Sachem Capital (SACH)


Market Price (7/29/2026): $0.8148 | Market Cap: $38.4 MilSector: Financials | Industry: Mortgage REITs

Sachem Capital (SACH)


Market Price (7/29/2026): $0.8148
Market Cap: $38.4 Mil
Sector: Financials
Industry: Mortgage REITs

Investment Highlights Why It Matters Detailed financial logic regarding cash flow yields vs trend-riding momentum.

0

Attractive yield
Total YieldTotal Yield = Earnings Yield + Dividend Yield, Earnings Yield = Net Income / Market Cap Dividend Yield = Total Dividends / Market Cap is 23%, Dividend Yield is 25%, ERPEquity Risk Premium (ERP) = Total Yield - Risk Free Rate, Reflects the premium above risk free assets offered by the investment. is 19%, FCF Yield is 8.3%

Strong revenue growth
Rev Chg LTMRevenue Change % Last Twelve Months (LTM) is 415%

Attractive cash flow generation
CFO/Rev LTMCash Flow from Operations / Revenue (Sales), Last Twelve Months (LTM) is 15%, FCF/Rev LTMFree Cash Flow / Revenue (Sales), Last Twelve Months (LTM) is 14%

Megatrend and thematic drivers
Megatrends include Digital & Alternative Assets. Themes include Private Credit.

Weak multi-year price returns
2Y Excs Rtn is -94%, 3Y Excs Rtn is -130%

Penny stock
Mkt Price is 0.8

Debt is significant
Net D/ENet Debt/Equity. Debt net of cash. Negative indicates net cash. Equity is taken as the Market Capitalization is 750%

Key risks
SACH key risks include [1] a rising cost of capital due to interest rate hikes, Show more.

0 Attractive yield
Total YieldTotal Yield = Earnings Yield + Dividend Yield, Earnings Yield = Net Income / Market Cap Dividend Yield = Total Dividends / Market Cap is 23%, Dividend Yield is 25%, ERPEquity Risk Premium (ERP) = Total Yield - Risk Free Rate, Reflects the premium above risk free assets offered by the investment. is 19%, FCF Yield is 8.3%
1 Strong revenue growth
Rev Chg LTMRevenue Change % Last Twelve Months (LTM) is 415%
2 Attractive cash flow generation
CFO/Rev LTMCash Flow from Operations / Revenue (Sales), Last Twelve Months (LTM) is 15%, FCF/Rev LTMFree Cash Flow / Revenue (Sales), Last Twelve Months (LTM) is 14%
3 Megatrend and thematic drivers
Megatrends include Digital & Alternative Assets. Themes include Private Credit.
4 Weak multi-year price returns
2Y Excs Rtn is -94%, 3Y Excs Rtn is -130%
5 Penny stock
Mkt Price is 0.8
6 Debt is significant
Net D/ENet Debt/Equity. Debt net of cash. Negative indicates net cash. Equity is taken as the Market Capitalization is 750%
7 Key risks
SACH key risks include [1] a rising cost of capital due to interest rate hikes, Show more.

SACH in ETFs

Weight = SACH's share of each fund

VTI0.00%

Valuation & Metrics

Price Chart

Why The Stock Moved

Qualitative Assessment

AI Analysis | Feedback

Updated on 7/15/2026

Sachem Capital (SACH) stock has lost about 20% since 3/31/2026 because of the following key factors:

1. Sachem Capital reported a significant earnings miss for fiscal Q1 2026. The company posted an Earnings Per Share (EPS) of -$0.15 on May 20, 2026, dramatically missing analysts' consensus estimates of $0.02, representing an 850% negative surprise. This performance was partially due to a $5.4 million credit loss provision and $1.6 million in transaction expenses related to the proposed Industrial Realty Group (IRG) combination.

