GAIN vs. EFC
GAIN (Gladstone Investment Corporation) and EFC (Ellington Financial Inc.) are both stocks. GAIN operates in Asset Management (Financial Services), while EFC operates in REIT - Mortgage (Real Estate). Over the past 10 years, GAIN returned 18.56%/yr vs 9.19%/yr for EFC. At a 0.33 correlation, their price movements are largely independent.
Performance
GAIN vs. EFC - Performance Comparison
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Returns By Period
In the year-to-date period, GAIN achieves a 8.56% return, which is significantly higher than EFC's 3.03% return. Over the past 10 years, GAIN has outperformed EFC with an annualized return of 18.56%, while EFC has yielded a comparatively lower 9.19% annualized return.
GAIN
- 1D
- -0.14%
- 1M
- -7.17%
- YTD
- 8.56%
- 6M
- 10.38%
- 1Y
- 11.56%
- 3Y*
- 19.05%
- 5Y*
- 12.21%
- 10Y*
- 18.56%
EFC
- 1D
- -1.04%
- 1M
- -0.46%
- YTD
- 3.03%
- 6M
- 1.33%
- 1Y
- 16.31%
- 3Y*
- 13.54%
- 5Y*
- 5.23%
- 10Y*
- 9.19%
GAIN vs. EFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAIN Gladstone Investment Corporation | 8.56% | 17.11% | 5.33% | 31.01% | -17.55% | 82.14% | -16.56% | 53.31% | -9.67% | 44.63% |
EFC Ellington Financial Inc. | 3.03% | 26.13% | 8.68% | 18.16% | -18.32% | 26.33% | -10.16% | 32.43% | 17.29% | 4.34% |
Correlation
The correlation between GAIN and EFC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2010 | 0.33 |
The correlation between GAIN and EFC shifts across timeframes, from 0.31 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
GAIN:
$3.40
EFC:
$1.95
GAIN:
4.34
EFC:
6.83
GAIN:
0.10
EFC:
0.05
GAIN:
5.02
EFC:
3.33
GAIN:
$112.66M
EFC:
$417.93M
GAIN:
$80.66M
EFC:
$347.01M
GAIN:
$57.95M
EFC:
$270.77M
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Return for Risk
GAIN vs. EFC — Risk / Return Rank
GAIN
EFC
GAIN vs. EFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gladstone Investment Corporation (GAIN) and Ellington Financial Inc. (EFC). 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.
| GAIN | EFC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.93 | -0.01 |
| Martin ratioReturn relative to average drawdown | 3.42 | 3.01 | +0.41 |
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Drawdowns
GAIN vs. EFC - Drawdown Comparison
The maximum GAIN drawdown since its inception was -80.87%, roughly equal to the maximum EFC drawdown of -79.08%. Use the drawdown chart below to compare losses from any high point for GAIN and EFC.
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Drawdown Indicators
| GAIN | EFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.87% | -79.08% | -1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -17.71% | +4.96% |
Max Drawdown (3Y)Largest decline over 3 years | -14.76% | -18.86% | +4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -26.26% | -34.19% | +7.93% |
Max Drawdown (10Y)Largest decline over 10 years | -56.28% | -79.08% | +22.80% |
Current DrawdownCurrent decline from peak | -12.75% | -2.78% | -9.97% |
Average DrawdownAverage peak-to-trough decline | -15.90% | -9.92% | -5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 5.43% | -2.04% |
Volatility
GAIN vs. EFC - Volatility Comparison
Gladstone Investment Corporation (GAIN) has a higher volatility of 6.40% compared to Ellington Financial Inc. (EFC) at 4.42%. This indicates that GAIN's price experiences larger fluctuations and is considered to be riskier than EFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAIN | EFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 4.42% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 13.26% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.02% | 17.68% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.30% | 23.95% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.72% | 42.29% | -16.57% |
Dividends
GAIN vs. EFC - Dividend Comparison
GAIN's dividend yield for the trailing twelve months is around 5.96%, less than EFC's 11.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 11.73% | 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 | 5.96% | 10.74% | 12.53% | 17.24% | 9.88% | 6.06% | 9.22% | 7.06% | 9.24% | 7.94% | 8.87% | 9.68% |
Financials
GAIN vs. EFC - Financials Comparison
This section allows you to compare key financial metrics between Gladstone Investment Corporation and Ellington Financial Inc.. 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
GAIN and EFC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GAIN has higher volatility (6.40%) compared to EFC (4.42%). In terms of maximum drawdown, GAIN dropped -80.87% vs EFC's -79.08%.
EFC currently has the higher Sharpe Ratio (0.93 vs 0.61), 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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