APAM vs. EFC
APAM (Artisan Partners Asset Management Inc.) and EFC (Ellington Financial Inc.) are both stocks. APAM operates in Asset Management (Financial Services), while EFC operates in REIT - Mortgage (Real Estate). Over the past 10 years, APAM returned 11.97%/yr vs 9.35%/yr for EFC. At a 0.38 correlation, their price movements are largely independent.
Performance
APAM vs. EFC - Performance Comparison
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Returns By Period
In the year-to-date period, APAM achieves a -7.88% return, which is significantly lower than EFC's 4.50% return. Over the past 10 years, APAM has outperformed EFC with an annualized return of 11.97%, while EFC has yielded a comparatively lower 9.35% annualized return.
APAM
- 1D
- -1.53%
- 1M
- -6.22%
- YTD
- -7.88%
- 6M
- -9.82%
- 1Y
- -9.15%
- 3Y*
- 7.74%
- 5Y*
- 1.32%
- 10Y*
- 11.97%
EFC
- 1D
- 1.43%
- 1M
- 0.97%
- YTD
- 4.50%
- 6M
- 4.12%
- 1Y
- 17.52%
- 3Y*
- 14.08%
- 5Y*
- 5.22%
- 10Y*
- 9.35%
APAM vs. EFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
APAM Artisan Partners Asset Management Inc. | -7.88% | 2.72% | 4.85% | 60.26% | -31.31% | 2.74% | 71.01% | 66.94% | -38.17% | 45.24% |
EFC Ellington Financial Inc. | 4.50% | 26.13% | 8.68% | 18.16% | -18.32% | 26.33% | -10.16% | 32.43% | 17.29% | 4.34% |
Correlation
The correlation between APAM and EFC is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2013 | 0.38 |
The correlation between APAM and EFC shifts across timeframes, from 0.36 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
APAM:
$2.52B
EFC:
$1.64B
APAM:
$4.04
EFC:
$1.95
APAM:
8.76
EFC:
6.93
APAM:
2.03
EFC:
3.38
APAM:
5.82
EFC:
0.97
APAM:
$1.24B
EFC:
$417.93M
APAM:
$730.62M
EFC:
$347.01M
APAM:
$499.32M
EFC:
$270.77M
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Return for Risk
APAM vs. EFC — Risk / Return Rank
APAM
EFC
APAM vs. EFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Partners Asset Management Inc. (APAM) and Ellington Financial Inc. (EFC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| APAM | EFC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.18 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 0.99 | -1.41 |
| Martin ratioReturn relative to average drawdown | -0.80 | 3.23 | -4.03 |
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Drawdowns
APAM vs. EFC - Drawdown Comparison
The maximum APAM drawdown since its inception was -59.70%, smaller than the maximum EFC drawdown of -79.08%. Use the drawdown chart below to compare losses from any high point for APAM and EFC.
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Drawdown Indicators
| APAM | EFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.70% | -79.08% | +19.38% |
Max Drawdown (1Y)Largest decline over 1 year | -21.92% | -17.71% | -4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -28.91% | -18.86% | -10.05% |
Max Drawdown (5Y)Largest decline over 5 years | -45.30% | -34.19% | -11.11% |
Max Drawdown (10Y)Largest decline over 10 years | -51.07% | -79.08% | +28.01% |
Current DrawdownCurrent decline from peak | -19.53% | -1.39% | -18.14% |
Average DrawdownAverage peak-to-trough decline | -23.68% | -9.91% | -13.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.48% | 5.43% | +6.05% |
Volatility
APAM vs. EFC - Volatility Comparison
Artisan Partners Asset Management Inc. (APAM) has a higher volatility of 9.24% compared to Ellington Financial Inc. (EFC) at 4.62%. This indicates that APAM's price experiences larger fluctuations and is considered to be riskier than EFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| APAM | EFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 4.62% | +4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 19.24% | 13.33% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.85% | 17.69% | +7.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.06% | 23.96% | +7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.39% | 42.29% | -8.90% |
Dividends
APAM vs. EFC - Dividend Comparison
APAM's dividend yield for the trailing twelve months is around 11.18%, less than EFC's 11.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APAM Artisan Partners Asset Management Inc. | 11.18% | 8.91% | 7.34% | 6.02% | 12.36% | 8.88% | 6.73% | 10.49% | 14.43% | 6.99% | 9.41% | 9.29% |
EFC Ellington Financial Inc. | 11.56% | 11.49% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% |
Financials
APAM vs. EFC - Financials Comparison
This section allows you to compare key financial metrics between Artisan Partners Asset Management Inc. and Ellington Financial Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
APAM and EFC have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
APAM has higher volatility (9.24%) compared to EFC (4.62%). In terms of maximum drawdown, APAM dropped -59.70% vs EFC's -79.08%.
EFC currently has the higher Sharpe Ratio (0.99 vs -0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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