DBRG-P-J vs EFC-P-C

Comparison between DigitalBridge Group Inc 7.125 Cum Red Perp Pfd Ser J (DBRG-P-J, Company) and Ellington Financial Inc (EFC-P-C, Company).

DBRG-P-J vs EFC-P-C - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBRG-P-J(COMPANY)	EFC-P-C(COMPANY)
Market Cap	$3.17B	$3.18B
Max Drawdown	45.14%	18.08%
Sharpe Ratio	-0.77	1.21
5Y Beta	0.24	0.10
P/E Ratio	34.26	15.82
PEG Ratio	N/A	0.92
5Y EPS CAGR	N/A	-17.48%
Debt to Equity	15.98%	0.00%
Free Cash Flow Yield	6.65%	-25.45%

Market Cap

DBRG-P-J

$3.17B

Winner

EFC-P-C

$3.18B

Max Drawdown

DBRG-P-J

45.14%

Winner

EFC-P-C

18.08%

Sharpe Ratio

DBRG-P-J

-0.77

Winner

EFC-P-C

1.21

5Y Beta

DBRG-P-J

0.24

Winner

EFC-P-C

0.10

P/E Ratio

DBRG-P-J

34.26

Winner

EFC-P-C

15.82

PEG Ratio

DBRG-P-J

N/A

EFC-P-C

0.92

5Y EPS CAGR

DBRG-P-J

N/A

EFC-P-C

-17.48%

Debt to Equity

DBRG-P-J

15.98%

Winner

EFC-P-C

0.00%

Free Cash Flow Yield

Winner

DBRG-P-J

6.65%

EFC-P-C

-25.45%

DBRG-P-J vs EFC-P-C - Historical Returns

Returns include dividend reinvestment.

Period	DBRG-P-J	EFC-P-C
1 month	-3.56%	+0.53%
3 months	-6.94%	+0.47%
6 months	-27.43%	+5.31%
1 year	-16.73%	+14.04%
5 years(CAGR)	-1.54%	N/A
Max(CAGR)	-1.54%	+10.49%

DBRG-P-J

-3.56%

Winner

EFC-P-C

+0.53%

DBRG-P-J

-6.94%

Winner

EFC-P-C

+0.47%

DBRG-P-J

-27.43%

Winner

EFC-P-C

+5.31%

DBRG-P-J

-16.73%

Winner

EFC-P-C

+14.04%

5Y(CAGR)

DBRG-P-J

-1.54%

EFC-P-C

N/A

Max(CAGR)

DBRG-P-J

-1.54%

Winner

EFC-P-C

+10.49%

DBRG-P-J vs EFC-P-C - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	DBRG-P-J	EFC-P-C
2026	-23.49%	+3.49%
2025	-4.00%	+8.50%
2024	+16.81%	+13.72%
2023	+29.63%	+7.24%
2022	-22.74%	N/A
2021	+6.89%	N/A

DBRG-P-J vs EFC-P-C Drawdown Comparison

The maximum drawdown for DBRG-P-J was -34.72%, occurring on May 26, 2026. This drawdown has not yet recovered.

The maximum drawdown for EFC-P-C was -15.62%, occurring on May 4, 2023. Recovery took 152 trading sessions.

The current DBRG-P-J drawdown is -29.23%. The current EFC-P-C drawdown is -0.78%.

Rank	DBRG-P-J	EFC-P-C
#1	-34.72% Feb 28, 2025 - May 26, 2026	-15.62% Feb 9, 2023 - Sep 19, 2023
#2	-27.44% Jan 7, 2022 - Dec 8, 2023	-7.59% Sep 29, 2023 - Dec 6, 2023
#3	-6.56% Mar 6, 2024 - Jun 28, 2024	-6.68% Mar 20, 2024 - Jun 6, 2024
#4	-5.19% Jul 3, 2024 - Aug 15, 2024	-5.34% Apr 2, 2025 - May 14, 2025
#5	-4.58% Sep 30, 2024 - Feb 26, 2025	-4.06% Mar 5, 2026 - Apr 14, 2026
#6	-4.00% Oct 29, 2021 - Dec 30, 2021	-3.72% May 14, 2025 - Jul 2, 2025
#7	-3.05% Jan 12, 2024 - Feb 15, 2024	-2.90% Nov 29, 2024 - Dec 30, 2024
#8	-2.44% Jul 1, 2021 - Aug 4, 2021	-2.88% Feb 13, 2024 - Mar 18, 2024
#9	-2.30% Aug 16, 2024 - Sep 16, 2024	-2.69% Oct 31, 2024 - Nov 27, 2024
#10	-2.02% Dec 12, 2023 - Dec 20, 2023	-2.58% Jan 29, 2024 - Feb 13, 2024
#11	-1.46% Aug 4, 2021 - Sep 23, 2021	-2.43% Dec 30, 2024 - Jan 24, 2025
#12	-1.33% Sep 17, 2024 - Sep 20, 2024	-2.31% Oct 1, 2024 - Oct 31, 2024
#13	-1.32% Oct 13, 2021 - Oct 29, 2021	-2.29% Apr 17, 2026 - Apr 20, 2026
#14	-1.18% Sep 24, 2024 - Sep 30, 2024	-2.05% Aug 1, 2024 - Aug 26, 2024
#15	-1.05% Dec 20, 2023 - Dec 29, 2023	-1.96% Jan 24, 2025 - Apr 1, 2025

Correlation

Correlation between DBRG-P-J and EFC-P-C is 0.35 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.35

-101