EARN vs. GLAD
Compare and contrast key facts about Ellington Residential Mortgage REIT (EARN) and Gladstone Capital Corporation (GLAD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EARN or GLAD.
Key characteristics
| EARN | GLAD | |
|---|---|---|
| YTD Return | 17.10% | 29.20% |
| 1Y Return | 21.95% | 38.54% |
| 3Y Return (Ann) | -6.99% | 12.30% |
| 5Y Return (Ann) | 2.09% | 13.44% |
| 10Y Return (Ann) | 2.37% | 13.25% |
| Sharpe Ratio | 1.41 | 2.37 |
| Sortino Ratio | 2.04 | 2.88 |
| Omega Ratio | 1.28 | 1.43 |
| Calmar Ratio | 0.75 | 3.42 |
| Martin Ratio | 10.00 | 9.42 |
| Ulcer Index | 3.15% | 4.33% |
| Daily Std Dev | 22.31% | 17.17% |
| Max Drawdown | -66.44% | -74.88% |
| Current Drawdown | -26.29% | 0.00% |
Fundamentals
| EARN | GLAD | |
|---|---|---|
| Market Cap | $167.66M | $553.43M |
| EPS | $0.21 | $3.54 |
| PE Ratio | 31.52 | 7.19 |
| PEG Ratio | -1.79 | 2.31 |
| Total Revenue (TTM) | $18.23M | $79.76M |
| Gross Profit (TTM) | $16.63M | $64.21M |
| EBITDA (TTM) | $47.68M | $74.92M |
Correlation
The correlation between EARN and GLAD is 0.31, 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.
Performance
EARN vs. GLAD - Performance Comparison
In the year-to-date period, EARN achieves a 17.10% return, which is significantly lower than GLAD's 29.20% return. Over the past 10 years, EARN has underperformed GLAD with an annualized return of 2.37%, while GLAD has yielded a comparatively higher 13.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EARN vs. GLAD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Residential Mortgage REIT (EARN) and Gladstone Capital Corporation (GLAD). 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.
Dividends
EARN vs. GLAD - Dividend Comparison
EARN's dividend yield for the trailing twelve months is around 15.07%, more than GLAD's 7.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 15.07% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% | 13.52% | 7.41% |
GLAD Gladstone Capital Corporation | 7.71% | 9.16% | 8.42% | 6.73% | 8.97% | 8.46% | 11.51% | 9.12% | 8.95% | 11.49% | 10.16% | 8.78% |
Drawdowns
EARN vs. GLAD - Drawdown Comparison
The maximum EARN drawdown since its inception was -66.44%, smaller than the maximum GLAD drawdown of -74.88%. Use the drawdown chart below to compare losses from any high point for EARN and GLAD. For additional features, visit the drawdowns tool.
Volatility
EARN vs. GLAD - Volatility Comparison
Ellington Residential Mortgage REIT (EARN) has a higher volatility of 6.54% compared to Gladstone Capital Corporation (GLAD) at 4.78%. This indicates that EARN's price experiences larger fluctuations and is considered to be riskier than GLAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EARN vs. GLAD - Financials Comparison
This section allows you to compare key financial metrics between Ellington Residential Mortgage REIT and Gladstone Capital Corporation. 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