Correlation
The correlation between EARN and EFC is 0.39, 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.
EARN vs. EFC
Compare and contrast key facts about Ellington Residential Mortgage REIT (EARN) and Ellington Financial Inc. (EFC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EARN or EFC.
Performance
EARN vs. EFC - Performance Comparison
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Key characteristics
EARN:
-0.32
EFC:
0.95
EARN:
-0.46
EFC:
1.32
EARN:
0.94
EFC:
1.18
EARN:
-0.24
EFC:
0.97
EARN:
-1.21
EFC:
3.21
EARN:
8.77%
EFC:
5.69%
EARN:
24.25%
EFC:
21.56%
EARN:
-66.44%
EFC:
-79.08%
EARN:
-30.29%
EFC:
-10.45%
Fundamentals
EARN:
$209.58M
EFC:
$1.19B
EARN:
$0.28
EFC:
$1.39
EARN:
19.93
EFC:
9.06
EARN:
-1.79
EFC:
0.86
EARN:
6.06
EFC:
3.86
EARN:
1.08
EFC:
0.93
EARN:
$24.04M
EFC:
$284.66M
EARN:
$7.58M
EFC:
$284.66M
EARN:
$12.70M
EFC:
$216.47M
Returns By Period
In the year-to-date period, EARN achieves a -11.15% return, which is significantly lower than EFC's 8.19% return. Over the past 10 years, EARN has underperformed EFC with an annualized return of 2.26%, while EFC has yielded a comparatively higher 6.90% annualized return.
EARN
-11.15%
0.72%
-10.49%
-7.76%
2.49%
2.14%
2.26%
EFC
8.19%
-1.96%
7.33%
18.67%
7.04%
16.85%
6.90%
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Risk-Adjusted Performance
EARN vs. EFC — Risk-Adjusted Performance Rank
EARN
EFC
EARN vs. EFC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Residential Mortgage REIT (EARN) 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.
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Dividends
EARN vs. EFC - Dividend Comparison
EARN's dividend yield for the trailing twelve months is around 17.20%, more than EFC's 12.38% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 17.20% | 14.50% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% | 13.52% |
EFC Ellington Financial Inc. | 12.38% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% | 15.43% |
Drawdowns
EARN vs. EFC - Drawdown Comparison
The maximum EARN drawdown since its inception was -66.44%, smaller than the maximum EFC drawdown of -79.08%. Use the drawdown chart below to compare losses from any high point for EARN and EFC.
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Volatility
EARN vs. EFC - Volatility Comparison
Ellington Residential Mortgage REIT (EARN) has a higher volatility of 6.65% compared to Ellington Financial Inc. (EFC) at 5.30%. This indicates that EARN'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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Financials
EARN vs. EFC - Financials Comparison
This section allows you to compare key financial metrics between Ellington Residential Mortgage REIT 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