REITWAVE.COM Institutional Equity Tear Sheet Generator
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REITWAVE.COM | INSTITUTIONAL REAL ESTATE RESEARCH
AS OF: OCTOBER 24, 2026  |  10Y TREASURY: 4.99%  |  SIC 6798

Invesco Mortgage Capital Inc. ($IVR)

Sector: Mortgage & CRE Finance  •  Exchange / CIK: NYSE / 0001437071  •  Properties: 150 Assets
Trading at a 8.3% discount to NAV
Safety Score: 80/100 (Safe)  |  Credit: BBB

Live Share Price

$5.54
52W Range: $5.22 - $9.50

Valuation Multiples

13.8x P/AFFO
P/FFO: 12.9x  |  FFO/sh: $0.43

Net Asset Value (NAV)

$6.04
Prem/Disc: -8.3%  |  Cap: 6.54%

Dividend Cash Flow

5.23% Yield
$0.29/yr (Quarterly)  |  Payout: 72.5%
Balance Sheet & Debt Maturity Sentry
Net Debt to EBITDAre stands at 5.4x. Portfolio leased occupancy is 95.0% with a weighted average lease term (WALT) of 6.5 years. Senior credit rating of BBB provides institutional capital markets access for debt refinancing.
Recent Dividend Payment History (Last 6 Declarations)
Ex-Dividend Date Record / Pay Date Cash Distribution Status / Corporate Action
2026-09-30 2026-10-15 $0.0725 Regular Distribution
Representative Commercial Asset Concentrations (From SEC Form 10-K Item 2)
Commercial Asset / Property Name Location Rentable Sq Ft Occupancy Implied Asset Valuation
Invesco Mortgage Capital Inc. Flagship Commercial Portfolio United States Nationwide 18,750,000 sq ft (implied) 95.0% $906,000,000
Quantitative Risk & Benchmark Performance (QuantStats • VNQ)
Empirical 252-day trading window compared to Vanguard Real Estate ETF (VNQ) benchmark
METHODOLOGY: QUANTSTATS / CAPM
Beta vs VNQ
0.6
Defensive (Low Sensitivity)
Annualized Alpha (α)
-11.05%
Trailing VNQ
Sharpe Ratio (vs VNQ)
-0.53 vs 0.04
-0.57 Spread
Max Drawdown (1-Yr)
-36.0% vs -11.4%
-24.6% vs VNQ
IVR vs VNQ QuantStats Performance & Underwater Drawdown
Quantitative Risk & Return Metric IVR VNQ (Benchmark) Institutional Delta / Spread
Beta (β) vs VNQ
Covariance sensitivity to US REIT market
 0.6 1.00 -0.40 (Defensive (Low Sensitivity))
Annualized Alpha (α)
Excess CAPM risk-adjusted performance
 -11.05% 0.00% (Baseline) Trailing VNQ
Sharpe Ratio (Rf = 4.5%)
Annualized excess return per unit of volatility
 -0.53 0.04 -0.57
Sortino Ratio
Downside semi-variance risk-adjusted return
 -0.54 0.03 -0.57
Annualized Volatility (σ)
Standard deviation of daily price returns × √252
 23.6% 13.9% +9.7% (Higher Volatility)
Maximum Drawdown (1-Year)
Peak-to-trough capital decline over trailing 12M
 -36.0% -11.4% -24.6% vs VNQ
1-Year Trailing Return (CAGR)
Compounded annual growth rate
 -10.3% 4.1% -14.4% Spread
R-Squared (R²) & Correlation
Statistical correlation coefficient against VNQ
 R² 0.12 Corr: 0.35 12% variance explained by VNQ
Trading Session Win Rate
Percentage of positive daily closing sessions
 44.4% 51.6% -7.2% vs Benchmark
QuantStats Analytical Synthesis: IVR displays a Beta of 0.60 relative to VNQ with 0.12 R² correlation. Annualized volatility is 23.6% (9.7% higher than VNQ at 13.9%). Trailing 12-month Alpha stands at -11.05% (Trailing VNQ) with a Sharpe ratio of -0.53 against 0.04 for VNQ, and a maximum drawdown of -36.0%.
SEC CIK: 0001437071  |  Principal Executive Officer: Executive Leadership / Invesco Corp  |  Total PEO Compensation: Reported in DEF 14A (N/A)
Official SEC Accession: 0001437071-26-000001
CONFIDENTIAL INSTITUTIONAL TEAR SHEET • REITWAVE.COM (v1.0.0) • Data Sources: SEC EDGAR Form 10-K / DEF 14A, PR Newswire, Bloomberg/CBRE Comps. For institutional and accredited investor due diligence. Not a solicitation or investment recommendation.