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Orchid Island Capital, Inc. (ORC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Orchid Island Capital, Inc. (ORC)

Equity · Currency in USD · Last updated Nov 13, 2024

Company Info

ISINUS68571X1037
CUSIP68571X103
SectorReal Estate
IndustryREIT - Mortgage
IPO DateFeb 14, 2013

Highlights

Market Cap$617.12M
EPS (TTM)$1.20
PE Ratio6.43
Total Revenue (TTM)$44.63M
Gross Profit (TTM)$31.53M
EBITDA (TTM)$220.96M
Year Range$5.89 - $8.38
Target Price$9.50
Short %6.38%
Short Ratio2.08

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.

Popular comparisons: ORC vs. OXLC, ORC vs. AGNC, ORC vs. WPC, ORC vs. QYLG, ORC vs. HRZN, ORC vs. O, ORC vs. JEPI, ORC vs. SPY, ORC vs. RIO, ORC vs. ABBV

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-1.75%
14.05%
ORC (Orchid Island Capital, Inc.)
Benchmark (^GSPC)

Returns By Period

Orchid Island Capital, Inc. had a return of 5.72% year-to-date (YTD) and 34.64% in the last 12 months. Over the past 10 years, Orchid Island Capital, Inc. had an annualized return of -5.70%, while the S&P 500 had an annualized return of 11.39%, indicating that Orchid Island Capital, Inc. did not perform as well as the benchmark.

PeriodReturnBenchmark
Year-To-Date5.72%25.45%
1 month0.64%2.91%
6 months-1.75%14.05%
1 year34.64%35.64%
5 years (annualized)-8.30%14.13%
10 years (annualized)-5.70%11.39%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.02%9.31%5.28%-5.42%3.50%-0.46%-2.16%3.49%1.72%-6.48%5.72%
202317.61%-5.51%-4.09%1.21%-5.33%5.41%2.18%-6.45%-9.58%-24.71%19.26%15.96%-3.11%
2022-9.17%-17.11%0.10%-13.11%13.85%-7.22%14.59%-15.07%-38.30%24.79%9.47%-1.83%-44.30%
20210.24%12.08%6.04%-7.41%0.64%-3.96%-3.40%2.72%-1.31%2.76%-7.62%0.95%0.07%
20204.59%-3.90%-47.34%35.39%7.15%14.31%10.43%0.70%-0.73%4.92%4.28%-1.21%4.75%
20199.86%-2.63%-0.31%1.03%-6.28%5.93%-1.53%-11.06%7.36%-1.73%3.41%4.39%6.68%
2018-17.17%-3.76%3.76%-3.88%6.56%3.26%9.32%-1.35%-7.70%-8.68%4.75%-4.43%-20.38%
201710.51%-15.83%3.16%7.46%-3.89%-0.52%-1.94%2.93%6.83%-0.91%-3.43%-0.65%1.07%
2016-9.10%9.93%9.23%-5.43%8.68%0.48%9.85%-4.77%0.65%2.38%3.14%2.32%28.23%
20150.98%8.29%-3.48%5.65%0.05%-16.69%-21.84%7.15%3.23%-2.62%9.42%5.29%-9.84%
2014-3.91%4.39%-4.85%4.95%7.03%2.09%3.25%5.45%-3.00%5.80%0.70%-4.06%18.15%
2013-2.10%-2.61%-3.17%-9.48%-4.89%1.64%-5.41%4.77%9.94%3.08%8.39%-1.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ORC is 71, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ORC is 7171
Combined Rank
The Sharpe Ratio Rank of ORC is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of ORC is 7171Sortino Ratio Rank
The Omega Ratio Rank of ORC is 7070Omega Ratio Rank
The Calmar Ratio Rank of ORC is 6060Calmar Ratio Rank
The Martin Ratio Rank of ORC is 8181Martin 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 Orchid Island Capital, Inc. (ORC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

ORC
Sharpe ratio
The chart of Sharpe ratio for ORC, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.28
Sortino ratio
The chart of Sortino ratio for ORC, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.006.001.84
Omega ratio
The chart of Omega ratio for ORC, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for ORC, currently valued at 0.49, compared to the broader market0.002.004.006.000.49
Martin ratio
The chart of Martin ratio for ORC, currently valued at 7.32, compared to the broader market0.0010.0020.0030.007.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-4.00-2.000.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-4.00-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.002.004.006.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0018.72

Sharpe Ratio

The current Orchid Island Capital, Inc. Sharpe ratio is 1.28. 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 Orchid Island Capital, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.28
2.90
ORC (Orchid Island Capital, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Orchid Island Capital, Inc. provided a 18.65% dividend yield over the last twelve months, with an annual payout of $1.44 per share.

5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.44$1.80$2.04$0.78$0.79$0.96$1.07$1.68$1.68$1.92$2.16$1.40

Dividend yield

18.65%21.35%19.38%3.47%3.03%3.28%3.35%3.62%3.10%3.87%3.31%2.15%

Monthly Dividends

The table displays the monthly dividend distributions for Orchid Island Capital, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.00$1.20
2023$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.12$0.12$0.12$1.80
2022$0.06$0.06$0.23$0.23$0.23$0.23$0.23$0.16$0.16$0.16$0.16$0.16$2.04
2021$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.78
2020$0.08$0.08$0.08$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.07$0.79
2019$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
2018$0.11$0.11$0.09$0.09$0.09$0.09$0.09$0.08$0.08$0.08$0.08$0.08$1.07
2017$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$1.68
2016$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$1.68
2015$0.18$0.18$0.18$0.18$0.18$0.18$0.14$0.14$0.14$0.14$0.14$0.14$1.92
2014$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$2.16
2013$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.18$1.40

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%18.7%
Orchid Island Capital, Inc. has a dividend yield of 18.65%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%52.8%
Orchid Island Capital, Inc. has a payout ratio of 52.75%, which is quite average when compared to the overall market. This suggests that Orchid Island Capital, 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.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-56.06%
-0.29%
ORC (Orchid Island Capital, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Orchid Island Capital, 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 Orchid Island Capital, Inc. was 75.77%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current Orchid Island Capital, Inc. drawdown is 56.06%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.77%Feb 14, 2017778Mar 18, 2020———
-42.97%May 13, 201551Jul 24, 2015358Dec 22, 2016409
-27.13%Feb 19, 201398Jul 9, 2013123Jan 2, 2014221
-11.66%Mar 17, 201410Mar 28, 201442May 29, 201452
-11.58%Oct 24, 201437Dec 16, 201443Feb 19, 201580

Volatility

Volatility Chart

The current Orchid Island Capital, Inc. volatility is 6.11%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.11%
3.86%
ORC (Orchid Island Capital, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Orchid Island Capital, 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 assessment of the market value of Orchid Island Capital, Inc. compared to its peers in the REIT - Mortgage industry.

PE Ratio
100.0200.0300.0400.0500.06.4
The chart displays the price to earnings (P/E) ratio for ORC in comparison to other companies of the REIT - Mortgage industry. Currently, ORC has a PE value of 6.4. This PE value is considered to be low compared to the rest of the industry.
PEG Ratio
0.050.0100.0150.00.0
The chart displays the price to earnings to growth (PEG) ratio for ORC in comparison to other companies of the REIT - Mortgage industry. Currently, ORC has a PEG value of 0.0. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Orchid Island Capital, Inc..

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Income Statement

Income Statement
Balance Sheet
Cash Flow
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Quarterly
TTM
Revenue

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Income Tax Expense

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Effect Of Accounting Charges

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Interest Income

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Values in undefined except per share items