EFC vs. GAIN
Compare and contrast key facts about Ellington Financial Inc. (EFC) and Gladstone Investment Corporation (GAIN).
Performance
EFC vs. GAIN - Performance Comparison
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EFC vs. GAIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | -9.98% | 26.13% | 8.68% | 18.16% | -18.32% | 26.33% | -10.16% | 32.43% | 17.29% | 4.34% |
GAIN Gladstone Investment Corporation | 3.42% | 17.11% | 5.33% | 31.01% | -17.55% | 82.14% | -16.56% | 53.31% | -9.67% | 44.63% |
Fundamentals
EFC:
$1.18B
GAIN:
$563.43M
EFC:
$1.20
GAIN:
$1.68
EFC:
9.88
GAIN:
8.45
EFC:
0.07
GAIN:
0.19
EFC:
6.17
GAIN:
4.93
EFC:
0.78
GAIN:
0.95
EFC:
$189.96M
GAIN:
$110.43M
EFC:
$287.57M
GAIN:
$60.00M
EFC:
$125.53M
GAIN:
$64.46M
Returns By Period
In the year-to-date period, EFC achieves a -9.98% return, which is significantly lower than GAIN's 3.42% return. Over the past 10 years, EFC has underperformed GAIN with an annualized return of 7.84%, while GAIN has yielded a comparatively higher 18.49% annualized return.
EFC
- 1D
- 1.89%
- 1M
- -3.52%
- YTD
- -9.98%
- 6M
- -3.08%
- 1Y
- 0.71%
- 3Y*
- 12.58%
- 5Y*
- 6.08%
- 10Y*
- 7.84%
GAIN
- 1D
- 0.35%
- 1M
- 4.32%
- YTD
- 3.42%
- 6M
- 6.37%
- 1Y
- 18.02%
- 3Y*
- 16.28%
- 5Y*
- 14.72%
- 10Y*
- 18.49%
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Return for Risk
EFC vs. GAIN — Risk / Return Rank
EFC
GAIN
EFC vs. GAIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Financial Inc. (EFC) and Gladstone Investment Corporation (GAIN). 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.
| EFC | GAIN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | 0.84 | -0.80 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.44 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.19 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 1.23 | -1.14 |
Martin ratioReturn relative to average drawdown | 0.28 | 5.23 | -4.95 |
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
| EFC | GAIN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 0.84 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.68 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.73 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.24 | 0.00 |
Correlation
The correlation between EFC and GAIN is 0.32, 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
EFC vs. GAIN - Dividend Comparison
EFC's dividend yield for the trailing twelve months is around 13.16%, more than GAIN's 10.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 13.16% | 11.49% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% |
GAIN Gladstone Investment Corporation | 10.56% | 10.74% | 12.53% | 17.24% | 9.88% | 6.06% | 9.22% | 7.06% | 9.24% | 7.94% | 8.87% | 9.68% |
Drawdowns
EFC vs. GAIN - Drawdown Comparison
The maximum EFC drawdown since its inception was -79.08%, roughly equal to the maximum GAIN drawdown of -80.87%. Use the drawdown chart below to compare losses from any high point for EFC and GAIN.
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Drawdown Indicators
| EFC | GAIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.08% | -80.87% | +1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -13.01% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -26.26% | -7.93% |
Max Drawdown (10Y)Largest decline over 10 years | -79.08% | -56.28% | -22.80% |
Current DrawdownCurrent decline from peak | -12.74% | -1.24% | -11.50% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -16.03% | +6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.05% | +2.55% |
Volatility
EFC vs. GAIN - Volatility Comparison
Ellington Financial Inc. (EFC) and Gladstone Investment Corporation (GAIN) have volatilities of 7.49% and 7.41%, 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.
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Volatility by Period
| EFC | GAIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 7.41% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 12.15% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.55% | 21.66% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.13% | 21.94% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.23% | 25.41% | +16.82% |
Financials
EFC vs. GAIN - Financials Comparison
This section allows you to compare key financial metrics between Ellington Financial Inc. and Gladstone Investment 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
EFC vs. GAIN - Profitability Comparison
EFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ellington Financial Inc. reported a gross profit of 29.99M and revenue of -91.60M. Therefore, the gross margin over that period was -32.7%.
GAIN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Gladstone Investment Corporation reported a gross profit of 0.00 and revenue of 22.84M. Therefore, the gross margin over that period was 0.0%.
EFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ellington Financial Inc. reported an operating income of -72.00M and revenue of -91.60M, resulting in an operating margin of 78.6%.
GAIN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Gladstone Investment Corporation reported an operating income of 0.00 and revenue of 22.84M, resulting in an operating margin of 0.0%.
EFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ellington Financial Inc. reported a net income of -6.48M and revenue of -91.60M, resulting in a net margin of 7.1%.
GAIN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Gladstone Investment Corporation reported a net income of 0.00 and revenue of 22.84M, resulting in a net margin of 0.0%.