EFC vs. EARN
Compare and contrast key facts about Ellington Financial Inc. (EFC) and Ellington Residential Mortgage REIT (EARN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFC or EARN.
Key characteristics
| EFC | EARN | |
|---|---|---|
| YTD Return | 8.76% | 21.69% |
| 1Y Return | 11.41% | 36.46% |
| 3Y Return (Ann) | 0.66% | -5.80% |
| 5Y Return (Ann) | 3.61% | 3.03% |
| 10Y Return (Ann) | 6.17% | 2.77% |
| Sharpe Ratio | 0.72 | 1.64 |
| Sortino Ratio | 1.06 | 2.31 |
| Omega Ratio | 1.14 | 1.33 |
| Calmar Ratio | 0.71 | 0.82 |
| Martin Ratio | 2.98 | 11.75 |
| Ulcer Index | 5.05% | 3.08% |
| Daily Std Dev | 20.57% | 22.17% |
| Max Drawdown | -79.08% | -66.44% |
| Current Drawdown | -5.12% | -23.40% |
Fundamentals
| EFC | EARN | |
|---|---|---|
| Market Cap | $1.12B | $167.66M |
| EPS | $1.29 | $0.21 |
| PE Ratio | 9.60 | 31.52 |
| PEG Ratio | 0.86 | -1.79 |
| Total Revenue (TTM) | $330.89M | $18.23M |
| Gross Profit (TTM) | $260.82M | $16.63M |
| EBITDA (TTM) | $170.03M | $47.68M |
Correlation
The correlation between EFC and EARN is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EFC vs. EARN - Performance Comparison
In the year-to-date period, EFC achieves a 8.76% return, which is significantly lower than EARN's 21.69% return. Over the past 10 years, EFC has outperformed EARN with an annualized return of 6.17%, while EARN has yielded a comparatively lower 2.77% 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
EFC vs. EARN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Financial Inc. (EFC) 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.
Dividends
EFC vs. EARN - Dividend Comparison
EFC's dividend yield for the trailing twelve months is around 13.24%, less than EARN's 14.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 13.24% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% | 15.43% | 16.89% |
EARN Ellington Residential Mortgage REIT | 14.50% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% | 13.52% | 7.41% |
Drawdowns
EFC vs. EARN - Drawdown Comparison
The maximum EFC drawdown since its inception was -79.08%, which is greater than EARN's maximum drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for EFC and EARN. For additional features, visit the drawdowns tool.
Volatility
EFC vs. EARN - Volatility Comparison
The current volatility for Ellington Financial Inc. (EFC) is 4.97%, while Ellington Residential Mortgage REIT (EARN) has a volatility of 6.29%. This indicates that EFC 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.
Financials
EFC vs. EARN - Financials Comparison
This section allows you to compare key financial metrics between Ellington Financial 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