EFC vs. RITM
EFC (Ellington Financial Inc.) and RITM (Rithm Capital Corp.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, EFC returned 9.12%/yr vs 6.74%/yr for RITM. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
EFC vs. RITM - Performance Comparison
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Returns By Period
In the year-to-date period, EFC achieves a 4.12% return, which is significantly higher than RITM's -13.44% return. Over the past 10 years, EFC has outperformed RITM with an annualized return of 9.12%, while RITM has yielded a comparatively lower 6.74% annualized return.
EFC
- 1D
- 0.15%
- 1M
- 0.52%
- YTD
- 4.12%
- 6M
- 3.14%
- 1Y
- 18.27%
- 3Y*
- 13.32%
- 5Y*
- 5.86%
- 10Y*
- 9.12%
RITM
- 1D
- -0.11%
- 1M
- -0.86%
- YTD
- -13.44%
- 6M
- -13.58%
- 1Y
- -9.98%
- 3Y*
- 9.45%
- 5Y*
- 7.71%
- 10Y*
- 6.74%
EFC vs. RITM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 4.12% | 26.13% | 8.68% | 18.16% | -18.32% | 26.33% | -10.16% | 32.43% | 17.29% | 4.34% |
RITM Rithm Capital Corp. | -13.44% | 10.06% | 11.07% | 45.60% | -14.44% | 17.07% | -34.36% | 28.46% | -10.35% | 27.83% |
Correlation
The correlation between EFC and RITM is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 2, 2013 | 0.56 |
The correlation between EFC and RITM shifts across timeframes, from 0.55 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
EFC:
$1.64B
RITM:
$5.20B
EFC:
$1.95
RITM:
$1.31
EFC:
6.91
RITM:
7.01
EFC:
3.37
RITM:
0.91
EFC:
0.96
RITM:
0.69
EFC:
$417.93M
RITM:
$5.61B
EFC:
$347.01M
RITM:
$4.84B
EFC:
$270.77M
RITM:
$1.91B
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Return for Risk
EFC vs. RITM — Risk / Return Rank
EFC
RITM
EFC vs. RITM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Financial Inc. (EFC) and Rithm Capital Corp. (RITM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFC | RITM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.94 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | -0.37 | +1.40 |
| Martin ratioReturn relative to average drawdown | 3.37 | -0.78 | +4.15 |
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Drawdowns
EFC vs. RITM - Drawdown Comparison
The maximum EFC drawdown since its inception was -79.08%, roughly equal to the maximum RITM drawdown of -81.11%. Use the drawdown chart below to compare losses from any high point for EFC and RITM.
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Drawdown Indicators
| EFC | RITM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.08% | -81.11% | +2.03% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -27.31% | +9.60% |
Max Drawdown (3Y)Largest decline over 3 years | -18.86% | -27.31% | +8.45% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -36.61% | +2.42% |
Max Drawdown (10Y)Largest decline over 10 years | -79.08% | -81.11% | +2.03% |
Current DrawdownCurrent decline from peak | -1.75% | -21.79% | +20.04% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -15.97% | +6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 12.86% | -7.43% |
Volatility
EFC vs. RITM - Volatility Comparison
The current volatility for Ellington Financial Inc. (EFC) is 4.43%, while Rithm Capital Corp. (RITM) has a volatility of 7.23%. This indicates that EFC experiences smaller price fluctuations and is considered to be less risky than RITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFC | RITM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 7.23% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 19.19% | -5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 22.55% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.95% | 27.47% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.26% | 40.18% | +2.08% |
Dividends
EFC vs. RITM - Dividend Comparison
EFC's dividend yield for the trailing twelve months is around 11.61%, more than RITM's 10.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 11.61% | 11.49% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% |
RITM Rithm Capital Corp. | 10.88% | 9.17% | 9.23% | 9.36% | 12.24% | 8.40% | 5.03% | 12.41% | 14.07% | 11.07% | 11.70% | 14.39% |
Financials
EFC vs. RITM - Financials Comparison
This section allows you to compare key financial metrics between Ellington Financial Inc. and Rithm 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
Frequently Asked Questions
EFC and RITM have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RITM has higher volatility (7.23%) compared to EFC (4.43%). In terms of maximum drawdown, EFC dropped -79.08% vs RITM's -81.11%.
EFC currently has the higher Sharpe Ratio (1.04 vs -0.44), 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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