LADR vs. EFC
LADR (Ladder Capital Corp) and EFC (Ellington Financial Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, LADR returned 6.25%/yr vs 9.12%/yr for EFC. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
LADR vs. EFC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LADR achieves a -4.97% return, which is significantly lower than EFC's 4.12% return. Over the past 10 years, LADR has underperformed EFC with an annualized return of 6.25%, while EFC has yielded a comparatively higher 9.12% annualized return.
LADR
- 1D
- 0.89%
- 1M
- 1.90%
- YTD
- -4.97%
- 6M
- -6.32%
- 1Y
- 4.88%
- 3Y*
- 7.11%
- 5Y*
- 5.71%
- 10Y*
- 6.25%
EFC
- 1D
- 0.15%
- 1M
- 0.52%
- YTD
- 4.12%
- 6M
- 3.14%
- 1Y
- 18.27%
- 3Y*
- 13.32%
- 5Y*
- 5.86%
- 10Y*
- 9.12%
LADR vs. EFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LADR Ladder Capital Corp | -4.97% | 6.69% | 5.53% | 25.22% | -8.95% | 31.28% | -40.80% | 26.36% | 24.54% | 8.52% |
EFC Ellington Financial Inc. | 4.12% | 26.13% | 8.68% | 18.16% | -18.32% | 26.33% | -10.16% | 32.43% | 17.29% | 4.34% |
Correlation
The correlation between LADR and EFC is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2014 | 0.54 |
The correlation between LADR and EFC shifts across timeframes, from 0.53 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LADR:
$1.29B
EFC:
$1.64B
LADR:
$0.44
EFC:
$1.95
LADR:
23.39
EFC:
6.91
LADR:
1.11
EFC:
0.05
LADR:
3.21
EFC:
3.37
LADR:
0.89
EFC:
0.96
LADR:
$400.28M
EFC:
$417.93M
LADR:
$284.72M
EFC:
$347.01M
LADR:
$276.22M
EFC:
$270.77M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LADR vs. EFC — Risk / Return Rank
LADR
EFC
LADR vs. EFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ladder Capital Corp (LADR) 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.
| LADR | EFC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.19 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 1.04 | -0.70 |
| Martin ratioReturn relative to average drawdown | 0.73 | 3.37 | -2.64 |
Loading charts...
Drawdowns
LADR vs. EFC - Drawdown Comparison
The maximum LADR drawdown since its inception was -81.63%, roughly equal to the maximum EFC drawdown of -79.08%. Use the drawdown chart below to compare losses from any high point for LADR and EFC.
Loading charts...
Drawdown Indicators
| LADR | EFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.63% | -79.08% | -2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.68% | -17.71% | +3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -20.22% | -18.86% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -34.19% | +7.22% |
Max Drawdown (10Y)Largest decline over 10 years | -81.63% | -79.08% | -2.55% |
Current DrawdownCurrent decline from peak | -9.32% | -1.75% | -7.57% |
Average DrawdownAverage peak-to-trough decline | -18.28% | -9.92% | -8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.66% | 5.43% | +1.23% |
Volatility
LADR vs. EFC - Volatility Comparison
Ladder Capital Corp (LADR) has a higher volatility of 5.72% compared to Ellington Financial Inc. (EFC) at 4.43%. This indicates that LADR'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.
Loading charts...
Volatility by Period
| LADR | EFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 4.43% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 13.27% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 17.64% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.76% | 23.95% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.24% | 42.26% | +5.98% |
Dividends
LADR vs. EFC - Dividend Comparison
LADR's dividend yield for the trailing twelve months is around 9.02%, less than EFC's 11.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFC Ellington Financial Inc. | 11.61% | 11.49% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% |
LADR Ladder Capital Corp | 9.02% | 8.37% | 8.22% | 7.99% | 8.76% | 6.67% | 9.61% | 7.54% | 9.92% | 8.91% | 9.37% | 17.91% |
Financials
LADR vs. EFC - Financials Comparison
This section allows you to compare key financial metrics between Ladder Capital Corp 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
LADR and EFC have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LADR has higher volatility (5.72%) compared to EFC (4.43%). In terms of maximum drawdown, LADR dropped -81.63% vs EFC's -79.08%.
EFC currently has the higher Sharpe Ratio (1.04 vs 0.27), 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.
Find the right allocation for LADR and EFC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer