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EARN vs. ECC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

EARN vs. ECC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ellington Residential Mortgage REIT (EARN) and Eagle Point Credit Company Inc (ECC). The values are adjusted to include any dividend payments, if applicable.

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EARN vs. ECC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ECC
Eagle Point Credit Company Inc
-28.89%-18.45%11.77%12.11%-11.71%56.78%-21.00%18.80%-13.72%27.02%

Fundamentals

Market Cap

EARN:

$154.22M

ECC:

$495.61M

EPS

EARN:

$0.13

ECC:

-$0.97

PS Ratio

EARN:

4.40

ECC:

2.88

PB Ratio

EARN:

0.69

ECC:

0.66

Total Revenue (TTM)

EARN:

$35.02M

ECC:

$162.24M

Gross Profit (TTM)

EARN:

$22.10M

ECC:

$143.87M

EBITDA (TTM)

EARN:

$8.10M

ECC:

-$35.59M

Returns By Period

In the year-to-date period, EARN achieves a -11.78% return, which is significantly higher than ECC's -28.89% return. Over the past 10 years, EARN has outperformed ECC with an annualized return of 3.03%, while ECC has yielded a comparatively lower 1.60% 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%

ECC

1D
4.16%
1M
-3.47%
YTD
-28.89%
6M
-33.68%
1Y
-39.36%
3Y*
-14.11%
5Y*
-4.07%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EARN vs. ECC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EARN
EARN Risk / Return Rank: 3131
Overall Rank
EARN Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EARN Sortino Ratio Rank: 3232
Sortino Ratio Rank
EARN Omega Ratio Rank: 3131
Omega Ratio Rank
EARN Calmar Ratio Rank: 3030
Calmar Ratio Rank
EARN Martin Ratio Rank: 2525
Martin Ratio Rank

ECC
ECC Risk / Return Rank: 66
Overall Rank
ECC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ECC Sortino Ratio Rank: 66
Sortino Ratio Rank
ECC Omega Ratio Rank: 77
Omega Ratio Rank
ECC Calmar Ratio Rank: 1010
Calmar Ratio Rank
ECC Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EARN vs. ECC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ellington Residential Mortgage REIT (EARN) and Eagle Point Credit Company Inc (ECC). 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.


EARNECCDifference

Sharpe ratio

Return per unit of total volatility

-0.09

-1.04

+0.95

Sortino ratio

Return per unit of downside risk

0.05

-1.50

+1.55

Omega ratio

Gain probability vs. loss probability

1.01

0.82

+0.19

Calmar ratio

Return relative to maximum drawdown

-0.37

-0.85

+0.48

Martin ratio

Return relative to average drawdown

-1.01

-2.03

+1.02

EARN vs. ECC - Sharpe Ratio Comparison

The current EARN Sharpe Ratio is -0.09, which is higher than the ECC Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of EARN and ECC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EARNECCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

-1.04

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.17

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.04

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.05

0.00

Correlation

The correlation between EARN and ECC is 0.24, 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. ECC - Dividend Comparison

EARN's dividend yield for the trailing twelve months is around 21.67%, less than ECC's 44.68% yield.


TTM20252024202320222021202020192018201720162015
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%
ECC
Eagle Point Credit Company Inc
44.68%29.17%20.05%19.58%23.42%11.71%13.08%16.43%16.89%13.02%14.36%14.61%

Drawdowns

EARN vs. ECC - Drawdown Comparison

The maximum EARN drawdown since its inception was -66.44%, smaller than the maximum ECC drawdown of -70.79%. Use the drawdown chart below to compare losses from any high point for EARN and ECC.


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Drawdown Indicators


EARNECCDifference

Max Drawdown

Largest peak-to-trough decline

-66.44%

-70.79%

+4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-21.53%

-45.79%

+24.26%

Max Drawdown (5Y)

Largest decline over 5 years

-49.98%

-49.65%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-66.44%

-70.79%

+4.35%

Current Drawdown

Current decline from peak

-34.86%

-46.07%

+11.21%

Average Drawdown

Average peak-to-trough decline

-16.86%

-12.48%

-4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

19.21%

-11.26%

Volatility

EARN vs. ECC - Volatility Comparison

The current volatility for Ellington Residential Mortgage REIT (EARN) is 10.46%, while Eagle Point Credit Company Inc (ECC) has a volatility of 12.62%. This indicates that EARN experiences smaller price fluctuations and is considered to be less risky than ECC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EARNECCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.46%

12.62%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

17.59%

26.26%

-8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

26.18%

37.98%

-11.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.75%

24.01%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.55%

36.54%

+1.01%

Financials

EARN vs. ECC - Financials Comparison

This section allows you to compare key financial metrics between Ellington Residential Mortgage REIT and Eagle Point Credit 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-100.00M-50.00M0.0050.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
15.41M
-12.96M
(EARN) Total Revenue
(ECC) Total Revenue
Values in USD except per share items