ECC vs. EARN
ECC (Eagle Point Credit Company Inc) and EARN (Ellington Residential Mortgage REIT) are both stocks. ECC operates in Asset Management (Financial Services), while EARN operates in REIT - Mortgage (Real Estate). Over the past 10 years, ECC returned 2.69%/yr vs 3.00%/yr for EARN. At a 0.24 correlation, their price movements are largely independent.
Performance
ECC vs. EARN - Performance Comparison
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Returns By Period
In the year-to-date period, ECC achieves a -20.56% return, which is significantly lower than EARN's -4.23% return. Over the past 10 years, ECC has underperformed EARN with an annualized return of 2.69%, while EARN has yielded a comparatively higher 3.00% annualized return.
ECC
- 1D
- -1.69%
- 1M
- -2.63%
- YTD
- -20.56%
- 6M
- -26.88%
- 1Y
- -31.83%
- 3Y*
- -9.03%
- 5Y*
- -5.30%
- 10Y*
- 2.69%
EARN
- 1D
- -1.48%
- 1M
- 0.15%
- YTD
- -4.23%
- 6M
- -3.13%
- 1Y
- -0.85%
- 3Y*
- 2.04%
- 5Y*
- -5.05%
- 10Y*
- 3.00%
ECC vs. EARN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | -20.56% | -18.45% | 11.77% | 12.11% | -11.71% | 56.78% | -21.00% | 18.80% | -13.72% | 27.02% |
EARN Ellington Residential Mortgage REIT | -4.23% | -5.88% | 24.65% | 2.97% | -25.04% | -11.96% | 35.60% | 17.85% | -3.09% | 3.42% |
Correlation
The correlation between ECC and EARN is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
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 9, 2014 | 0.24 |
The correlation between ECC and EARN shifts across timeframes, from 0.24 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ECC:
-$0.97
EARN:
-$1.67
ECC:
3.12
EARN:
2.00
ECC:
$162.24M
EARN:
$53.96M
ECC:
$143.87M
EARN:
$41.65M
ECC:
-$35.59M
EARN:
-$567.00K
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Return for Risk
ECC vs. EARN — Risk / Return Rank
ECC
EARN
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.
| ECC | EARN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.01 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.04 | -0.66 |
| Martin ratioReturn relative to average drawdown | -1.32 | -0.09 | -1.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECC | EARN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | -0.04 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | -0.19 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.08 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.06 | +0.01 |
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
| ECC | EARN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -49.65% | -31.19% | -18.46% |
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 DrawdownCurrent decline from peak | -39.75% | -29.29% | -10.46% |
Average DrawdownAverage peak-to-trough decline | -12.91% | -17.04% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.19% | 9.10% | +15.09% |
Volatility
ECC vs. EARN - Volatility Comparison
The current volatility for Eagle Point Credit Company Inc (ECC) is 5.65%, while Ellington Residential Mortgage REIT (EARN) has a volatility of 6.88%. This indicates that ECC experiences smaller price fluctuations and is considered to be less risky 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
| ECC | EARN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 6.88% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 26.11% | 17.33% | +8.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.40% | 21.99% | +12.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.17% | 26.86% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.35% | 37.63% | -1.28% |
Dividends
ECC vs. EARN - Dividend Comparison
ECC's dividend yield for the trailing twelve months is around 37.25%, more than EARN's 20.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 20.65% | 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 | 37.25% | 29.17% | 20.05% | 19.58% | 23.42% | 11.71% | 13.08% | 16.43% | 16.89% | 13.02% | 14.36% | 14.61% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ECC and EARN have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EARN has higher volatility (6.88%) compared to ECC (5.65%). In terms of maximum drawdown, ECC dropped -70.79% vs EARN's -66.44%.
EARN currently has the higher Sharpe Ratio (-0.04 vs -0.93), 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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