EARN vs. VGT

In the year-to-date period, EARN achieves a -8.77% return, which is significantly lower than VGT's -1.82% return. Over the past 10 years, EARN has underperformed VGT with an annualized return of 2.60%, while VGT has yielded a comparatively higher 19.86% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Ellington Residential Mortgage REIT (EARN) and Vanguard Information Technology ETF (VGT). 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.

The current EARN Sharpe Ratio is -0.22, which is lower than the VGT Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of EARN and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EARN's dividend yield for the trailing twelve months is around 16.75%, more than VGT's 0.52% yield.

The maximum EARN drawdown since its inception was -66.44%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for EARN and VGT.

Ellington Residential Mortgage REIT (EARN) and Vanguard Information Technology ETF (VGT) have volatilities of 6.76% and 6.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.