2. The proposed reverse merger with Industrial Realty Group implies significant dilution for existing shareholders. On May 18, 2026, Sachem Capital announced a definitive agreement to combine with Industrial Realty Group to form IRG Realty Trust. While the transaction valued Sachem's common shares at $2.00 per share (a 90% premium to the 30-day Volume Weighted Average Price at the time), existing Sachem common shareholders are expected to own only approximately 5.9% of the combined company on a fully diluted basis, with IRG owning 94.1%. A 20-to-1 reverse stock split is also anticipated at closing.

Show more
Updated on 7/15/2026

Sachem Capital (SACH) stock has lost about 20% since 3/31/2026 because of the following key factors:

1. Sachem Capital reported a significant earnings miss for fiscal Q1 2026. The company posted an Earnings Per Share (EPS) of -$0.15 on May 20, 2026, dramatically missing analysts' consensus estimates of $0.02, representing an 850% negative surprise. This performance was partially due to a $5.4 million credit loss provision and $1.6 million in transaction expenses related to the proposed Industrial Realty Group (IRG) combination.

2. The proposed reverse merger with Industrial Realty Group implies significant dilution for existing shareholders. On May 18, 2026, Sachem Capital announced a definitive agreement to combine with Industrial Realty Group to form IRG Realty Trust. While the transaction valued Sachem's common shares at $2.00 per share (a 90% premium to the 30-day Volume Weighted Average Price at the time), existing Sachem common shareholders are expected to own only approximately 5.9% of the combined company on a fully diluted basis, with IRG owning 94.1%. A 20-to-1 reverse stock split is also anticipated at closing.

3. The company enacted a substantial cut to its quarterly common dividend. Sachem Capital declared a quarterly common dividend of $0.01 per share on June 4, 2026, payable on June 30, 2026. This represents an 80% reduction from the $0.05 per common share dividend declared for fiscal Q1 2026, which was payable on March 30, 2026. For a mortgage REIT, such a drastic dividend cut can negatively impact investor confidence and appeal.

4. Elevated mortgage interest rates continued to challenge the broader real estate market. As a real estate lender, Sachem Capital is sensitive to macroeconomic factors, particularly interest rates. Throughout fiscal Q2 2026, average 30-year fixed mortgage rates were forecasted to remain elevated, generally hovering between 6% and 6.5%. These higher rates contribute to reduced buyer purchasing power, potentially slowing real estate transactions, and can compress net interest margins for lenders.

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Stock Movement Drivers

Fundamental Drivers

The -19.0% change in SACH stock from 3/31/2026 to 7/28/2026 was primarily driven by a -22.4% change in the company's P/S Multiple.
(LTM values as of)33120267282026Change
Stock Price ($)1.000.81-19.0%
Change Contribution By: 
Total Revenues ($ Mil)21224.7%
P/S Multiple2.21.7-22.4%
Shares Outstanding (Mil)4747-0.4%
Cumulative Contribution-19.0%

LTM = Last Twelve Months as of date shown

Market Drivers

3/31/2026 to 7/28/2026
ReturnCorrelation
SACH-19.0% 
Market (SPY)13.9%13.5%
Sector (XLF)16.7%19.0%

Fundamental Drivers

The -17.6% change in SACH stock from 12/31/2025 to 7/28/2026 was primarily driven by a -332.3% change in the company's Total Revenues ($ Mil).
(LTM values as of)123120257282026Change
Stock Price ($)0.980.81-17.6%
Change Contribution By: 
Total Revenues ($ Mil)-1022-332.3%
P/S Multiple-4.81.7-135.7%
Shares Outstanding (Mil)4747-0.6%
Cumulative Contribution-17.6%

LTM = Last Twelve Months as of date shown

Market Drivers

12/31/2025 to 7/28/2026
ReturnCorrelation
SACH-17.6% 
Market (SPY)8.9%6.9%
Sector (XLF)5.7%12.5%

Fundamental Drivers

The -22.4% change in SACH stock from 6/30/2025 to 7/28/2026 was primarily driven by a -415.1% change in the company's Total Revenues ($ Mil).
(LTM values as of)63020257282026Change
Stock Price ($)1.040.81-22.4%
Change Contribution By: 
Total Revenues ($ Mil)-722-415.1%
P/S Multiple-6.91.7-124.8%
Shares Outstanding (Mil)4747-0.8%
Cumulative Contribution-22.4%

