CODI-P-B vs EFC

Comparison between Compass Diversified Holdings (CODI-P-B, Company) and Ellington Financial Inc (EFC, Company).

5-Year PerformanceEFC has outperformed CODI-P-B, delivering a return of +5.7% compared to +5.4%

CODI-P-B vs EFC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CODI-P-B(COMPANY)	EFC(COMPANY)
Market Cap	$1.69B	$1.70B
Max Drawdown	53.91%	85.44%
Sharpe Ratio	1.48	0.84
5Y Beta	0.23	0.57
Industry	Other	Reit - Mortgage
P/E Ratio	-23.54	8.44
Forward P/E	N/A	9.07
PEG Ratio	N/A	0.49
Dividend Yield	N/A	11.70%
5Y Dividends CAGR	4.56%	6.39%
5Y EPS CAGR	N/A	-17.48%
Debt to Equity	464.24%	0.00%
Free Cash Flow Yield	0.60%	-47.69%
P/S Ratio	N/A	4.26
P/B Ratio	N/A	0.99

Market Cap

CODI-P-B

$1.69B

Winner

EFC

$1.70B

Max Drawdown

Winner

CODI-P-B

53.91%

EFC

85.44%

Sharpe Ratio

Winner

CODI-P-B

1.48

EFC

0.84

5Y Beta

Winner

CODI-P-B

0.23

EFC

0.57

Industry

CODI-P-B

Other

EFC

Reit - Mortgage

P/E Ratio

Winner

CODI-P-B

-23.54

EFC

8.44

Forward P/E

CODI-P-B

N/A

EFC

9.07

PEG Ratio

CODI-P-B

N/A

EFC

0.49

Dividend Yield

CODI-P-B

N/A

EFC

11.70%

5Y Dividends CAGR

CODI-P-B

4.56%

Winner

EFC

6.39%

5Y EPS CAGR

CODI-P-B

N/A

EFC

-17.48%

Debt to Equity

CODI-P-B

464.24%

Winner

EFC

0.00%

Free Cash Flow Yield

Winner

CODI-P-B

0.60%

EFC

-47.69%

P/S Ratio

CODI-P-B

N/A

EFC

4.26

P/B Ratio

CODI-P-B

N/A

EFC

0.99

CODI-P-B vs EFC - Historical Returns

Returns include dividend reinvestment.

Period	CODI-P-B	EFC
1 month	+1.01%	+2.49%
3 months	+14.37%	+18.33%
6 months	+25.53%	+6.48%
1 year	+40.31%	+17.93%
5 years(CAGR)	+5.43%	+5.72%
10 years(CAGR)	+7.32%	+9.45%
Max(CAGR)	+7.32%	+9.41%

CODI-P-B

+1.01%

Winner

EFC

+2.49%

CODI-P-B

+14.37%

Winner

EFC

+18.33%

Winner

CODI-P-B

+25.53%

EFC

+6.48%

Winner

CODI-P-B

+40.31%

EFC

+17.93%

5Y(CAGR)

CODI-P-B

+5.43%

Winner

EFC

+5.72%

10Y(CAGR)

CODI-P-B

+7.32%

Winner

EFC

+9.45%

Max(CAGR)

CODI-P-B

+7.32%

Winner

EFC

+9.41%

CODI-P-B vs EFC - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	CODI-P-B	EFC
2026	+30.22%	+5.24%
2025	-19.19%	+25.61%
2024	+5.44%	+10.28%
2023	+12.08%	+16.27%
2022	-10.58%	-19.96%
2021	+18.18%	+28.41%
2020	+6.78%	-9.48%
2019	+44.67%	+31.82%
2018	-18.92%	+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%

CODI-P-B vs EFC Drawdown Comparison

The maximum drawdown for CODI-P-B was -45.93%, occurring on May 21, 2025. Recovery took 316 trading sessions.

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

The current CODI-P-B drawdown is -0.87%.

Rank	CODI-P-B	EFC
#1	-45.93% Jan 16, 2025 - Apr 22, 2026	-79.07% Feb 20, 2020 - Apr 5, 2021
#2	-44.32% Jan 31, 2020 - Nov 16, 2020	-34.16% Oct 12, 2021 - Aug 19, 2024
#3	-25.94% Mar 6, 2018 - Feb 13, 2019	-28.27% Feb 28, 2011 - Jun 11, 2012
#4	-13.09% Aug 2, 2022 - Jun 30, 2023	-26.90% Aug 29, 2014 - Jul 19, 2018
#5	-8.35% Jun 30, 2023 - Jan 26, 2024	-18.86% Feb 28, 2025 - Aug 13, 2025
#6	-7.82% Feb 15, 2019 - Jun 7, 2019	-17.67% Jan 16, 2026 - May 6, 2026
#7	-7.30% Dec 23, 2021 - Jul 29, 2022	-15.27% May 7, 2013 - Feb 10, 2014
#8	-5.88% Jul 30, 2024 - Jan 16, 2025	-8.70% Sep 16, 2024 - Feb 6, 2025
#9	-4.25% Mar 20, 2024 - Apr 30, 2024	-8.34% Jun 25, 2021 - Oct 12, 2021
#10	-3.94% Apr 30, 2024 - Jul 26, 2024	-7.89% Jul 12, 2019 - Sep 30, 2019
#11	-3.79% Sep 29, 2021 - Nov 3, 2021	-7.67% Oct 9, 2012 - Nov 30, 2012
#12	-3.71% Nov 10, 2021 - Dec 2, 2021	-7.17% Mar 18, 2014 - May 23, 2014
#13	-3.66% Apr 23, 2026 - May 20, 2026	-7.11% Aug 30, 2018 - Jan 24, 2019
#14	-2.80% Feb 29, 2024 - Mar 20, 2024	-6.61% Aug 22, 2025 - Nov 4, 2025
#15	-2.75% Jul 12, 2021 - Aug 4, 2021	-4.28% Aug 14, 2012 - Sep 14, 2012

Correlation

Correlation between CODI-P-B and EFC is 0.73 which considered as a strong positive correlation - the stocks tend to move together.

0.73

-101

Dividend Comparison (2010 - 2026)

CODI-P-B vs EFC dividend yield comparison.

Year	CODI-P-B	EFC
2026	4.36%	4.75%
2025	11.09%	11.49%
2024	8.12%	13.20%
2023	8.07%	14.16%
2022	8.54%	14.55%
2021	7.06%	9.60%
2020	7.75%	8.49%
2019	7.63%	9.87%
2018	6.47%	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%