PortfoliosLab logo
Ellington Residential Mortgage REIT (EARN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US2885781078

CUSIP

288578107

IPO Date

May 1, 2013

Highlights

Market Cap

$211.08M

EPS (TTM)

$0.28

PE Ratio

20.07

PEG Ratio

-1.79

Total Revenue (TTM)

$14.79M

Gross Profit (TTM)

$13.64M

EBITDA (TTM)

$12.70M

Year Range

$4.33 - $6.65

Target Price

$5.88

Short %

2.27%

Short Ratio

1.39

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ellington Residential Mortgage REIT, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
29.98%
249.10%
EARN (Ellington Residential Mortgage REIT)
Benchmark (^GSPC)

Returns By Period

Ellington Residential Mortgage REIT had a return of -11.79% year-to-date (YTD) and -4.04% in the last 12 months. Over the past 10 years, Ellington Residential Mortgage REIT had an annualized return of 1.89%, while the S&P 500 had an annualized return of 10.27%, indicating that Ellington Residential Mortgage REIT did not perform as well as the benchmark.


EARN

YTD

-11.79%

1M

-2.26%

6M

-11.75%

1Y

-4.04%

5Y*

4.33%

10Y*

1.89%

^GSPC (Benchmark)

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

Monthly Returns

The table below presents the monthly returns of EARN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.30%-0.15%-15.22%3.88%-11.79%
2024-1.01%0.67%17.53%-3.20%8.03%-0.43%2.17%-0.29%2.03%-5.16%4.12%-0.42%24.65%
202316.46%-0.89%-4.89%2.07%-5.83%6.26%2.07%-8.25%-4.68%-13.65%16.50%2.27%2.99%
20222.43%-7.58%5.69%-12.00%-6.13%-7.49%14.89%-4.03%-22.71%9.71%9.88%-4.55%-25.04%
2021-8.28%2.43%2.76%1.06%-1.37%-1.64%-5.44%3.41%-0.47%9.67%-11.08%-1.99%-11.96%
2020-0.83%1.21%-49.01%68.30%6.17%11.87%7.28%2.80%0.13%-4.23%14.77%9.21%35.60%
201913.98%0.86%4.12%-0.67%-10.07%3.88%5.58%-13.82%10.50%3.13%2.48%-0.15%17.85%
2018-10.22%-1.94%6.91%3.74%1.67%-2.53%2.75%5.53%-1.36%-6.47%7.39%-6.78%-3.09%
20170.15%11.97%3.27%3.00%-4.70%4.59%1.16%-1.35%2.01%-7.85%-3.96%-3.46%3.42%
2016-7.21%5.41%2.90%2.51%5.87%3.74%8.27%-4.24%-1.18%-3.08%6.28%0.30%19.93%
20150.92%-0.49%3.65%-0.00%-3.60%-6.20%-2.10%-7.01%-3.19%0.66%8.42%-3.48%-12.62%
20145.14%4.70%3.22%-3.43%6.18%1.40%-4.29%7.48%-4.50%10.13%0.28%-5.92%20.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EARN is 40, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EARN is 4040
Overall Rank
The Sharpe Ratio Rank of EARN is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of EARN is 3636
Sortino Ratio Rank
The Omega Ratio Rank of EARN is 3636
Omega Ratio Rank
The Calmar Ratio Rank of EARN is 4646
Calmar Ratio Rank
The Martin Ratio Rank of EARN is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Ellington Residential Mortgage REIT (EARN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for EARN, currently valued at -0.16, compared to the broader market-2.00-1.000.001.002.003.00
EARN: -0.16
^GSPC: 0.46
The chart of Sortino ratio for EARN, currently valued at -0.06, compared to the broader market-6.00-4.00-2.000.002.004.00
EARN: -0.06
^GSPC: 0.77
The chart of Omega ratio for EARN, currently valued at 0.99, compared to the broader market0.501.001.502.00
EARN: 0.99
^GSPC: 1.11
The chart of Calmar ratio for EARN, currently valued at -0.09, compared to the broader market0.001.002.003.004.005.00
EARN: -0.09
^GSPC: 0.47
The chart of Martin ratio for EARN, currently valued at -0.51, compared to the broader market-5.000.005.0010.0015.0020.00
EARN: -0.51
^GSPC: 1.94

The current Ellington Residential Mortgage REIT Sharpe ratio is -0.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Ellington Residential Mortgage REIT with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.16
0.46
EARN (Ellington Residential Mortgage REIT)
Benchmark (^GSPC)

Dividends

Dividend History

Ellington Residential Mortgage REIT provided a 17.08% dividend yield over the last twelve months, with an annual payout of $0.96 per share.


