EFC vs. VOO
Compare and contrast key facts about Ellington Financial Inc. (EFC) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFC or VOO.
Correlation
The correlation between EFC and VOO is 0.43, 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. VOO - Performance Comparison
Key characteristics
EFC:
1.22
VOO:
0.54
EFC:
1.80
VOO:
0.88
EFC:
1.26
VOO:
1.13
EFC:
1.38
VOO:
0.55
EFC:
4.97
VOO:
2.27
EFC:
5.22%
VOO:
4.55%
EFC:
21.28%
VOO:
19.19%
EFC:
-79.08%
VOO:
-33.99%
EFC:
-8.65%
VOO:
-9.90%
Returns By Period
In the year-to-date period, EFC achieves a 10.36% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, EFC has underperformed VOO with an annualized return of 7.33%, while VOO has yielded a comparatively higher 12.12% annualized return.
EFC
10.36%
-1.88%
9.85%
25.54%
18.32%
7.33%
VOO
-5.74%
-2.90%
-4.28%
9.78%
15.72%
12.12%
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Risk-Adjusted Performance
EFC vs. VOO — Risk-Adjusted Performance Rank
EFC
VOO
EFC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Financial Inc. (EFC) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
EFC's dividend yield for the trailing twelve months is around 12.02%, more than VOO's 1.38% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 12.02% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% | 15.43% |
VOO Vanguard S&P 500 ETF | 1.38% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
EFC vs. VOO - Drawdown Comparison
The maximum EFC drawdown since its inception was -79.08%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EFC and VOO. For additional features, visit the drawdowns tool.
Volatility
EFC vs. VOO - Volatility Comparison
The current volatility for Ellington Financial Inc. (EFC) is 11.92%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that EFC experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.