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Ellington Financial Inc. (EFC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US28852N1090

CUSIP

28852N109

IPO Date

Oct 8, 2010

Highlights

Market Cap

$1.23B

EPS (TTM)

$1.36

PE Ratio

9.54

PEG Ratio

0.86

Total Revenue (TTM)

$189.30M

Gross Profit (TTM)

$153.42M

EBITDA (TTM)

$127.02M

Year Range

$10.18 - $14.26

Target Price

$14.07

Short %

6.25%

Short Ratio

3.83

Share Price Chart


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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 Financial Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
238.43%
374.21%
EFC (Ellington Financial Inc.)
Benchmark (^GSPC)

Returns By Period

Ellington Financial Inc. had a return of 10.36% year-to-date (YTD) and 25.54% in the last 12 months. Over the past 10 years, Ellington Financial Inc. had an annualized return of 7.34%, while the S&P 500 had an annualized return of 10.27%, indicating that Ellington Financial Inc. did not perform as well as the benchmark.


EFC

YTD

10.36%

1M

-1.29%

6M

9.85%

1Y

25.54%

5Y*

17.21%

10Y*

7.34%

^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 EFC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.71%15.38%-6.68%-2.11%10.36%
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%
202312.21%-5.18%-3.94%5.87%-0.60%11.26%-0.94%0.00%-5.59%-2.31%9.32%-1.08%18.21%
20224.87%0.31%1.30%-7.94%-3.38%-4.32%10.43%-7.62%-21.61%19.04%3.07%-8.20%-18.32%
20211.48%5.73%2.48%12.92%6.07%2.22%-4.28%2.69%-0.43%0.21%-8.06%4.04%26.33%
20200.49%-8.75%-64.68%83.36%-1.09%16.40%0.57%6.71%-0.91%0.57%18.43%3.75%-10.16%
20197.89%3.02%8.48%1.56%-3.06%4.38%-1.96%0.75%4.25%2.71%-0.92%1.99%32.43%
20180.55%-0.46%4.89%0.74%9.58%-2.07%5.57%0.58%-0.99%-3.94%3.33%-0.97%17.29%
20171.03%4.35%-0.57%4.11%3.45%-2.29%-0.68%1.29%-0.38%-3.23%0.52%-2.94%4.38%
2016-3.40%8.32%2.11%-2.36%4.26%-0.64%0.53%2.90%-3.19%-4.86%3.49%-2.82%3.56%
20154.96%0.88%-2.78%1.06%1.13%-6.04%-1.35%2.82%-1.32%0.67%1.01%-5.09%-4.51%
20144.41%4.79%-0.87%-0.63%4.34%0.29%-1.25%8.33%-10.76%1.22%-0.45%-7.68%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, EFC is among the top 14% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EFC is 8686
Overall Rank
The Sharpe Ratio Rank of EFC is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of EFC is 8383
Sortino Ratio Rank
The Omega Ratio Rank of EFC is 8484
Omega Ratio Rank
The Calmar Ratio Rank of EFC is 8989
Calmar Ratio Rank
The Martin Ratio Rank of EFC is 8787
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 Financial Inc. (EFC) 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 EFC, currently valued at 1.22, compared to the broader market-2.00-1.000.001.002.003.00
EFC: 1.22
^GSPC: 0.46
The chart of Sortino ratio for EFC, currently valued at 1.80, compared to the broader market-6.00-4.00-2.000.002.004.00
EFC: 1.80
^GSPC: 0.77
The chart of Omega ratio for EFC, currently valued at 1.26, compared to the broader market0.501.001.502.00
EFC: 1.26
^GSPC: 1.11
The chart of Calmar ratio for EFC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.00
EFC: 1.38
^GSPC: 0.47
The chart of Martin ratio for EFC, currently valued at 4.97, compared to the broader market-5.000.005.0010.0015.0020.00
EFC: 4.97
^GSPC: 1.94

The current Ellington Financial Inc. Sharpe ratio is 1.22. 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 Financial Inc. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.22
0.46
EFC (Ellington Financial Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Ellington Financial Inc. provided a 12.02% dividend yield over the last twelve months, with an annual payout of $1.56 per share.


8.00%10.00%12.00%14.00%16.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.56$1.60$1.80$1.80$1.64$1.26$1.81$1.64$1.76$1.95$2.45$3.08

Dividend yield

12.02%13.20%14.16%14.55%9.60%8.49%9.87%10.70%12.13%12.56%14.60%15.43%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.13$0.13$0.13$0.00$0.39
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
2020$0.15$0.15$0.15$0.08$0.08$0.09$0.09$0.09$0.09$0.09$0.10$0.10$1.26
2019$0.00$0.41$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$1.81
2018$0.00$0.41$0.00$0.00$0.41$0.00$0.00$0.41$0.00$0.00$0.41$0.00$1.64
2017$0.00$0.45$0.00$0.00$0.45$0.00$0.00$0.45$0.00$0.00$0.41$0.00$1.76
2016$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.45$0.00$1.95
2015$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.50$0.00$2.45
2014$0.77$0.00$0.00$0.77$0.00$0.00$0.77$0.00$0.00$0.77$0.00$3.08

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%
EFC: 12.0%
Ellington Financial Inc. has a dividend yield of 12.02%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%1,000.0%
EFC: 35.6%
Ellington Financial Inc. has a payout ratio of 35.62%, which is quite average when compared to the overall market. This suggests that Ellington Financial Inc. 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.65%
-10.07%
EFC (Ellington Financial Inc.)
Benchmark (^GSPC)

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 8.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.08%Feb 21, 202023Mar 24, 2020259Apr 5, 2021282
-34.19%Oct 13, 2021250Oct 10, 2022466Aug 19, 2024716
-28.23%Mar 1, 2011152Oct 4, 2011172Jun 11, 2012324
-26.87%Sep 2, 2014352Jan 25, 2016626Jul 19, 2018978
-18.86%Mar 3, 202529Apr 10, 2025

Volatility

Volatility Chart

The current Ellington Financial Inc. volatility is 11.92%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.92%
14.23%
EFC (Ellington Financial Inc.)
Benchmark (^GSPC)

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.

Annual
Quarterly

0.0

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
20.040.060.080.0100.0
EFC: 9.5
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 9.5. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.
PEG Ratio
2.04.06.08.010.0
EFC: 0.9
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 0.9. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.
PS Ratio
2.04.06.08.010.0
EFC: 4.0
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 4.0. 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
EFC: 1.0
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

Values in undefined except per share items