CNO-P-A vs EFC

Comparison between CNO Financial Group Inc (CNO-P-A, Company) and Ellington Financial Inc (EFC, Company).

5-Year PerformanceEFC has outperformed CNO-P-A, delivering a return of +5.5% compared to -2.8%

CNO-P-A vs EFC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CNO-P-A(COMPANY)	EFC(COMPANY)
Market Cap	$1.69B	$1.69B
Max Drawdown	47.12%	85.44%
Sharpe Ratio	0.11	0.76
5Y Beta	0.27	0.56
Industry	N/A	Reit - Mortgage
P/E Ratio	7.00	8.39
Forward P/E	N/A	9.07
PEG Ratio	N/A	0.49
Dividend Yield	N/A	11.50%
5Y Dividends CAGR	N/A	5.39%
5Y EPS CAGR	-5.72%	-17.48%
Debt to Equity	0.00%	0.00%
Free Cash Flow Yield	40.78%	-47.97%
P/S Ratio	N/A	4.24
P/B Ratio	N/A	1.00

Market Cap

CNO-P-A

$1.69B

Winner

EFC

$1.69B

Max Drawdown

Winner

CNO-P-A

47.12%

EFC

85.44%

Sharpe Ratio

CNO-P-A

0.11

Winner

EFC

0.76

5Y Beta

Winner

CNO-P-A

0.27

EFC

0.56

Industry

CNO-P-A

N/A

EFC

Reit - Mortgage

P/E Ratio

Winner

CNO-P-A

7.00

EFC

8.39

Forward P/E

CNO-P-A

N/A

EFC

9.07

PEG Ratio

CNO-P-A

N/A

EFC

0.49

Dividend Yield

CNO-P-A

N/A

EFC

11.50%

5Y Dividends CAGR

CNO-P-A

N/A

EFC

5.39%

5Y EPS CAGR

Winner

CNO-P-A

-5.72%

EFC

-17.48%

Debt to Equity

CNO-P-A

0.00%

EFC

0.00%

Free Cash Flow Yield

Winner

CNO-P-A

40.78%

EFC

-47.97%

P/S Ratio

CNO-P-A

N/A

EFC

4.24

P/B Ratio

CNO-P-A

N/A

EFC

1.00

CNO-P-A vs EFC - Historical Returns

Returns include dividend reinvestment.

Period	CNO-P-A	EFC
1 month	-2.28%	-0.01%
3 months	-3.30%	+15.15%
6 months	-6.74%	+4.57%
1 year	+3.37%	+15.85%
5 years(CAGR)	-2.81%	+5.52%
10 years(CAGR)	N/A	+9.42%
Max(CAGR)	-1.88%	+9.33%

CNO-P-A

-2.28%

Winner

EFC

-0.01%

CNO-P-A

-3.30%

Winner

EFC

+15.15%

CNO-P-A

-6.74%

Winner

EFC

+4.57%

CNO-P-A

+3.37%

Winner

EFC

+15.85%

5Y(CAGR)

CNO-P-A

-2.81%

Winner

EFC

+5.52%

10Y(CAGR)

CNO-P-A

N/A

EFC

+9.42%

Max(CAGR)

CNO-P-A

-1.88%

Winner

EFC

+9.33%

CNO-P-A vs EFC - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	CNO-P-A	EFC
2026	-6.74%	+4.57%
2025	+4.18%	+25.61%
2024	+17.33%	+10.28%
2023	+11.87%	+16.27%
2022	-31.93%	-19.96%
2021	+2.43%	+28.41%
2020	+0.11%	-9.48%
2019	N/A	+31.82%
2018	N/A	+17.30%
2017	N/A	+3.35%
2016	N/A	+3.69%
2015	N/A	-5.18%
2014	N/A	-1.37%
2013	N/A	+15.04%
2012	N/A	+43.81%
2011	N/A	-12.83%
2010	N/A	+5.93%

CNO-P-A vs EFC Drawdown Comparison

The maximum drawdown for CNO-P-A was -41.49%, occurring on May 4, 2023. This drawdown has not yet recovered.

The maximum drawdown for EFC was -79.07%, occurring on Mar 24, 2020. Recovery took 282 trading sessions.

The current CNO-P-A drawdown is -14.91%. The current EFC drawdown is -1.03%.

Rank	CNO-P-A	EFC
#1	-41.49% Jul 7, 2021 - May 4, 2023	-79.07% Feb 20, 2020 - Apr 5, 2021
#2	-7.90% Dec 21, 2020 - Jun 22, 2021	-34.16% Oct 12, 2021 - Aug 19, 2024
#3	-1.26% Nov 30, 2020 - Dec 16, 2020	-28.27% Feb 28, 2011 - Jun 11, 2012
#4	-0.11% Jun 24, 2021 - Jun 30, 2021	-26.90% Aug 29, 2014 - Jul 19, 2018
#5	N/A	-18.86% Feb 28, 2025 - Aug 13, 2025
#6	N/A	-17.67% Jan 16, 2026 - May 6, 2026
#7	N/A	-15.27% May 7, 2013 - Feb 10, 2014
#8	N/A	-8.70% Sep 16, 2024 - Feb 6, 2025
#9	N/A	-8.34% Jun 25, 2021 - Oct 12, 2021
#10	N/A	-7.89% Jul 12, 2019 - Sep 30, 2019
#11	N/A	-7.67% Oct 9, 2012 - Nov 30, 2012
#12	N/A	-7.17% Mar 18, 2014 - May 23, 2014
#13	N/A	-7.11% Aug 30, 2018 - Jan 24, 2019
#14	N/A	-6.61% Aug 22, 2025 - Nov 4, 2025
#15	N/A	-4.28% Aug 14, 2012 - Sep 14, 2012

Correlation

Correlation between CNO-P-A and EFC is 0.41 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.41

-101

Dividend Comparison (2010 - 2026)

CNO-P-A vs EFC dividend yield comparison.

Year	CNO-P-A	EFC
2026	3.74%	5.79%
2025	6.74%	11.49%
2024	6.69%	13.20%
2023	7.35%	14.16%
2022	7.58%	14.55%
2021	1.21%	9.60%
2020	0.00%	8.49%
2019	0.00%	9.87%
2018	0.00%	10.70%
2017	0.00%	12.13%
2016	0.00%	12.56%
2015	0.00%	14.60%
2014	0.00%	15.43%
2013	0.00%	16.89%
2012	0.00%	11.13%
2011	0.00%	14.62%
2010	0.00%	3.60%