LTM = Last Twelve Months as of date shown

Market Drivers

6/30/2025 to 7/28/2026
ReturnCorrelation
SACH-22.4% 
Market (SPY)20.9%12.0%
Sector (XLF)11.3%12.0%

Fundamental Drivers

The -65.1% change in SACH stock from 6/30/2023 to 7/28/2026 was primarily driven by a -48.0% change in the company's P/S Multiple.
(LTM values as of)63020237282026Change
Stock Price ($)2.320.81-65.1%
Change Contribution By: 
Total Revenues ($ Mil)3022-26.0%
P/S Multiple3.31.7-48.0%
Shares Outstanding (Mil)4347-9.3%
Cumulative Contribution-65.1%

LTM = Last Twelve Months as of date shown

Market Drivers

6/30/2023 to 7/28/2026
ReturnCorrelation
SACH-65.1% 
Market (SPY)73.0%18.6%
Sector (XLF)78.5%17.6%

Return vs. Risk

Price Returns Compared

 202120222023202420252026Total [1]
Returns
SACH Return53%-36%29%-61%-9%-19%-63%
Peers Return31%-24%19%-7%-6%-13%-11%
S&P 500 Return27%-19%24%23%16%8%97%

Monthly Win Rates [3]
SACH Win Rate75%33%50%33%33%43% 
Peers Win Rate62%43%50%47%53%34% 
S&P 500 Win Rate75%42%67%75%67%43% 

Max Drawdowns [4]
SACH Max Drawdown-15%-46%-20%-72%-35%-41% 
Peers Max Drawdown-18%-39%-32%-28%-34%-25% 
S&P 500 Max Drawdown-5%-25%-10%-8%-19%-9% 


[1] Cumulative total returns since the beginning of 2021
[2] Peers: GPMT, RC, ARI, LADR, TRTX.
[3] Win Rate = % of calendar months in which monthly returns were positive
[4] Max drawdown represents maximum peak-to-trough decline within a year
[5] 2026 data is for the year up to 7/28/2026 (YTD)

How Low Can It Go

EventSACHS&P 500
2025 US Tariff Shock
  % Loss-16.7%-18.8%
  % Gain to Breakeven20.0%23.1%
  Time to Breakeven17 days79 days
2024 Yen Carry Trade Unwind
  % Loss-12.5%-7.8%
  % Gain to Breakeven14.3%8.5%
  Time to Breakeven29 days18 days
2023 SVB Regional Banking Crisis
  % Loss-18.7%-6.7%
  % Gain to Breakeven23.0%7.1%
  Time to Breakeven53 days31 days
2020 COVID-19 Crash
  % Loss-70.9%-33.7%
  % Gain to Breakeven243.1%50.9%
  Time to Breakeven209 days140 days

Compare to GPMT, RC, ARI, LADR, TRTX

In The Past

Sachem Capital's stock fell -16.7% during the 2025 US Tariff Shock. Such a loss loss requires a 20.0% gain to breakeven.

Preserve Wealth

Limiting losses and compounding gains is essential to preserving wealth.

Asset Allocation

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EventSACHS&P 500
2020 COVID-19 Crash
  % Loss-70.9%-33.7%
  % Gain to Breakeven243.1%50.9%
  Time to Breakeven209 days140 days

Compare to GPMT, RC, ARI, LADR, TRTX

In The Past

Sachem Capital's stock fell -16.7% during the 2025 US Tariff Shock. Such a loss loss requires a 20.0% gain to breakeven.

Preserve Wealth

Limiting losses and compounding gains is essential to preserving wealth.

Asset Allocation

Actively managed asset allocation strategies protect wealth. Learn more.

