EARN vs. ECC
EARN (Ellington Residential Mortgage REIT) and ECC (Eagle Point Credit Company Inc) are both stocks. EARN operates in REIT - Mortgage (Real Estate), while ECC operates in Asset Management (Financial Services). Over the past 10 years, EARN returned 3.41%/yr vs 4.44%/yr for ECC. At a 0.24 correlation, their price movements are largely independent.
Performance
EARN vs. ECC - Performance Comparison
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Returns By Period
In the year-to-date period, EARN achieves a 1.49% return, which is significantly higher than ECC's -7.49% return. Over the past 10 years, EARN has underperformed ECC with an annualized return of 3.41%, while ECC has yielded a comparatively higher 4.44% annualized return.
EARN
- 1D
- -0.68%
- 1M
- 4.14%
- YTD
- 1.49%
- 6M
- 2.46%
- 1Y
- 3.06%
- 3Y*
- 3.64%
- 5Y*
- -3.85%
- 10Y*
- 3.41%
ECC
- 1D
- -3.01%
- 1M
- 17.60%
- YTD
- -7.49%
- 6M
- -7.00%
- 1Y
- -19.75%
- 3Y*
- -4.70%
- 5Y*
- -1.29%
- 10Y*
- 4.44%
EARN vs. ECC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 1.49% | -5.88% | 24.65% | 2.97% | -25.04% | -11.96% | 35.60% | 17.85% | -3.09% | 3.42% |
ECC Eagle Point Credit Company Inc | -7.49% | -18.45% | 11.77% | 12.11% | -11.71% | 56.78% | -21.00% | 18.80% | -13.72% | 27.02% |
Correlation
The correlation between EARN and ECC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.24 |
The correlation between EARN and ECC shifts across timeframes, from 0.24 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
EARN:
-$1.67
ECC:
-$1.39
EARN:
1.88
ECC:
3.17
EARN:
$53.96M
ECC:
$141.34M
EARN:
$41.65M
ECC:
$113.66M
EARN:
-$567.00K
ECC:
-$133.96M
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Return for Risk
EARN vs. ECC — Risk / Return Rank
EARN
ECC
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.
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 | ECC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.94 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | -0.43 | +0.58 |
| Martin ratioReturn relative to average drawdown | 0.33 | -0.79 | +1.12 |
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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
| EARN | ECC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -31.19% | -49.65% | +18.46% |
Max Drawdown (5Y)Largest decline over 5 years | -47.06% | -49.65% | +2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -66.44% | -70.79% | +4.35% |
Current DrawdownCurrent decline from peak | -25.06% | -29.84% | +4.78% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -12.99% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.30% | 25.09% | -15.79% |
Volatility
EARN vs. ECC - Volatility Comparison
The current volatility for Ellington Residential Mortgage REIT (EARN) is 12.21%, while Eagle Point Credit Company Inc (ECC) has a volatility of 25.39%. 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
| EARN | ECC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.21% | 25.39% | -13.18% |
Volatility (6M)Calculated over the trailing 6-month period | 20.27% | 35.48% | -15.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.86% | 44.26% | -19.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.07% | 27.18% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.83% | 37.40% | +0.43% |
Dividends
EARN vs. ECC - Dividend Comparison
EARN's dividend yield for the trailing twelve months is around 34.20%, less than ECC's 67.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 34.20% | 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 | 67.48% | 29.17% | 20.05% | 19.58% | 23.42% | 11.71% | 13.08% | 16.43% | 16.89% | 13.02% | 14.36% | 14.61% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EARN and ECC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECC has higher volatility (25.39%) compared to EARN (12.21%). In terms of maximum drawdown, EARN dropped -66.44% vs ECC's -70.79%.
EARN currently has the higher Sharpe Ratio (0.12 vs -0.45), 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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