IMPPP vs. ORC

Last updated Apr 1, 2026

Compare and contrast key facts about Imperial Petroleum Inc. (IMPPP) and Orchid Island Capital, Inc. (ORC).

Performance

IMPPP vs. ORC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imperial Petroleum Inc. (IMPPP) and Orchid Island Capital, Inc. (ORC). The values are adjusted to include any dividend payments, if applicable.

IMPPP vs. ORC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IMPPP Imperial Petroleum Inc.	0.99%	14.37%	30.25%	13.89%	31.00%	-4.48%
ORC Orchid Island Capital, Inc.	2.45%	12.66%	9.87%	-3.10%	-41.63%	3.47%

Fundamentals

Market Cap IMPPP : $1.06B ORC : $1.17B
EPS IMPPP : $1.33 ORC : $1.19
PE Ratio IMPPP : 19.32 ORC : 5.93
PS Ratio IMPPP : 6.00 ORC : 9.65
PB Ratio IMPPP : 1.99 ORC : 0.85
Total Revenue (TTM) IMPPP : $161.00M ORC : $101.20M
Gross Profit (TTM) IMPPP : $46.21M ORC : $97.60M
EBITDA (TTM) IMPPP : $74.45M ORC : $356.52M

Returns By Period

In the year-to-date period, IMPPP achieves a 0.99% return, which is significantly lower than ORC's 2.45% return.

IMPPP

• 1D: -2.43%
• 1M: -1.83%
• YTD: 0.99%
• 6M: 7.52%
• 1Y: 12.64%
• 3Y*: 20.39%
• 5Y*: —
• 10Y*: —

ORC

• 1D: 3.53%
• 1M: -3.84%
• YTD: 2.45%
• 6M: 10.59%
• 1Y: 14.18%
• 3Y*: 4.85%
• 5Y*: -9.64%
• 10Y*: -2.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IMPPP vs. ORC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMPPP

IMPPP Risk / Return Rank: 73
IMPPP Sharpe Ratio Rank: 73
IMPPP Sortino Ratio Rank: 67
IMPPP Omega Ratio Rank: 68
IMPPP Calmar Ratio Rank: 76
IMPPP Martin Ratio Rank: 82

ORC

ORC Risk / Return Rank: 59
ORC Sharpe Ratio Rank: 63
ORC Sortino Ratio Rank: 55
ORC Omega Ratio Rank: 55
ORC Calmar Ratio Rank: 59
ORC Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMPPP vs. ORC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Petroleum Inc. (IMPPP) and Orchid Island Capital, Inc. (ORC). 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.

	IMPPP	ORC	Difference
Sharpe ratio Return per unit of total volatility	0.96	0.59	+0.37
Sortino ratio Return per unit of downside risk	1.43	0.94	+0.49
Omega ratio Gain probability vs. loss probability	1.20	1.13	+0.08
Calmar ratio Return relative to maximum drawdown	1.90	0.71	+1.19
Martin ratio Return relative to average drawdown	6.37	2.35	+4.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMPPP vs. ORC - Sharpe Ratio Comparison

The current IMPPP Sharpe Ratio is 0.96, which is higher than the ORC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IMPPP and ORC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IMPPP	ORC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	0.59	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.32	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	-0.03	+0.87

Correlation

The correlation between IMPPP and ORC is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

IMPPP vs. ORC - Dividend Comparison

IMPPP's dividend yield for the trailing twelve months is around 8.51%, less than ORC's 20.48% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMPPP Imperial Petroleum Inc.	8.51%	8.42%	11.04%	10.32%	10.54%	0.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ORC Orchid Island Capital, Inc.	20.48%	20.00%	18.51%	21.35%	29.67%	17.33%	15.13%	16.41%	16.74%	18.10%	15.51%	19.34%

Drawdowns

IMPPP vs. ORC - Drawdown Comparison

The maximum IMPPP drawdown since its inception was -15.83%, smaller than the maximum ORC drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for IMPPP and ORC.

Drawdown Indicators

	IMPPP	ORC	Difference
Max Drawdown Largest peak-to-trough decline	-15.83%	-75.77%	+59.94%
Max Drawdown (1Y) Largest decline over 1 year	-6.58%	-18.90%	+12.32%
Max Drawdown (5Y) Largest decline over 5 years	—	-68.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-75.77%	—
Current Drawdown Current decline from peak	-2.43%	-44.77%	+42.34%
Average Drawdown Average peak-to-trough decline	-3.22%	-28.59%	+25.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	5.90%	-3.82%

Volatility

IMPPP vs. ORC - Volatility Comparison

The current volatility for Imperial Petroleum Inc. (IMPPP) is 4.36%, while Orchid Island Capital, Inc. (ORC) has a volatility of 8.51%. This indicates that IMPPP experiences smaller price fluctuations and is considered to be less risky than ORC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMPPP	ORC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	8.51%	-4.15%
Volatility (6M) Calculated over the trailing 6-month period	9.70%	14.86%	-5.16%
Volatility (1Y) Calculated over the trailing 1-year period	13.24%	24.17%	-10.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.12%	30.01%	-6.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.12%	37.74%	-14.62%

Financials