About Sachem Capital (SACH)

Sachem Capital Corp. (SACH) operates as a real estate finance company specializing in providing short-term loans. The company's primary business involves originating, underwriting, funding, servicing, and managing a portfolio of these loans, which are secured by first mortgage liens on real property. Their geographical focus for these investments is primarily the Northeastern United States and Florida. As a Real Estate Investment Trust (REIT), Sachem Capital is structured to avoid federal income taxes by distributing at least 90% of its taxable income to stockholders each year.

The company's main service is providing capital to real estate investors and owners. These customers utilize Sachem Capital's financing to fund various stages of their property projects, including the acquisition, renovation, rehabilitation, development, or improvement of both residential and commercial properties. Essentially, SACH acts as a crucial lender for professionals in the real estate sector who require flexible, short-term funding for their investment and development endeavors.

AI Analysis | Feedback

Here are 1-3 brief analogies for Sachem Capital (SACH):

  • It's like a specialized mortgage lender, similar to a niche version of Rocket Mortgage, but it provides short-term loans to real estate investors and developers for property acquisition and renovation instead of traditional home buyers.
  • Imagine it as the commercial real estate lending department of a large bank like Wells Fargo or JP Morgan Chase, but that's its exclusive business, offering quick, short-term financing for property development.

AI Analysis | Feedback

  • Short-Term Real Estate Loans: Sachem Capital provides financing to real estate investors and owners through short-term loans secured by first mortgage liens on residential or commercial properties for acquisition, renovation, development, or improvement.

AI Analysis | Feedback

Sachem Capital (SACH) operates as a real estate finance company, primarily offering short-term loans. Therefore, its "customers" are the borrowers who receive these loans. The company's description indicates that it lends to various real estate investors and owners rather than selling goods or services to a few major corporate clients.

Based on the company description, Sachem Capital serves the following categories of customers:

  1. Real Estate Investors: Individuals or entities acquiring properties for investment purposes, such as flipping or holding for rental income.
  2. Real Estate Developers: Individuals or entities involved in the renovation, rehabilitation, or new construction development of residential or commercial properties.
  3. Property Owners: Individuals or entities who own residential or commercial properties and seek funding for improvements or upgrades to their existing assets.

These customers are typically private individuals, partnerships, or small to medium-sized private companies engaged in real estate projects. The company does not list specific customer names, nor would it typically have major public companies as its direct loan customers in this type of business model.

AI Analysis | Feedback

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John L. Villano, CPA, Chairman, Chief Executive Officer and President

Mr. Villano has served as Chairman and Chief Executive Officer of Sachem Capital Corp. since its inception in 2010. He is responsible for overseeing all aspects of the company's business operations, including loan origination and servicing, investor relations, and business development. Before founding Sachem Capital Corp., he was engaged in the private practice of accounting and auditing for nearly 30 years. Mr. Villano is also the founder of Sachem Capital Partners LLC and JJV LLC.

Jeffery C. Walraven, Executive Vice President and Chief Financial Officer

Mr. Walraven possesses extensive experience with both private and public real estate companies, focusing on capital markets, accounting, and finance. He co-founded Freehold Properties, Inc., a REIT, and held the position of Chief Operating Officer and director since May 2019. Previously, from January 2014 to May 2019, he served as Executive Vice President and Chief Financial Officer of MedEquities Realty Trust, Inc., an internally managed healthcare REIT that was initially funded privately and later sold to Omega Healthcare Investors, Inc. He also served as an independent director and audit committee member for Broad Street Realty, Inc.

Eric O'Brien, Senior Vice President of Asset Management, Managing Director at Urbane Capital, LLC

Mr. O'Brien is an accomplished executive with over 30 years of experience in construction management, design, and development. His expertise includes construction finance, asset management, property acquisitions, and real estate development. In his role, he is responsible for the company's lending evaluation, assessment, and approvals.

Ralph Sylvester, Vice President of Asset Management, Director at Urbane Capital, LLC

Mr. Sylvester serves as the Vice President of Asset Management at Sachem Capital Corp. and Director at Urbane Capital, LLC.

