0.24	0.57	0.2	IVR
AGNCN	-0.07	-0.29	-0.51	-0.71	-0.31		0.61	-0.85	-0.85	AGNCN
IVR-PB	-0.03	0.15	-0.53	-0.32	-0.24	0.61		-0.66	-0.44	IVR-PB
TWO	0.28	0.25	0.78	0.57	0.57	-0.85	-0.66		0.72	TWO
RC	-0.02	0.43	0.38	0.84	0.2	-0.85	-0.44	0.72		RC
	KREF	ACRE	EARN	CMTG	IVR	AGNCN	IVR-PB	TWO	RC

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

RC	+ 0.84	CMTG
TWO	+ 0.78	EARN
RC	+ 0.72	TWO
IVR	+ 0.7	EARN
IVR	+ 0.66	KREF
CMTG	+ 0.64	ACRE

High negative correlations

RC	- 0.85	AGNCN
TWO	- 0.85	AGNCN
AGNCN	- 0.71	CMTG
TWO	- 0.66	IVR-PB
IVR-PB	- 0.53	EARN
AGNCN	- 0.51	EARN

Risk-Adjusted Indicators

There is a big difference between Ladder Stock performing well and Ladder Capital Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Ladder Capital's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
KREF	1.04	(0.01)	(0.03)	0.07	1.28	(1.17)	2.02	(2.34)	8.63
ACRE	1.39	0.04	0.02	0.13	1.68	(1.52)	2.88	(2.67)	13.22
EARN	0.81	(0.04)	0.00	(0.10)	0.00	0.00	1.92	(1.85)	5.24
CMTG	2.00	(0.43)	0.00	(0.15)	0.00	0.00	3.80	(5.00)	15.64
IVR	1.05	(0.07)	0.00	(0.11)	0.00	0.00	1.85	(2.89)	6.35
AGNCN	0.31	0.04	(0.15)	(0.72)	0.23	(0.34)	0.63	(0.58)	2.32
IVR-PB	0.51	0.04	(0.06)	0.49	0.53	(0.60)	1.50	(1.00)	4.56
TWO	0.93	(0.27)	0.00	(0.35)	0.00	0.00	1.42	(2.21)	8.41
RC	1.28	(0.28)	0.00	(0.18)	0.00	0.00	2.95	(2.57)	8.18

Ladder Capital Corporate Management

Michelle Wallach	Regulatory Officer	Profile
Pamela McCormack	Chief Strategy Officer and General Counsel	Profile
Craig Robertson	Head Manager	Profile
Kelly Porcella	Chief Administrative Officer, General Counsel, Secretary	Profile
Lee Warshaw	Managing Director	Profile

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