8.00%10.00%12.00%14.00%16.00%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.96$0.96$0.96$1.04$1.18$1.12$1.18$1.45$1.57$1.65$2.00$2.20

Dividend yield

17.08%14.50%15.66%15.16%11.36%8.59%10.88%14.17%13.04%12.68%16.19%13.52%

Monthly Dividends

The table displays the monthly dividend distributions for Ellington Residential Mortgage REIT. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.08$0.08$0.08$0.00$0.24
2024$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.96
2023$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.96
2022$0.10$0.10$0.10$0.10$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$1.04
2021$0.00$0.00$0.28$0.00$0.00$0.30$0.00$0.00$0.30$0.10$0.10$0.10$1.18
2020$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.28$1.12
2019$0.00$0.00$0.34$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.28$1.18
2018$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.34$1.45
2017$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.37$1.57
2016$0.00$0.00$0.45$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$1.65
2015$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.00$0.45$0.00$0.00$0.45$2.00
2014$0.55$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.00$0.55$2.20

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%
EARN: 17.1%
Ellington Residential Mortgage REIT has a dividend yield of 17.08%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%1,000.0%
EARN: 27.1%
Ellington Residential Mortgage REIT has a payout ratio of 27.12%, which is quite average when compared to the overall market. This suggests that Ellington Residential Mortgage REIT strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.79%
-10.07%
EARN (Ellington Residential Mortgage REIT)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Ellington Residential Mortgage REIT. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Ellington Residential Mortgage REIT was 66.44%, occurring on Mar 24, 2020. Recovery took 88 trading sessions.

The current Ellington Residential Mortgage REIT drawdown is 30.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.44%Feb 21, 202023Mar 24, 202088Jul 29, 2020111
-49.98%Jun 15, 2021334Oct 10, 2022
-33.01%Nov 11, 2014299Jan 20, 2016133Jul 29, 2016432
-27.81%Jun 26, 2017155Feb 5, 2018508Feb 12, 2020663
-27.72%May 28, 201361Aug 21, 2013253Aug 22, 2014314

Volatility

Volatility Chart

The current Ellington Residential Mortgage REIT volatility is 16.65%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.65%
14.23%
EARN (Ellington Residential Mortgage REIT)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Ellington Residential Mortgage REIT over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Ellington Residential Mortgage REIT is priced in the market compared to other companies in the REIT - Mortgage industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio
20.040.060.080.0100.0
EARN: 20.1
The chart displays the Price-to-Earnings (P/E) ratio for EARN, comparing it with other companies in the REIT - Mortgage industry. Currently, EARN has a P/E ratio of 20.1. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.
PEG Ratio
2.04.06.08.010.0
EARN: -1.8
The chart shows the Price/Earnings to Growth (PEG) ratio for EARN compared to other companies in the REIT - Mortgage industry. EARN currently has a PEG ratio of -1.8. This PEG ratio is negative, which typically signals that the company's earnings are expected to decline. A negative PEG is not considered meaningful for valuation purposes.
PS Ratio
2.04.06.08.010.0
EARN: 5.1
This chart shows the Price-to-Sales (P/S) ratio for EARN relative to other companies in the REIT - Mortgage industry. Currently, EARN has a P/S ratio of 5.1. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.
PB Ratio
0.20.40.60.81.01.2
EARN: 1.1
The chart illustrates the Price-to-Book (P/B) ratio for EARN in comparison with other companies in the REIT - Mortgage industry. Currently, EARN has a P/B value of 1.1. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items