AI Analysis | Feedback

Here are the key risks to Sachem Capital (SACH):
  1. Exposure to Real Estate Market Fluctuations and Credit Risk: Sachem Capital's business model, which involves originating short-term loans secured by first mortgage liens on real property primarily in the Northeastern United States and Florida, makes it highly susceptible to the health of the real estate markets in these regions. A significant downturn in real estate values, reduced transaction volumes, or an economic recession could lead to an increase in loan defaults by real estate investors and owners, who are Sachem's primary borrowers. Such a scenario could also result in lower recovery rates on foreclosed properties, thereby threatening the company's earnings and capital. Credit quality is identified as a key pressure point, with elevated delinquencies and foreclosure activity posing a risk if collateral values weaken further.
  2. Interest Rate Volatility: As a real estate finance company, Sachem Capital's profitability is directly tied to its net interest margin, which is the difference between the interest earned on its loans and the cost of its funding. Fluctuations in interest rates can compress these margins if the cost of its capital increases faster than the rates it can charge on its loans. A decrease in net interest income was observed in 2025, reflecting ongoing financial challenges and increased weighted average cost of capital due to refinancing activity.
  3. REIT Compliance Risk: Sachem Capital operates as a Real Estate Investment Trust (REIT), which allows it to avoid federal income taxes by distributing at least 90% of its taxable income to its stockholders annually. However, maintaining this REIT status requires adherence to complex and stringent regulatory requirements. Failure to comply with these rules could lead to the company being subject to federal income taxes, which would materially and adversely impact its financial condition, operational results, and ability to provide distributions to shareholders.

AI Analysis | Feedback

The clear emerging threat for Sachem Capital is the rise of FinTech and PropTech lending platforms. These platforms leverage advanced technology, including artificial intelligence and machine learning for underwriting, and streamlined online processes for loan origination and servicing. By automating and digitizing key aspects of real estate finance, these emerging platforms can offer faster approvals, greater convenience, and potentially lower costs for short-term, secured real estate loans to investors and developers. This directly challenges the operational model of traditional private lenders like Sachem Capital, potentially eroding their market share and competitive advantage through superior efficiency and user experience.

AI Analysis | Feedback

For Sachem Capital (SACH), the addressable market for its main products and services, which involve originating, underwriting, funding, servicing, and managing a portfolio of short-term loans secured by first mortgage liens on real property for real estate investors and owners, can be estimated as follows:

  • The private lending market in the U.S., which aligns with Sachem Capital's hard money lending services, is expected to reach approximately $2 trillion in assets by 2025.

  • In Florida, a primary operating region for Sachem Capital, the market size for the Real Estate Loans & Collateralized Debt industry is projected to be $17.7 billion in 2026. This market has been growing at an average annual rate of 6.7% from 2020 to 2025.

AI Analysis | Feedback

Here are 3-5 expected drivers of future revenue growth for Sachem Capital (SACH) over the next 2-3 years:
  1. Growth in High-Quality Loan Originations and Portfolio Yields: Sachem Capital's primary revenue driver is originating, underwriting, and funding short-term, high-yield real estate loans. The company emphasizes a disciplined and scalable origination platform with strict underwriting requirements. Continued focus on originating high-quality, secured real estate loans under conservative standards, coupled with maintaining strong asset yields on performing loans, is expected to drive profitable growth.
  2. Effective Resolution and Redeployment of Non-Performing Assets: Sachem Capital is actively focused on monetizing its non-performing assets and redeploying the capital into new originations. Successfully resolving these assets will free up significant capital to be reinvested in performing loans, thereby increasing interest income and overall revenue.
  3. Optimization of Capital Structure and Reduction in Cost of Capital: The company has been strategically repositioning its balance sheet by refinancing and amending credit facilities and securing new senior secured financing. Sachem Capital remains focused on reducing its overall cost of capital and maintaining adequate liquidity. A lower cost of capital is expected to enhance net interest margin and overall profitability.
  4. Expansion and Deeper Penetration in Target Geographic Markets: Sachem Capital's loan portfolio is diversified across primary markets, including Connecticut, Florida, Massachusetts, and New York. While already diversified, sustained and potentially expanded lending activity within these key regions, along with a focus on experienced developers and quality properties, will contribute to consistent portfolio growth and revenue generation.

