PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GAIN vs. EFC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GAIN and EFC 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.


-0.50.00.51.00.3

Performance

GAIN vs. EFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Investment Corporation (GAIN) and Ellington Financial Inc. (EFC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.76%
4.88%
GAIN
EFC

Key characteristics

Sharpe Ratio

GAIN:

0.07

EFC:

0.29

Sortino Ratio

GAIN:

0.21

EFC:

0.51

Omega Ratio

GAIN:

1.03

EFC:

1.07

Calmar Ratio

GAIN:

0.10

EFC:

0.28

Martin Ratio

GAIN:

0.24

EFC:

1.14

Ulcer Index

GAIN:

5.10%

EFC:

5.20%

Daily Std Dev

GAIN:

18.23%

EFC:

20.16%

Max Drawdown

GAIN:

-80.87%

EFC:

-79.08%

Current Drawdown

GAIN:

-8.09%

EFC:

-7.45%

Fundamentals

Market Cap

GAIN:

$482.09M

EFC:

$1.11B

EPS

GAIN:

$1.04

EFC:

$1.29

PE Ratio

GAIN:

12.63

EFC:

9.52

PEG Ratio

GAIN:

5.46

EFC:

0.86

Total Revenue (TTM)

GAIN:

$118.72M

EFC:

$330.89M

Gross Profit (TTM)

GAIN:

$94.40M

EFC:

$260.82M

EBITDA (TTM)

GAIN:

$45.88M

EFC:

$247.63M

Returns By Period

In the year-to-date period, GAIN achieves a 2.08% return, which is significantly lower than EFC's 6.09% return. Over the past 10 years, GAIN has outperformed EFC with an annualized return of 17.63%, while EFC has yielded a comparatively lower 6.12% annualized return.


GAIN

YTD

2.08%

1M

-5.62%

6M

0.88%

1Y

1.22%

5Y*

8.42%

10Y*

17.63%

EFC

YTD

6.09%

1M

-1.42%

6M

4.45%

1Y

5.02%

5Y*

3.27%

10Y*

6.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GAIN vs. EFC - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for GAIN, currently valued at 0.07, compared to the broader market-4.00-2.000.002.000.070.29
The chart of Sortino ratio for GAIN, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.210.51
The chart of Omega ratio for GAIN, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.07
The chart of Calmar ratio for GAIN, currently valued at 0.10, compared to the broader market0.002.004.006.000.100.28
The chart of Martin ratio for GAIN, currently valued at 0.24, compared to the broader market0.0010.0020.000.241.14
GAIN
EFC

The current GAIN Sharpe Ratio is 0.07, which is lower than the EFC Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of GAIN and EFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.07
0.29
GAIN
EFC

Dividends

GAIN vs. EFC - Dividend Comparison

GAIN's dividend yield for the trailing twelve months is around 12.23%, less than EFC's 13.04% yield.


TTM20232022202120202019201820172016201520142013
GAIN
Gladstone Investment Corporation
12.23%17.24%9.88%6.06%9.22%7.74%9.88%7.94%8.87%9.68%11.00%8.44%
EFC
Ellington Financial Inc.
13.04%14.16%14.55%9.60%8.49%9.87%10.70%12.13%12.56%14.60%15.43%16.89%

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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.09%
-7.45%
GAIN
EFC

Volatility

GAIN vs. EFC - Volatility Comparison

Gladstone Investment Corporation (GAIN) and Ellington Financial Inc. (EFC) have volatilities of 4.18% and 4.02%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.18%
4.02%
GAIN
EFC

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab