EARN vs. AEP
EARN (Ellington Residential Mortgage REIT) and AEP (American Electric Power Company, Inc.) are both stocks. EARN operates in REIT - Mortgage (Real Estate), while AEP operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, EARN returned 1.31%/yr vs 10.16%/yr for AEP. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
EARN vs. AEP - Performance Comparison
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Returns By Period
In the year-to-date period, EARN achieves a -7.80% return, which is significantly lower than AEP's 12.56% return. Over the past 10 years, EARN has underperformed AEP with an annualized return of 1.31%, while AEP has yielded a comparatively higher 10.16% annualized return.
EARN
- 1D
- -1.82%
- 1M
- 0.88%
- 6M
- -12.25%
- YTD
- -7.80%
- 1Y
- -7.62%
- 3Y*
- -0.49%
- 5Y*
- -3.86%
- 10Y*
- 1.31%
- ALL TIME*
- 1.96%
AEP
- 1D
- 0.05%
- 1M
- -7.70%
- 6M
- 8.37%
- YTD
- 12.56%
- 1Y
- 16.13%
- 3Y*
- 19.35%
- 5Y*
- 11.69%
- 10Y*
- 10.16%
- ALL TIME*
- 6.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $506.06M | $573.81M | $668.56M | |
| $2.11M | $1.72M | $1.83M |
EARN vs. AEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | -7.80% | -5.88% | 24.65% | 2.97% | -25.04% | -11.96% | 35.60% | 17.85% | -3.09% | 3.42% |
AEP American Electric Power Company, Inc. | 12.56% | 29.38% | 18.18% | -10.98% | 10.38% | 10.68% | -9.01% | 30.52% | 5.38% | 20.95% |
Correlation
The correlation between EARN and AEP is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 1, 2013 | 0.22 |
The correlation between EARN and AEP shifts across timeframes, from 0.08 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
EARN:
$162.30M
AEP:
$69.56B
EARN:
-$2.23
AEP:
$5.83
EARN:
1.39
AEP:
3.06
EARN:
$53.96M
AEP:
$22.52B
EARN:
$41.65M
AEP:
$11.03B
EARN:
-$567.00K
AEP:
$8.60B
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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.
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.
| EARN | AEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.16 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.83 | -2.33 |
| Martin ratioReturn relative to average drawdown | -1.03 | 4.26 | -5.28 |
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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% | -9.09% | -12.44% |
Max Drawdown (3Y)Largest decline over 3 years | -31.19% | -13.10% | -18.09% |
Max Drawdown (5Y)Largest decline over 5 years | -47.06% | -29.56% | -17.50% |
Max Drawdown (10Y)Largest decline over 10 years | -66.44% | -32.91% | -33.53% |
Current DrawdownCurrent decline from peak | -31.92% | -7.82% | -24.10% |
Average DrawdownAverage peak-to-trough decline | -17.20% | -17.51% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.37% | 3.90% | +6.47% |
Volatility
EARN vs. AEP - Volatility Comparison
The current volatility for Ellington Residential Mortgage REIT (EARN) is 4.60%, while American Electric Power Company, Inc. (AEP) has a volatility of 6.27%. This indicates that EARN experiences smaller price fluctuations and is considered to be less risky 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 | 4.60% | 6.27% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | 14.62% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.56% | 18.82% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.49% | 20.12% | +6.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.66% | 21.07% | +16.59% |
Dividends
EARN vs. AEP - Dividend Comparison
EARN's dividend yield for the trailing twelve months is around 22.22%, more than AEP's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEP American Electric Power Company, Inc. | 2.96% | 3.24% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% |
EARN Ellington Residential Mortgage REIT | 22.22% | 18.22% | 14.50% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% |
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
Frequently Asked Questions
EARN and AEP have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AEP has higher volatility (6.27%) compared to EARN (4.60%). In terms of maximum drawdown, EARN dropped -66.44% vs AEP's -62.75%.
AEP currently has the higher Sharpe Ratio (0.88 vs -0.47), 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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