AI Analysis | Feedback

Share Repurchases

  • Sachem Capital announced a share repurchase program in October 2024, authorizing the repurchase of up to $5.80 million of its shares.
  • In 2025, the company repurchased common shares, resulting in a net cash outflow of approximately $1.488 million.

Share Issuance

  • Sachem Capital issued Series A Preferred Stock, generating net proceeds of $0.109 million in 2025 and $5.706 million in 2024.
  • The company reported proceeds from the issuance of common shares, net of expenses, totaling $2.049 million in 2024.

Capital Expenditures

  • Capital expenditures in the most recent quarter totaled approximately -$0.012 million.
  • Sachem Capital's primary focus for capital deployment is through originating and managing a portfolio of short-term real estate loans and opportunistic real estate purchases.

Recent Active Movers

Peer Comparisons

Peers to compare with:

Financials

SACHGPMTRCARILADRTRTXMedian
NameSachem C.Granite .Ready Ca.Apollo C.Ladder C.TPG RE F. 
Mkt Price0.811.321.456.739.868.544.09
Mkt Cap0.00.10.20.91.20.70.5
Rev LTM2244-3026321315198
Op Inc LTM-------
FCF LTM36914281088858
FCF 3Y Avg111745059948974
CFO LTM3691411610896102
CFO 3Y Avg1117450173949594

Growth & Margins

SACHGPMTRCARILADRTRTXMedian
NameSachem C.Granite .Ready Ca.Apollo C.Ladder C.TPG RE F. 
Rev Chg LTM415.1%18.1%-171.5%45.6%-18.3%1.4%9.7%
Rev Chg 3Y Avg100.9%-12.5%-92.7%-6.4%-13.4%2.0%-9.5%
Rev Chg Q31.9%3.7%-9.1%-13.8%1.0%0.5%0.7%
QoQ Delta Rev Chg LTM4.7%0.8%-28.5%-3.5%0.2%0.1%0.2%
Op Inc Chg LTM-------
Op Inc Chg 3Y Avg-------
Op Mgn LTM-------
Op Mgn 3Y Avg-------
QoQ Delta Op Mgn LTM-------
CFO/Rev LTM14.7%13.4%-44.1%50.5%63.3%44.1%
CFO/Rev 3Y Avg-26.3%-76.7%38.8%65.2%52.0%
FCF/Rev LTM14.2%13.4%-10.5%50.5%58.2%14.2%
FCF/Rev 3Y Avg-26.3%-24.3%38.8%61.5%32.6%

Valuation

SACHGPMTRCARILADRTRTXMedian
NameSachem C.Granite .Ready Ca.Apollo C.Ladder C.TPG RE F. 
Mkt Cap0.00.10.20.91.20.70.5
P/S1.71.4-3.65.84.43.6
P/Op Inc-------
P/EBIT-------
P/E-56.8-1.7-0.57.422.510.23.5
P/CFO11.610.50.38.111.57.09.3
Total Yield23.2%-41.6%-184.2%28.7%13.9%21.5%17.7%
Dividend Yield25.0%16.5%30.7%15.1%9.5%11.7%15.8%
FCF Yield 3Y Avg13.4%12.7%124.8%4.3%7.1%13.7%13.1%
D/E7.89.911.48.72.55.08.3
Net D/E7.59.210.68.62.34.98.0

