EFC vs. OXSQ
Compare and contrast key facts about Ellington Financial Inc. (EFC) and Oxford Square Capital Corp. (OXSQ).
Performance
EFC vs. OXSQ - Performance Comparison
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EFC vs. OXSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | -9.98% | 26.13% | 8.68% | 18.16% | -18.32% | 26.33% | -10.16% | 32.43% | 11.28% |
OXSQ Oxford Square Capital Corp. | 6.44% | -13.32% | -1.86% | 7.92% | -14.37% | 47.13% | -32.37% | -4.32% | 16.80% |
Fundamentals
EFC:
$1.18B
OXSQ:
$137.08M
EFC:
$1.20
OXSQ:
-$0.24
EFC:
6.17
OXSQ:
11.26
EFC:
0.78
OXSQ:
0.94
EFC:
$189.96M
OXSQ:
$12.05M
EFC:
$287.57M
OXSQ:
$4.41M
EFC:
$125.53M
OXSQ:
-$15.93M
Returns By Period
In the year-to-date period, EFC achieves a -9.98% return, which is significantly lower than OXSQ's 6.44% 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%
OXSQ
- 1D
- 2.31%
- 1M
- 2.04%
- YTD
- 6.44%
- 6M
- 24.60%
- 1Y
- -17.03%
- 3Y*
- -2.20%
- 5Y*
- -4.45%
- 10Y*
- —
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Return for Risk
EFC vs. OXSQ — Risk / Return Rank
EFC
OXSQ
EFC vs. OXSQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Financial Inc. (EFC) and Oxford Square Capital Corp. (OXSQ). 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 | OXSQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | -0.56 | +0.59 |
Sortino ratioReturn per unit of downside risk | 0.19 | -0.65 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.92 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | -0.45 | +0.53 |
Martin ratioReturn relative to average drawdown | 0.28 | -0.92 | +1.20 |
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 | OXSQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | -0.56 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | -0.18 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | -0.03 | +0.26 |
Correlation
The correlation between EFC and OXSQ is 0.31, 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. OXSQ - Dividend Comparison
EFC's dividend yield for the trailing twelve months is around 13.16%, less than OXSQ's 23.73% 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% |
OXSQ Oxford Square Capital Corp. | 23.73% | 23.86% | 17.21% | 17.66% | 13.46% | 10.29% | 20.07% | 14.76% | 9.27% | 0.00% | 0.00% | 0.00% |
Drawdowns
EFC vs. OXSQ - Drawdown Comparison
The maximum EFC drawdown since its inception was -79.08%, which is greater than OXSQ's maximum drawdown of -67.11%. Use the drawdown chart below to compare losses from any high point for EFC and OXSQ.
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Drawdown Indicators
| EFC | OXSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.08% | -67.11% | -11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -34.58% | +16.87% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -43.86% | +9.67% |
Max Drawdown (10Y)Largest decline over 10 years | -79.08% | — | — |
Current DrawdownCurrent decline from peak | -12.74% | -30.82% | +18.08% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -20.80% | +10.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 16.67% | -11.07% |
Volatility
EFC vs. OXSQ - Volatility Comparison
Ellington Financial Inc. (EFC) and Oxford Square Capital Corp. (OXSQ) have volatilities of 7.49% and 7.16%, 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 | OXSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 7.16% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 23.72% | -10.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.55% | 30.67% | -10.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.13% | 24.60% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.23% | 34.56% | +7.67% |
Financials
EFC vs. OXSQ - Financials Comparison
This section allows you to compare key financial metrics between Ellington Financial Inc. and Oxford Square Capital Corp.. 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