SITC vs. EARN
SITC (SITE Centers Corp.) and EARN (Ellington Residential Mortgage REIT) are both stocks. Both are in the Real Estate sector — SITC in REIT - Retail, EARN in REIT - Mortgage. Over the past 10 years, SITC returned -3.56%/yr vs 3.00%/yr for EARN. At a 0.35 correlation, their price movements are largely independent.
Performance
SITC vs. EARN - Performance Comparison
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Returns By Period
In the year-to-date period, SITC achieves a -23.99% return, which is significantly lower than EARN's -4.23% return. Over the past 10 years, SITC has underperformed EARN with an annualized return of -3.56%, while EARN has yielded a comparatively higher 3.00% annualized return.
SITC
- 1D
- -1.01%
- 1M
- -10.95%
- YTD
- -23.99%
- 6M
- -22.25%
- 1Y
- -17.46%
- 3Y*
- 2.37%
- 5Y*
- -0.91%
- 10Y*
- -3.56%
EARN
- 1D
- -1.48%
- 1M
- 0.15%
- YTD
- -4.23%
- 6M
- -3.13%
- 1Y
- -0.85%
- 3Y*
- 2.04%
- 5Y*
- -5.05%
- 10Y*
- 3.00%
SITC vs. EARN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SITC SITE Centers Corp. | -23.99% | -15.13% | 46.42% | 5.13% | -10.48% | 61.35% | -26.18% | 34.28% | -14.67% | -36.34% |
EARN Ellington Residential Mortgage REIT | -4.23% | -5.88% | 24.65% | 2.97% | -25.04% | -11.96% | 35.60% | 17.85% | -3.09% | 3.42% |
Correlation
The correlation between SITC and EARN is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 2, 2013 | 0.35 |
The correlation between SITC and EARN shifts across timeframes, from 0.28 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SITC:
$4.47
EARN:
-$1.67
SITC:
2.14
EARN:
2.00
SITC:
$89.79M
EARN:
$53.96M
SITC:
-$37.77M
EARN:
$41.65M
SITC:
$251.55M
EARN:
-$567.00K
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Return for Risk
SITC vs. EARN — Risk / Return Rank
SITC
EARN
SITC vs. EARN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SITE Centers Corp. (SITC) and Ellington Residential Mortgage REIT (EARN). 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.
| SITC | EARN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.01 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.04 | -0.51 |
| Martin ratioReturn relative to average drawdown | -1.22 | -0.09 | -1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SITC | EARN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.65 | -0.04 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | -0.19 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.08 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.06 | -0.01 |
Drawdowns
SITC vs. EARN - Drawdown Comparison
The maximum SITC drawdown since its inception was -97.77%, which is greater than EARN's maximum drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for SITC and EARN.
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Drawdown Indicators
| SITC | EARN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.77% | -66.44% | -31.33% |
Max Drawdown (1Y)Largest decline over 1 year | -31.94% | -21.53% | -10.41% |
Max Drawdown (3Y)Largest decline over 3 years | -43.73% | -31.19% | -12.54% |
Max Drawdown (5Y)Largest decline over 5 years | -43.73% | -49.98% | +6.25% |
Max Drawdown (10Y)Largest decline over 10 years | -82.17% | -66.44% | -15.73% |
Current DrawdownCurrent decline from peak | -72.43% | -29.29% | -43.14% |
Average DrawdownAverage peak-to-trough decline | -53.18% | -17.04% | -36.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.31% | 9.10% | +5.21% |
Volatility
SITC vs. EARN - Volatility Comparison
SITE Centers Corp. (SITC) and Ellington Residential Mortgage REIT (EARN) have volatilities of 6.54% and 6.88%, 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.
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Volatility by Period
| SITC | EARN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 6.88% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 18.08% | 17.33% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.08% | 21.99% | +5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.72% | 26.86% | +7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.86% | 37.63% | +4.23% |
Dividends
SITC vs. EARN - Dividend Comparison
SITC's dividend yield for the trailing twelve months is around 138.32%, more than EARN's 20.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 20.65% | 18.22% | 14.50% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% |
SITC SITE Centers Corp. | 138.32% | 105.14% | 1.33% | 4.99% | 3.81% | 2.97% | 2.47% | 5.71% | 45.26% | 8.48% | 4.98% | 4.10% |
Financials
SITC vs. EARN - Financials Comparison
This section allows you to compare key financial metrics between SITE Centers Corp. and Ellington Residential Mortgage REIT. 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
SITC and EARN have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EARN has higher volatility (6.88%) compared to SITC (6.54%). In terms of maximum drawdown, SITC dropped -97.77% vs EARN's -66.44%.
EARN currently has the higher Sharpe Ratio (-0.04 vs -0.65), 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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