Two Harbors Investment Corp. (TWO) Stock Total Returns

Growth of $10,000 chart

2021-06-03 to 2026-06-03
to
$
%
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Investment Performance

Final Value
$7,328
Total Return
-26.72%
CAGR
-6.03%
Dividends
$4,430.50
Yield on Cost
44.30%

Rolling Returns

1-Month (21 Trading Days)
Average-0.07%
Median-0.02%
Best+46.00%
Worst-35.02%
% of Windows Positive49.8%
1-Year (252 Trading Days)
Average-6.99%
Median-7.75%
Best+45.80%
Worst-47.41%
% of Windows Positive32.3%
3-Year (756 Trading Days)
Average-15.51%
Median-22.08%
Best+50.37%
Worst-43.10%
% of Windows Positive17.2%

Risk Metrics

Maximum Drawdown -59.97%
Average Drawdown -39.36%
Drawdown Duration 1241 Trading Days (Unrecovered)
Sortino Ratio -0.03
Calmar Ratio -0.10
CVaR (5%) -4.89%

Yearly Returns

Year Percentage Abs. Return Dividends Taxes Trans. Costs
2026 partial +23.74% (+65.73% ann.) +$2373.85 $656.08 $131.21 $1.05
2025 -0.19% $18.74 $1437.42 $287.49 $2.30
2024 -5.21% $521.23 $1346.71 $269.33 $2.16
2023 -0.50% $49.66 $1389.01 $277.80 $2.22
2022 -25.05% $2504.84 $907.27 $181.46 $1.45
2021 -1.90% $189.70 $1097.86 $219.57 $1.76
2020 -53.08% $5307.65 $352.18 $70.43 $0.56
2019 +25.57% +$2556.98 $1350.65 $270.13 $2.16
2018 -12.69% $1269.28 $1200.58 $240.11 $1.92
2017 +23.86% +$2385.73 $1251.66 $250.34 $2.01
2016 +17.54% +$1754.34 $1188.19 $237.64 $1.90
2015 -11.73% $1172.78 $1070.63 $214.12 $1.71
2014 +17.09% +$1708.54 $1155.39 $231.08 $1.85
2013 -1.65% $164.78 $1169.85 $233.97 $1.87
2012 +35.83% +$3582.86 $1942.37 $388.49 $3.11
2011 +7.35% +$735.21 $1712.34 $342.47 $2.73
2010 +13.65% +$1365.41 $1587.69 $317.53 $2.54
2009 partial +3.32% (+21.23% ann.) +$332.21 $268.32 $53.66 $0.43

Market Regimes

about
Regime Period Percentage Annual Abs. Return Dividends Taxes Trans. Costs
Policy-led rebound / euro-sovereign-crisis overlay partial October 30, 2009 – July 25, 2012 +63.95% +19.81% +$6395.43 $5028.16 $1005.63 $8.03
Secular stagnation / QE / low inflation / duration bull July 26, 2012 – February 19, 2020 +80.64% +8.13% +$8064.10 $11005.15 $2201.04 $17.61
Pandemic shock / liquidity crash February 20, 2020 – March 23, 2020 -72.71% -100.00% $7271.01 $0.00 $0.00 $0.00
Policy bazooka / monetary euphoria March 24, 2020 – November 6, 2020 +114.83% +242.26% +$11482.97 $1286.27 $257.24 $2.06
Reopening reflation / fiscal boom / supply bottlenecks November 9, 2020 – November 29, 2021 +12.87% +12.17% +$1286.61 $1214.37 $242.87 $1.95
Inflation shock / duration crash / aggressive tightening November 30, 2021 – November 9, 2022 -27.00% -28.41% $2700.11 $1199.89 $239.98 $1.92
Disinflation rebound / AI-led narrow bull / higher-for-longer November 10, 2022 – September 17, 2024 +3.99% +2.14% +$399.34 $2262.24 $452.45 $3.62
Disinflationary easing / resilient growth / AI capex under oil-shock test partial September 18, 2024 – June 3, 2026 +6.63% +3.83% +$662.91 $2125.96 $425.19 $3.41

Dividend History

Annual Dividends Per Share
TTM Yield
Consecutive Years Paid
current
Consecutive Years of Growth
current

