IMPPP vs. ORC

Last updated Jun 4, 2026

IMPPP (Imperial Petroleum Inc.) and ORC (Orchid Island Capital, Inc.) are both stocks. IMPPP operates in Oil & Gas E&P (Energy), while ORC operates in REIT - Mortgage (Real Estate). Over the past 3 years, IMPPP returned 20.41%/yr vs 3.95%/yr for ORC. At a correlation of -0.01, they often move in opposite directions.

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.

Returns By Period

In the year-to-date period, IMPPP achieves a 2.29% return, which is significantly higher than ORC's -1.01% return.

IMPPP

• 1D: 0.50%
• 1M: 0.15%
• YTD: 2.29%
• 6M: 5.61%
• 1Y: 14.59%
• 3Y*: 20.41%
• 5Y*: —
• 10Y*: —

ORC

• 1D: -2.08%
• 1M: -3.37%
• YTD: -1.01%
• 6M: -1.27%
• 1Y: 16.26%
• 3Y*: 3.95%
• 5Y*: -9.15%
• 10Y*: -3.38%

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

IMPPP vs. ORC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IMPPP Imperial Petroleum Inc.	2.29%	14.37%	30.25%	13.89%	31.00%	-4.48%
ORC Orchid Island Capital, Inc.	-1.01%	12.66%	9.87%	-3.10%	-41.63%	3.47%

Correlation

The correlation between IMPPP and ORC is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (All Time) Calculated using the full available price history since Dec 7, 2021	-0.01

Fundamentals

Market Cap IMPPP : $1.24B ORC : $1.25B
EPS IMPPP : $1.66 ORC : $0.85
PE Ratio IMPPP : 15.64 ORC : 7.73
PS Ratio IMPPP : 5.47 ORC : 5.52
PB Ratio IMPPP : 2.22 ORC : 0.90
Total Revenue (TTM) IMPPP : $190.63M ORC : $181.13M
Gross Profit (TTM) IMPPP : $65.04M ORC : $87.42M
EBITDA (TTM) IMPPP : $91.98M ORC : $197.11M

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: 77
IMPPP Sharpe Ratio Rank: 76
IMPPP Sortino Ratio Rank: 70
IMPPP Omega Ratio Rank: 73
IMPPP Calmar Ratio Rank: 83
IMPPP Martin Ratio Rank: 84

ORC

ORC Risk / Return Rank: 61
ORC Sharpe Ratio Rank: 65
ORC Sortino Ratio Rank: 57
ORC Omega Ratio Rank: 56
ORC Calmar Ratio Rank: 61
ORC Martin Ratio Rank: 63

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	1.21	0.78	+0.43
Sortino ratio: Return per unit of downside risk	1.75	1.17	+0.58
Omega ratio: Gain probability vs. loss probability	1.25	1.15	+0.10
Calmar ratio: Return relative to maximum drawdown	3.08	1.03	+2.05
Martin ratio: Return relative to average drawdown	8.35	2.47	+5.88
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 1.21, which is higher than the ORC Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of IMPPP and ORC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IMPPP	ORC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	0.78	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.31	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	-0.04	+0.87

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	-4.75%	-15.79%	+11.04%
Max Drawdown (3Y) Largest decline over 3 years	-7.19%	-43.06%	+35.87%
Max Drawdown (5Y) Largest decline over 5 years	—	-67.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-75.77%	—
Current Drawdown Current decline from peak	-1.73%	-46.63%	+44.90%
Average Drawdown Average peak-to-trough decline	-3.15%	-28.80%	+25.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.75%	6.61%	-4.86%

Volatility

IMPPP vs. ORC - Volatility Comparison

The current volatility for Imperial Petroleum Inc. (IMPPP) is 2.30%, while Orchid Island Capital, Inc. (ORC) has a volatility of 4.14%. 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	2.30%	4.14%	-1.84%
Volatility (6M) Calculated over the trailing 6-month period	9.39%	17.26%	-7.87%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	21.02%	-8.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.74%	29.80%	-7.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.74%	37.68%	-14.94%

Dividends

IMPPP vs. ORC - Dividend Comparison

IMPPP's dividend yield for the trailing twelve months is around 8.40%, less than ORC's 21.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMPPP Imperial Petroleum Inc.	8.40%	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.	21.21%	20.00%	18.51%	21.35%	29.67%	17.33%	15.13%	16.41%	16.74%	18.10%	15.51%	19.34%

Financials

Frequently Asked Questions

Can I hold both IMPPP and ORC in my portfolio?

IMPPP and ORC have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMPPP or ORC?

ORC has higher volatility (4.14%) compared to IMPPP (2.30%). In terms of maximum drawdown, IMPPP dropped -15.83% vs ORC's -75.77%.

Which has better risk-adjusted returns?

IMPPP currently has the higher Sharpe Ratio (1.21 vs 0.78), 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.