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TF.TO vs. EARN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TF.TO vs. EARN - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Timbercreek Financial Corp. (TF.TO) and Ellington Residential Mortgage REIT (EARN). The values are adjusted to include any dividend payments, if applicable.

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TF.TO vs. EARN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TF.TO
Timbercreek Financial Corp.
0.21%6.67%16.18%3.28%-19.60%19.67%-5.39%22.08%-1.89%18.71%
EARN
Ellington Residential Mortgage REIT
-10.58%-10.20%35.36%0.70%-19.69%-12.75%33.31%12.06%5.13%-3.16%
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.

Fundamentals

Market Cap

TF.TO:

CA$557.76M

EARN:

$154.22M

EPS

TF.TO:

CA$0.42

EARN:

$0.13

PE Ratio

TF.TO:

16.19

EARN:

33.45

PS Ratio

TF.TO:

3.79

EARN:

4.40

PB Ratio

TF.TO:

0.84

EARN:

0.69

Total Revenue (TTM)

TF.TO:

CA$147.30M

EARN:

$35.02M

Gross Profit (TTM)

TF.TO:

CA$77.28M

EARN:

$22.10M

EBITDA (TTM)

TF.TO:

CA$54.81M

EARN:

$8.10M

Returns By Period

In the year-to-date period, TF.TO achieves a 0.21% return, which is significantly higher than EARN's -10.58% return.


TF.TO

1D
1.35%
1M
-0.30%
YTD
0.21%
6M
-6.00%
1Y
12.45%
3Y*
3.71%
5Y*
3.55%
10Y*

EARN

1D
1.73%
1M
-5.92%
YTD
-10.58%
6M
-10.82%
1Y
-5.47%
3Y*
-0.04%
5Y*
-4.21%
10Y*
3.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TF.TO vs. EARN — Risk / Return Rank

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

TF.TO
TF.TO Risk / Return Rank: 6161
Overall Rank
TF.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TF.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
TF.TO Omega Ratio Rank: 5959
Omega Ratio Rank
TF.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
TF.TO Martin Ratio Rank: 6262
Martin Ratio Rank

EARN
EARN Risk / Return Rank: 3131
Overall Rank
EARN Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EARN Sortino Ratio Rank: 3232
Sortino Ratio Rank
EARN Omega Ratio Rank: 3131
Omega Ratio Rank
EARN Calmar Ratio Rank: 3030
Calmar Ratio Rank
EARN Martin Ratio Rank: 2525
Martin Ratio Rank
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.

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.TOEARNDifference

Sharpe ratio

Return per unit of total volatility

0.68

-0.22

+0.90

Sortino ratio

Return per unit of downside risk

1.01

-0.12

+1.13

Omega ratio

Gain probability vs. loss probability

1.15

0.98

+0.17

Calmar ratio

Return relative to maximum drawdown

0.76

-0.49

+1.25

Martin ratio

Return relative to average drawdown

2.07

-1.39

+3.46

TF.TO vs. EARN - Sharpe Ratio Comparison

The current TF.TO Sharpe Ratio is 0.68, which is higher than the EARN Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of TF.TO and EARN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TF.TOEARNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

-0.22

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.17

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.12

+0.21

Correlation

The correlation between TF.TO and EARN is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TF.TO vs. EARN - Dividend Comparison

TF.TO's dividend yield for the trailing twelve months is around 9.47%, less than EARN's 21.67% yield.


TTM20252024202320222021202020192018201720162015
TF.TO
Timbercreek Financial Corp.
9.47%10.18%9.84%10.43%9.79%7.24%8.05%7.01%7.95%7.13%3.92%0.00%
EARN
Ellington Residential Mortgage REIT
21.67%18.22%14.50%15.66%15.16%11.36%8.59%10.88%14.17%13.04%12.68%16.19%

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.TOEARNDifference

Max Drawdown

Largest peak-to-trough decline

-40.43%

-66.44%

+26.01%

Max Drawdown (1Y)

Largest decline over 1 year

-16.35%

-21.53%

+5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-30.93%

-49.98%

+19.05%

Max Drawdown (10Y)

Largest decline over 10 years

-66.44%

Current Drawdown

Current decline from peak

-8.46%

-34.86%

+26.40%

Average Drawdown

Average peak-to-trough decline

-6.60%

-16.86%

+10.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

7.95%

-1.96%

Volatility

TF.TO vs. EARN - Volatility Comparison

The current volatility for Timbercreek Financial Corp. (TF.TO) is 4.17%, while Ellington Residential Mortgage REIT (EARN) has a volatility of 11.20%. 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.TOEARNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

11.20%

-7.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

17.89%

-3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

26.08%

-7.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

25.47%

-7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.16%

36.35%

-17.19%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-20.00M-10.00M0.0010.00M20.00M30.00M40.00M50.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
33.01M
15.41M
(TF.TO) Total Revenue
(EARN) Total Revenue
Please note, different currencies. TF.TO values in CAD, EARN values in USD

TF.TO vs. EARN - Profitability Comparison

The chart below illustrates the profitability comparison between Timbercreek Financial Corp. and Ellington Residential Mortgage REIT over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
53.1%
100.0%
Portfolio components
TF.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Timbercreek Financial Corp. reported a gross profit of 17.53M and revenue of 33.01M. Therefore, the gross margin over that period was 53.1%.

EARN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ellington Residential Mortgage REIT reported a gross profit of 15.41M and revenue of 15.41M. Therefore, the gross margin over that period was 100.0%.

TF.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Timbercreek Financial Corp. reported an operating income of 8.66M and revenue of 33.01M, resulting in an operating margin of 26.2%.

EARN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ellington Residential Mortgage REIT reported an operating income of 6.24M and revenue of 15.41M, resulting in an operating margin of 40.5%.

TF.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Timbercreek Financial Corp. reported a net income of -1.15M and revenue of 33.01M, resulting in a net margin of -3.5%.

EARN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ellington Residential Mortgage REIT reported a net income of 4.28M and revenue of 15.41M, resulting in a net margin of 27.8%.