TF.TO vs. EARN
TF.TO (Timbercreek Financial Corp.) and EARN (Ellington Residential Mortgage REIT) are both stocks. TF.TO operates in Mortgage Finance (Financial Services), while EARN operates in REIT - Mortgage (Real Estate). Over the past 5 years, TF.TO returned 1.64%/yr vs -2.34%/yr for EARN. At a 0.22 correlation, their price movements are largely independent.
Performance
TF.TO vs. EARN - Performance Comparison
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Different Trading Currencies
TF.TO is traded in CAD, while EARN is traded in USD. To make them comparable, the EARN values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TF.TO achieves a -0.50% return, which is significantly higher than EARN's -3.01% return.
TF.TO
- 1D
- -0.46%
- 1M
- -0.50%
- YTD
- -0.50%
- 6M
- 2.44%
- 1Y
- -1.96%
- 3Y*
- 5.17%
- 5Y*
- 1.64%
- 10Y*
- —
EARN
- 1D
- -1.08%
- 1M
- 2.14%
- YTD
- -3.01%
- 6M
- -3.51%
- 1Y
- 0.43%
- 3Y*
- 3.23%
- 5Y*
- -2.34%
- 10Y*
- 3.74%
TF.TO vs. EARN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TF.TO Timbercreek Financial Corp. | -0.50% | 6.67% | 16.18% | 3.28% | -19.60% | 19.67% | -5.39% | 22.08% | -1.89% | 18.71% |
EARN Ellington Residential Mortgage REIT | -3.01% | -10.20% | 35.36% | 0.70% | -19.69% | -12.75% | 33.31% | 12.06% | 5.13% | -3.16% |
Correlation
The correlation between TF.TO and EARN is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2016 | 0.22 |
The correlation between TF.TO and EARN shifts across timeframes, from 0.18 (1 year) to 0.30 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
TF.TO:
CA$0.36
EARN:
-$1.67
TF.TO:
3.70
EARN:
2.00
TF.TO:
CA$145.73M
EARN:
$53.96M
TF.TO:
CA$79.48M
EARN:
$41.65M
TF.TO:
CA$55.87M
EARN:
-$567.00K
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Return for Risk
TF.TO vs. EARN — Risk / Return Rank
TF.TO
EARN
TF.TO vs. EARN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timbercreek Financial Corp. (TF.TO) 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.
| TF.TO | EARN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.02 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.02 | -0.14 |
| Martin ratioReturn relative to average drawdown | -0.29 | 0.05 | -0.34 |
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
| TF.TO | EARN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.02 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | -0.09 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.14 | +0.18 |
Drawdowns
TF.TO vs. EARN - Drawdown Comparison
The maximum TF.TO drawdown since its inception was -40.43%, smaller than the maximum EARN drawdown of -63.39%. Use the drawdown chart below to compare losses from any high point for TF.TO and EARN.
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Drawdown Indicators
| TF.TO | EARN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.43% | -63.39% | +22.96% |
Max Drawdown (1Y)Largest decline over 1 year | -16.35% | -21.81% | +5.46% |
Max Drawdown (3Y)Largest decline over 3 years | -23.02% | -32.47% | +9.45% |
Max Drawdown (5Y)Largest decline over 5 years | -30.93% | -43.22% | +12.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.39% | — |
Current DrawdownCurrent decline from peak | -9.11% | -19.05% | +9.94% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -14.23% | +7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.84% | 8.73% | -1.89% |
Volatility
TF.TO vs. EARN - Volatility Comparison
The current volatility for Timbercreek Financial Corp. (TF.TO) is 3.93%, while Ellington Residential Mortgage REIT (EARN) has a volatility of 7.02%. This indicates that TF.TO experiences smaller price fluctuations and is considered to be less risky than EARN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TF.TO | EARN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 7.02% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 17.64% | -5.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 22.14% | -6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 25.58% | -7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 36.42% | -17.35% |
Dividends
TF.TO vs. EARN - Dividend Comparison
TF.TO's dividend yield for the trailing twelve months is around 10.67%, less 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% |
TF.TO Timbercreek Financial Corp. | 10.67% | 10.18% | 9.84% | 10.43% | 9.79% | 7.24% | 8.05% | 7.01% | 7.95% | 7.13% | 3.92% | 0.00% |
Financials
TF.TO vs. EARN - Financials Comparison
This section allows you to compare key financial metrics between Timbercreek Financial 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
TF.TO and EARN have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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