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

Performance

ECC vs. EARN - Performance Comparison

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

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ECC vs. EARN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Fundamentals

Market Cap

ECC:

$495.61M

EARN:

$154.22M

EPS

ECC:

-$0.97

EARN:

$0.13

PS Ratio

ECC:

2.88

EARN:

4.40

PB Ratio

ECC:

0.66

EARN:

0.69

Total Revenue (TTM)

ECC:

$162.24M

EARN:

$35.02M

Gross Profit (TTM)

ECC:

$143.87M

EARN:

$22.10M

EBITDA (TTM)

ECC:

-$35.59M

EARN:

$8.10M

Returns By Period

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


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ECC vs. EARN — Risk / Return Rank

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

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

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
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.

ECC vs. EARN - Risk-Adjusted Trends Comparison

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


ECCEARNDifference

Sharpe ratio

Return per unit of total volatility

-1.04

-0.09

-0.95

Sortino ratio

Return per unit of downside risk

-1.50

0.05

-1.55

Omega ratio

Gain probability vs. loss probability

0.82

1.01

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.85

-0.37

-0.48

Martin ratio

Return relative to average drawdown

-2.03

-1.01

-1.02

ECC vs. EARN - Sharpe Ratio Comparison

The current ECC Sharpe Ratio is -1.04, which is lower than the EARN Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of ECC and EARN, 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


ECCEARNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

-0.09

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.23

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.08

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.05

0.00

Correlation

The correlation between ECC and EARN 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

ECC vs. EARN - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

ECC vs. EARN - Drawdown Comparison

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


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Drawdown Indicators


ECCEARNDifference

Max Drawdown

Largest peak-to-trough decline

-70.79%

-66.44%

-4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-45.79%

-21.53%

-24.26%

Max Drawdown (5Y)

Largest decline over 5 years

-49.65%

-49.98%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-70.79%

-66.44%

-4.35%

Current Drawdown

Current decline from peak

-46.07%

-34.86%

-11.21%

Average Drawdown

Average peak-to-trough decline

-12.48%

-16.86%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.21%

7.95%

+11.26%

Volatility

ECC vs. EARN - Volatility Comparison

Eagle Point Credit Company Inc (ECC) has a higher volatility of 12.62% compared to Ellington Residential Mortgage REIT (EARN) at 10.46%. This indicates that ECC's price experiences larger fluctuations and is considered to be riskier than EARN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECCEARNDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.62%

10.46%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

26.26%

17.59%

+8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

37.98%

26.18%

+11.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

26.75%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.54%

37.55%

-1.01%

Financials

ECC vs. EARN - Financials Comparison

This section allows you to compare key financial metrics between Eagle Point Credit Company Inc and Ellington Residential Mortgage REIT. 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
-12.96M
15.41M
(ECC) Total Revenue
(EARN) Total Revenue
Values in USD except per share items