Date Per Share Yield %
2009-12-29 $1.5861 2.65%
2010-03-29 $2.1962 3.79%
2010-06-28 $2.0132 3.81%
2010-09-28 $2.3792 4.18%
2010-12-15 $2.4402 3.96%
2011-03-10 $2.4402 3.55%
2011-06-22 $2.4402 3.72%
2011-09-22 $2.4402 4.28%
2011-12-22 $2.4402 4.10%
2012-03-22 $2.4402 3.78%
2012-06-20 $2.4402 3.73%
2012-09-20 $2.1962 3.02%
2012-12-27 $3.3553 4.71%
2013-03-28 $2.0966 2.48%
2013-06-26 $2.0311 3.00%
2013-09-24 $1.8346 2.83%
2013-12-24 $1.7035 2.73%
2014-03-27 $1.7035 2.52%
2014-06-30 $1.7035 2.41%
2014-09-26 $1.7035 2.57%
2014-12-26 $1.7035 2.53%
2015-03-27 $1.7035 2.40%
2015-06-26 $1.7035 2.51%
2015-09-28 $1.7035 2.74%
2015-12-28 $1.7035 3.03%
2016-03-29 $1.5070 2.92%
2016-06-28 $1.5070 2.71%
2016-09-28 $1.5070 2.59%
2016-12-28 $1.5725 2.67%
2017-03-29 $1.6380 2.56%
2017-06-28 $1.7035 2.55%
2017-09-28 $1.7035 2.54%
2017-12-22 $1.8800 2.81%
2018-03-29 $1.8800 3.01%
2018-06-28 $1.8800 2.93%
2018-07-24 $0.6320 1.00%
2018-09-28 $1.2480 2.07%
2018-12-28 $1.8800 3.52%
2019-03-28 $1.8800 3.39%
2019-06-28 $1.6000 3.11%
2019-09-27 $1.6000 2.94%
2019-12-30 $1.6000 2.65%
2020-04-15 $0.2000 1.11%
2020-06-29 $0.5600 2.76%
2020-09-30 $0.5600 2.69%
2020-12-29 $0.6800 2.61%
2021-03-26 $0.6800 2.29%
2021-06-28 $0.6800 2.16%
2021-09-30 $0.6800 2.56%
2021-12-28 $0.6800 2.79%
2022-04-01 $0.6800 3.07%
2022-07-01 $0.6800 3.41%
2022-09-30 $0.6800 4.90%
2023-01-04 $0.6000 3.70%
2023-04-03 $0.6000 4.08%
2023-07-03 $0.4500 3.24%
2023-10-02 $0.4500 3.40%
2024-01-11 $0.4500 3.21%
2024-04-03 $0.4500 3.47%
2024-07-05 $0.4500 3.42%
2024-10-01 $0.4500 3.24%
2025-01-03 $0.4500 3.75%
2025-04-04 $0.4500 3.50%
2025-07-03 $0.3900 3.54%
2025-10-03 $0.3400 3.37%
2026-01-05 $0.3400 3.21%
2026-04-02 $0.3400 3.01%
Total 67 payments

Portfolio Dividend Returns

Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2021-06-03 to 2026-06-03. Change
Date Total Yield Tax Trans. Cost Shares Bought
2021-06-28 $232.56 $46.51 $0.37 6.0206
2021-09-30 $236.65 $47.33 $0.38 7.4504
2021-12-28 $241.72 $48.34 $0.39 8.1775
2022-04-01 $247.28 $49.46 $0.39 9.2776
2022-07-01 $253.59 $50.72 $0.41 10.3088
2022-09-30 $260.60 $52.12 $0.42 15.6673
2023-01-04 $239.34 $47.87 $0.38 12.1249
2023-04-03 $246.61 $49.32 $0.39 14.1449
2023-07-03 $191.33 $38.27 $0.31 11.4853
2023-10-02 $196.49 $39.30 $0.32 12.6927
2024-01-11 $202.21 $40.44 $0.32 11.8969
2024-04-03 $207.56 $41.51 $0.33 13.3105
2024-07-05 $213.55 $42.71 $0.34 13.5316
2024-10-01 $219.64 $43.93 $0.35 13.4478
2025-01-03 $225.69 $45.14 $0.36 15.4670
2025-04-04 $232.65 $46.53 $0.37 16.0960
2025-07-03 $207.91 $41.58 $0.33 15.7191
2025-10-03 $186.60 $37.32 $0.30 15.1865
2026-01-05 $191.76 $38.35 $0.31 14.7355
2026-04-02 $196.77 $39.35 $0.32 14.1279
Total $4430.50 $886.10 $7.10 250.8688

All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.

For each rolling window, returns are calculated at every possible starting point:

return = (value[i] ÷ value[i − windowSize] − 1) × 100

Windows
1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
Statistics
Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.

The series is segmented by calendar year:

return = (endValue ÷ startValue − 1) × 100

startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.

RXT

CAGR -17.86% Total -68.21% Final $3,179
2020-08-05 — 2026-06-03
BFAM

CAGR 5.74% Total 110.59% Final $21,059
2013-01-25 — 2026-06-03
IHRT

CAGR -17.87% Total -74.42% Final $2,558
2019-07-01 — 2026-06-03