EARN vs. AEP
Compare and contrast key facts about Ellington Residential Mortgage REIT (EARN) and American Electric Power Company, Inc. (AEP).
Performance
EARN vs. AEP - Performance Comparison
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EARN vs. AEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | -11.78% | -5.88% | 24.65% | 2.97% | -25.04% | -11.96% | 35.60% | 17.85% | -3.09% | 3.42% |
AEP American Electric Power Company, Inc. | 14.57% | 29.38% | 18.18% | -10.98% | 10.38% | 10.68% | -9.01% | 30.52% | 5.38% | 20.95% |
Fundamentals
EARN:
$154.22M
AEP:
$68.19B
EARN:
$0.13
AEP:
$6.74
EARN:
33.45
AEP:
19.46
EARN:
4.40
AEP:
3.20
EARN:
0.69
AEP:
2.19
EARN:
$35.02M
AEP:
$21.78B
EARN:
$22.10M
AEP:
$6.93B
EARN:
$8.10M
AEP:
$8.79B
Returns By Period
In the year-to-date period, EARN achieves a -11.78% return, which is significantly lower than AEP's 14.57% return. Over the past 10 years, EARN has underperformed AEP with an annualized return of 3.03%, while AEP has yielded a comparatively higher 10.77% annualized return.
EARN
- 1D
- 1.84%
- 1M
- -7.74%
- YTD
- -11.78%
- 6M
- -10.74%
- 1Y
- -2.21%
- 3Y*
- -0.98%
- 5Y*
- -6.17%
- 10Y*
- 3.03%
AEP
- 1D
- -0.03%
- 1M
- -2.05%
- YTD
- 14.57%
- 6M
- 18.36%
- 1Y
- 23.96%
- 3Y*
- 17.27%
- 5Y*
- 12.94%
- 10Y*
- 10.77%
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Return for Risk
EARN vs. AEP — Risk / Return Rank
EARN
AEP
EARN vs. AEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Residential Mortgage REIT (EARN) and American Electric Power Company, Inc. (AEP). 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.
| EARN | AEP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 1.31 | -1.39 |
Sortino ratioReturn per unit of downside risk | 0.05 | 1.96 | -1.90 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.97 | -3.34 |
Martin ratioReturn relative to average drawdown | -1.01 | 6.76 | -7.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EARN | AEP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 1.31 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.66 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.52 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.30 | -0.25 |
Correlation
The correlation between EARN and AEP is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EARN vs. AEP - Dividend Comparison
EARN's dividend yield for the trailing twelve months is around 21.67%, more than AEP's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 21.67% | 18.22% | 14.50% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% |
AEP American Electric Power Company, Inc. | 2.87% | 3.24% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% |
Drawdowns
EARN vs. AEP - Drawdown Comparison
The maximum EARN drawdown since its inception was -66.44%, which is greater than AEP's maximum drawdown of -62.75%. Use the drawdown chart below to compare losses from any high point for EARN and AEP.
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Drawdown Indicators
| EARN | AEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.44% | -62.75% | -3.69% |
Max Drawdown (1Y)Largest decline over 1 year | -21.53% | -8.84% | -12.69% |
Max Drawdown (5Y)Largest decline over 5 years | -49.98% | -29.56% | -20.42% |
Max Drawdown (10Y)Largest decline over 10 years | -66.44% | -32.91% | -33.53% |
Current DrawdownCurrent decline from peak | -34.86% | -2.29% | -32.57% |
Average DrawdownAverage peak-to-trough decline | -16.86% | -17.60% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 3.94% | +4.01% |
Volatility
EARN vs. AEP - Volatility Comparison
Ellington Residential Mortgage REIT (EARN) has a higher volatility of 10.46% compared to American Electric Power Company, Inc. (AEP) at 5.09%. This indicates that EARN's price experiences larger fluctuations and is considered to be riskier than AEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EARN | AEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.46% | 5.09% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 17.59% | 13.15% | +4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.18% | 18.53% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.75% | 19.77% | +6.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.55% | 20.89% | +16.66% |
Financials
EARN vs. AEP - Financials Comparison
This section allows you to compare key financial metrics between Ellington Residential Mortgage REIT and American Electric Power Company, 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
EARN vs. AEP - Profitability Comparison
EARN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ellington Residential Mortgage REIT reported a gross profit of 15.41M and revenue of 15.41M. Therefore, the gross margin over that period was 100.0%.
AEP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, American Electric Power Company, Inc. reported a gross profit of 459.00M and revenue of 5.05B. Therefore, the gross margin over that period was 9.1%.
EARN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ellington Residential Mortgage REIT reported an operating income of 6.24M and revenue of 15.41M, resulting in an operating margin of 40.5%.
AEP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, American Electric Power Company, Inc. reported an operating income of 920.90M and revenue of 5.05B, resulting in an operating margin of 18.3%.
EARN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ellington Residential Mortgage REIT reported a net income of 4.28M and revenue of 15.41M, resulting in a net margin of 27.8%.
AEP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, American Electric Power Company, Inc. reported a net income of 582.00M and revenue of 5.05B, resulting in a net margin of 11.5%.