Returns

SACHGPMTRCARILADRTRTXMedian
NameSachem C.Granite .Ready Ca.Apollo C.Ladder C.TPG RE F. 
1M Rtn-14.7%-3.2%-18.1%-4.3%-2.8%0.9%-3.7%
3M Rtn-19.8%-9.6%-23.2%-6.7%-3.7%4.9%-8.1%
6M Rtn-19.1%-36.3%-36.5%4.5%-7.3%-0.6%-13.2%
12M Rtn-22.4%-43.5%-65.2%13.9%-2.6%14.2%-12.5%
3Y Rtn-68.0%-69.6%-83.3%18.7%12.6%57.4%-27.7%
1M Excs Rtn-15.8%-4.2%-19.1%-5.3%-3.8%-0.1%-4.7%
3M Excs Rtn-24.9%-12.5%-25.6%-10.5%-6.2%0.6%-11.5%
6M Excs Rtn-26.0%-42.3%-41.7%-1.4%-13.8%-6.0%-19.9%
12M Excs Rtn-40.5%-61.1%-82.2%-3.5%-19.7%-3.7%-30.1%
3Y Excs Rtn-129.9%-131.8%-146.7%-41.4%-51.7%3.3%-90.8%

Comparison Analyses

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Financials

Segment Financials

Revenue by Segment
$ Mil20252024202320222021
Single Segment21-2322920
Total21-2322920


Price Behavior

Price Behavior
Market Price$0.81 
Market Cap ($ Bil)0.0 
First Trading Date02/10/2017 
Distance from 52W High-40.7% 
   50 Days200 Days
DMA Price$0.99$0.99
DMA Trenddowndown
Distance from DMA-18.5%-18.1%
 3M1YR
Volatility90.2%55.8%
Downside Capture79.5251.16
Upside Capture-38.9811.28
Correlation (SPY)15.4%10.9%
SACH Betas & Captures as of 6/30/2026

 1M2M3M6M1Y3Y
Beta1.281.250.730.300.550.64
Up Beta-1.23-1.17-0.52-0.61-0.200.54
Down Beta4.136.265.602.341.640.80
Up Capture-33%-1%-3%-5%23%13%
Bmk +ve Days11244067140429
Stock +ve Days8182652101312
Down Capture202%56%36%1%63%97%
Bmk -ve Days10172358112321
Stock -ve Days11182645101340

[1] Upside and downside betas calculated using positive and negative benchmark daily returns respectively
Based On 1-Year Data
Annualized
Return
Annualized
Volatility
Sharpe
Ratio
Correlation
with SACH
SACH-24.3%55.7%-0.31-
Sector ETF (XLF)9.1%14.7%0.3813.6%
Equity (SPY)17.3%12.7%0.9911.0%
Gold (GLD)20.2%28.1%0.649.7%
Commodities (DBC)29.1%19.5%1.199.2%
Real Estate (VNQ)14.4%14.1%0.7210.4%
Bitcoin (BTCUSD)-46.4%42.9%-1.3310.6%

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Based On 5-Year Data
Annualized
Return
Annualized
Volatility
Sharpe
Ratio
Correlation
with SACH
SACH-21.8%47.0%-0.37-
Sector ETF (XLF)11.7%18.4%0.4924.5%
Equity (SPY)12.9%17.1%0.5825.6%
Gold (GLD)16.9%18.4%0.746.6%
Commodities (DBC)9.1%19.5%0.369.8%
Real Estate (VNQ)2.9%18.9%0.0527.6%
Bitcoin (BTCUSD)16.2%53.4%0.4812.8%

Smart multi-asset allocation framework can stack odds in your favor. Learn How
Based On 10-Year Data
Annualized
Return
Annualized
Volatility
Sharpe
Ratio
Correlation
with SACH
SACH-7.5%50.5%0.04-
Sector ETF (XLF)13.7%22.0%0.5630.1%
Equity (SPY)14.9%17.9%0.7127.0%
Gold (GLD)11.3%16.1%0.575.6%
Commodities (DBC)6.8%18.0%0.3013.4%
Real Estate (VNQ)5.2%20.7%0.2132.8%
Bitcoin (BTCUSD)57.5%66.2%0.9810.8%

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Short Interest

Short Interest: As Of Date7152026
Short Interest: Shares Quantity0.2 Mil
Short Interest: % Change Since 630202640.8%
Average Daily Volume0.2 Mil
Days-to-Cover Short Interest1.5 days
Basic Shares Quantity47.2 Mil
Short % of Basic Shares0.5%

