- ISIN
- US28852N1090
- CUSIP
- 28852N109
- Sector
- Real Estate
- Industry
- REIT - Mortgage
- IPO Date
- Oct 8, 2010
Highlights
- Market Cap
- $1.42B
- Enterprise Value
- $1.26B
- EPS (TTM)
- $1.89
- PE Ratio
- 7.02
- PEG Ratio
- 0.05
- Total Revenue (TTM)
- $417.93M
- Gross Profit (TTM)
- $347.01M
- EBITDA (TTM)
- $270.77M
- Year Range
- $11.28 - $14.12
- Target Price
- $13.50
- ROA (TTM)
- 1.01%
- ROE (TTM)
- 10.61%
- Avg. Volume (1M)
- 1M
- Avg. Volume Value (1M)
- $15.05M
Share Price Chart
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Performance
EFC Performance Chart
Ellington Financial Inc. (EFC) is up 4.9% since the beginning of the year. At $13 per share, EFC is trading 5.9% below its 52-week high of $14. Investors who bought $1,000 worth of EFC shares 5 years ago would now be looking at an investment worth $1,360.
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Returns By Period
Ellington Financial Inc. (EFC) has returned 4.88% so far this year and 17.68% over the past 12 months. Over the last ten years, EFC has returned 9.28% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Ellington Financial Inc.
- 1D
- -0.60%
- 1M
- -0.45%
- 6M
- 9.77%
- YTD
- 4.88%
- 1Y
- 17.68%
- 3Y*
- 12.76%
- 5Y*
- 6.34%
- 10Y*
- 9.28%
- ALL TIME*
- 9.33%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
EFC Monthly Returns History
Based on dividend-adjusted daily data since Oct 8, 2010, EFC's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, an investment would double in approximately 4.8 years.
Historically, 55% of months were positive and 45% were negative. The best month was Apr 2020 with a return of +83.4%, while the worst month was Mar 2020 at -64.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 7 months.
On a daily basis, EFC closed higher 52% of trading days. The best single day was Apr 8, 2020 with a return of +74.7%, while the worst single day was Mar 24, 2020 at -26.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.46% | -2.34% | -3.52% | 12.93% | 3.40% | 1.26% | -1.48% | 4.88% | |||||
| 2025 | 4.71% | 15.38% | -6.68% | -0.76% | -2.54% | 4.39% | -1.32% | 8.51% | -3.88% | 3.63% | 3.82% | 0.07% | 26.13% |
| 2024 | -2.81% | -5.96% | 5.42% | -2.05% | 7.09% | 0.75% | 6.11% | 4.65% | -0.99% | -5.22% | 3.31% | -0.88% | 8.68% |
| 2023 | 12.21% | -5.18% | -3.94% | 5.87% | -0.65% | 11.26% | -0.94% | 0.00% | -5.59% | -2.31% | 9.32% | -1.08% | 18.16% |
| 2022 | 4.87% | 0.31% | 1.30% | -7.94% | -3.39% | -4.32% | 10.43% | -7.62% | -21.61% | 19.04% | 3.07% | -8.20% | -18.32% |
| 2021 | 1.48% | 5.73% | 2.48% | 12.92% | 6.07% | 2.22% | -4.28% | 2.69% | -0.43% | 0.21% | -8.06% | 4.04% | 26.33% |
Benchmark Metrics
Ellington Financial Inc. has an annualized alpha of 5.23%, beta of 0.71, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since October 08, 2010.
- This stock participated in 108.72% of S&P 500 Index downside but only 93.51% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.12 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.23%
- Beta
- 0.71
- R²
- 0.12
- Upside Capture
- 93.51%
- Downside Capture
- 108.72%
Return for Risk
Risk / Return Rank
EFC ranks 71 for risk / return — above 71% of stocks peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Ellington Financial Inc. (EFC) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.00 | -1.00 |
| Martin ratioReturn relative to average drawdown | 3.29 | 8.49 | -5.20 |
Dividends
Dividend History
Ellington Financial Inc. provided a 11.75% dividend yield over the last twelve months, with an annual payout of $1.56 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.56 | $1.56 | $1.60 | $1.80 | $1.80 | $1.64 | $1.26 | $1.81 | $1.64 | $1.76 | $1.95 | $2.45 |
Dividend yield | 11.75% | 11.49% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% |
Monthly Dividends
The table displays the monthly dividend distributions for Ellington Financial Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.91 | |||||
| 2025 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $1.56 |
| 2024 | $0.15 | $0.15 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $1.60 |
| 2023 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $1.80 |
| 2022 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $1.80 |
| 2021 | $0.10 | $0.10 | $0.10 | $0.14 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $1.64 |
Dividend Yield & Payout
Dividend Yield
Ellington Financial Inc. has a dividend yield of 11.75%, which means its dividend payment is significantly above the market average.
Payout Ratio
Ellington Financial Inc. has a payout ratio of 90.17%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Ellington Financial Inc.. 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 Financial Inc. was 79.08%, occurring on Mar 24, 2020. Recovery took 259 trading sessions.
The current Ellington Financial Inc. drawdown is 2.19%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-79.08%Mar 2020 | 1mo 2d | 1y 12d | 1y 1moFeb 2020 - Apr 2021 | COVID crash2020 |
-34.19%Oct 2022 | 12mo 2d | 1y 10mo | 2y 10moOct 2021 - Aug 2024 | Bear market2022 |
-28.23%Oct 2011 | 7mo 7d | 8mo 11d | 1y 3moMar 2011 - Jun 2012 | — |
-26.87%Jan 2016 | 1y 4mo | 2y 5mo | 3y 10moSep 2014 - Jul 2018 | — |
-18.86%Apr 2025 | 1mo 8d | 4mo 5d | 5mo 13dMar 2025 - Aug 2025 | 2025 selloff2025 |
Drawdown Indicators
| EFC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.08% | -56.78% | -22.30% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -9.10% | -8.61% |
Max Drawdown (3Y)Largest decline over 3 years | -18.86% | -18.90% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -25.43% | -8.76% |
Max Drawdown (10Y)Largest decline over 10 years | -79.08% | -33.92% | -45.16% |
Current DrawdownCurrent decline from peak | -2.19% | -1.58% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -10.70% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 2.14% | +3.27% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of Ellington Financial Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how Ellington Financial Inc. 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
The chart displays the Price-to-Earnings (P/E) ratio for EFC, comparing it with other companies in the REIT - Mortgage industry. Currently, EFC has a P/E ratio of 7.0. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
PEG Ratio
The chart shows the Price/Earnings to Growth (PEG) ratio for EFC compared to other companies in the REIT - Mortgage industry. EFC currently has a PEG ratio of 0.1. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for EFC relative to other companies in the REIT - Mortgage industry. Currently, EFC has a P/S ratio of 3.4. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for EFC in comparison with other companies in the REIT - Mortgage industry. Currently, EFC has a P/B value of 1.0. 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 | — |
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