Earnings Returns History

Updated 6/24/2026
Expand for More
 Forward Returns
Earnings Date1D Returns5D Returns21D Returns
5/20/20260.8%-2.5%-22.6%
2/18/2026-1.0%0.0%-3.4%
11/10/2025-2.8%-2.8%13.1%
8/7/2025-2.6%-2.6%10.3%
5/5/2025-4.7%-2.9%-1.8%
11/14/2024-1.1%-9.6%-27.8%
8/15/20242.2%2.2%13.3%
5/10/20240.3%0.6%-8.5%
...
SUMMARY STATS   
# Positive9810
# Negative9108
Median Positive1.1%2.2%9.5%
Median Negative-2.6%-2.6%-6.4%
Max Positive2.2%4.3%13.3%
Max Negative-7.4%-9.6%-27.8%
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 Forward Returns
Earnings Date1D Returns5D Returns21D Returns
5/20/20260.8%-2.5%-22.6%
2/18/2026-1.0%0.0%-3.4%
11/10/2025-2.8%-2.8%13.1%
8/7/2025-2.6%-2.6%10.3%
5/5/2025-4.7%-2.9%-1.8%
11/14/2024-1.1%-9.6%-27.8%
8/15/20242.2%2.2%13.3%
5/10/20240.3%0.6%-8.5%
8/16/2023-3.5%-2.0%8.7%
5/17/20232.0%-0.7%8.1%
11/14/20221.4%0.6%-3.6%
8/4/2022-1.4%-2.6%-14.6%
5/9/2022-7.4%-5.5%5.7%
11/8/2021-1.0%2.6%-4.3%
8/20/20211.1%3.0%12.3%
5/19/20211.6%2.2%3.0%
11/12/20200.5%4.3%4.8%
8/13/20200.8%-2.2%10.3%
SUMMARY STATS   
# Positive9810
# Negative9108
Median Positive1.1%2.2%9.5%
Median Negative-2.6%-2.6%-6.4%
Max Positive2.2%4.3%13.3%
Max Negative-7.4%-9.6%-27.8%

SEC Filings

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Report DateFiling DateFiling
03/31/202605/20/202610-Q
12/31/202503/13/202610-K
09/30/202511/05/202510-Q
06/30/202508/05/202510-Q
03/31/202505/01/202510-Q
12/31/202403/31/202510-K
09/30/202411/14/202410-Q
06/30/202408/14/202410-Q
03/31/202405/10/202410-Q
12/31/202304/01/202410-K
09/30/202311/13/202310-Q
06/30/202308/14/202310-Q
03/31/202305/15/202310-Q
12/31/202203/31/202310-K
09/30/202211/10/202210-Q
06/30/202208/10/202210-Q
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Report DateFiling DateFiling
03/31/202605/20/202610-Q
12/31/202503/13/202610-K
09/30/202511/05/202510-Q
06/30/202508/05/202510-Q
03/31/202505/01/202510-Q
12/31/202403/31/202510-K
09/30/202411/14/202410-Q
06/30/202408/14/202410-Q
03/31/202405/10/202410-Q
12/31/202304/01/202410-K
09/30/202311/13/202310-Q
06/30/202308/14/202310-Q
03/31/202305/15/202310-Q
12/31/202203/31/202310-K
09/30/202211/10/202210-Q
06/30/202208/10/202210-Q
03/31/202205/04/202210-Q
12/31/202103/31/202210-K
09/30/202111/04/202110-Q
06/30/202108/16/202110-Q
03/31/202105/14/202110-Q
12/31/202003/31/202110-K
09/30/202011/06/202010-Q
06/30/202008/10/202010-Q
03/31/202005/08/202010-Q
12/31/201903/30/202010-K
09/30/201911/14/201910-Q
06/30/201908/14/201910-Q
Core Cache Last Updated: 7/28/2026