EFC-P-A vs AAP

Comparison between Ellington Financial Inc (EFC-P-A, Company) and Advance Auto Parts Inc (AAP, Company).

5-Year PerformanceEFC-P-A has outperformed AAP, delivering a return of +10.0% compared to -20.9%

EFC-P-A vs AAP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFC-P-A(COMPANY)	AAP(COMPANY)
Market Cap	$3.21B	$3.21B
Max Drawdown	77.01%	87.47%
Sharpe Ratio	0.73	0.07
5Y Beta	N/A	0.99
Industry	Other	Auto Parts
P/E Ratio	15.73	73.01
Forward P/E	N/A	21.37
PEG Ratio	0.47	1.52
Dividend Yield	N/A	1.74%
5Y Dividends CAGR	19.50%	-6.51%
5Y EPS CAGR	-17.19%	-37.70%
Debt to Equity	0.00%	154.27%
Free Cash Flow Yield	-19.23%	-5.45%
P/S Ratio	N/A	0.39
P/B Ratio	N/A	1.52

Market Cap

EFC-P-A

$3.21B

Winner

AAP

$3.21B

Max Drawdown

Winner

EFC-P-A

77.01%

AAP

87.47%

Sharpe Ratio

Winner

EFC-P-A

0.73

AAP

0.07

5Y Beta

EFC-P-A

N/A

AAP

0.99

Industry

EFC-P-A

Other

AAP

Auto Parts

P/E Ratio

Winner

EFC-P-A

15.73

AAP

73.01

Forward P/E

EFC-P-A

N/A

AAP

21.37

PEG Ratio

Winner

EFC-P-A

0.47

AAP

1.52

Dividend Yield

EFC-P-A

N/A

AAP

1.74%

5Y Dividends CAGR

Winner

EFC-P-A

19.50%

AAP

-6.51%

5Y EPS CAGR

Winner

EFC-P-A

-17.19%

AAP

-37.70%

Debt to Equity

Winner

EFC-P-A

0.00%

AAP

154.27%

Free Cash Flow Yield

EFC-P-A

-19.23%

Winner

AAP

-5.45%

P/S Ratio

EFC-P-A

N/A

AAP

0.39

P/B Ratio

EFC-P-A

N/A

AAP

1.52

EFC-P-A vs AAP - Historical Returns

Returns include dividend reinvestment.

Period	EFC-P-A	AAP
1 month	+0.04%	+2.04%
3 months	+2.07%	+14.23%
6 months	+3.95%	-3.07%
1 year	+9.50%	+1.42%
5 years(CAGR)	+10.01%	-20.94%
10 years(CAGR)	N/A	-9.04%
Max(CAGR)	+8.12%	+6.64%

EFC-P-A

+0.04%

Winner

AAP

+2.04%

EFC-P-A

+2.07%

Winner

AAP

+14.23%

Winner

EFC-P-A

+3.95%

AAP

-3.07%

Winner

EFC-P-A

+9.50%

AAP

+1.42%

5Y(CAGR)

Winner

EFC-P-A

+10.01%

AAP

-20.94%

10Y(CAGR)

EFC-P-A

N/A

AAP

-9.04%

Max(CAGR)

Winner

EFC-P-A

+8.12%

AAP

+6.64%

EFC-P-A vs AAP - Annual Returns (2001 - 2026)

Returns include dividend reinvestment.

Year	EFC-P-A	AAP
2026	+0.16%	+47.52%
2025	+11.13%	-16.54%
2024	+14.64%	-22.28%
2023	+32.53%	-58.89%
2022	-22.97%	-35.66%
2021	+26.33%	+54.84%
2020	-4.39%	-0.42%
2019	+2.58%	+1.57%
2018	N/A	+48.68%
2017	N/A	-41.44%
2016	N/A	+11.26%
2015	N/A	-4.93%
2014	N/A	+45.40%
2013	N/A	+53.10%
2012	N/A	+5.04%
2011	N/A	+6.71%
2010	N/A	+64.55%
2009	N/A	+19.28%
2008	N/A	-9.87%
2007	N/A	+7.45%
2006	N/A	-17.76%
2005	N/A	+49.69%
2004	N/A	+7.30%
2003	N/A	+63.32%
2002	N/A	+2.34%
2001	N/A	+19.30%

EFC-P-A vs AAP Drawdown Comparison

The maximum drawdown for EFC-P-A was -77.01%, occurring on Mar 24, 2020. Recovery took 249 trading sessions.

The maximum drawdown for AAP was -86.42%, occurring on Apr 8, 2025. This drawdown has not yet recovered.

The current EFC-P-A drawdown is -0.94%. The current AAP drawdown is -73.86%.

Rank	EFC-P-A	AAP
#1	-77.01% Feb 13, 2020 - Feb 9, 2021	-86.42% Jan 6, 2022 - Apr 8, 2025
#2	-27.66% Jan 10, 2022 - Dec 12, 2023	-62.17% Nov 2, 2015 - Apr 21, 2021
#3	-6.20% Feb 11, 2021 - Mar 10, 2021	-47.98% Aug 3, 2005 - Jul 22, 2009
#4	-6.08% Apr 3, 2025 - May 1, 2025	-39.25% May 15, 2002 - Jun 2, 2003
#5	-4.22% Nov 19, 2021 - Dec 31, 2021	-30.58% May 13, 2011 - Jan 11, 2012
#6	-3.70% Jul 28, 2021 - Oct 29, 2021	-28.93% Apr 27, 2012 - Oct 16, 2013
#7	-3.65% Apr 16, 2021 - Jun 16, 2021	-27.79% Jun 28, 2004 - Feb 17, 2005
#8	-3.46% Feb 23, 2024 - May 1, 2024	-22.34% Aug 3, 2009 - May 20, 2010
#9	-2.26% Jan 2, 2024 - Jan 19, 2024	-17.79% Dec 31, 2001 - Apr 19, 2002
#10	-2.08% Dec 19, 2023 - Jan 2, 2024	-12.18% Feb 10, 2015 - Jun 22, 2015
#11	-1.98% Jun 16, 2021 - Jul 16, 2021	-11.99% Dec 6, 2010 - May 11, 2011
#12	-1.77% Feb 2, 2024 - Feb 20, 2024	-10.29% Jul 3, 2014 - Aug 20, 2014
#13	-1.62% Jul 16, 2024 - Aug 16, 2024	-9.87% May 10, 2021 - Jul 1, 2021
#14	-1.58% Nov 4, 2021 - Nov 19, 2021	-9.79% Nov 15, 2021 - Dec 29, 2021
#15	-1.54% Apr 5, 2021 - Apr 8, 2021	-9.34% Feb 17, 2004 - Apr 21, 2004

Correlation

Correlation between EFC-P-A and AAP is -0.59 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.59

-101

Dividend Comparison (2006 - 2026)

EFC-P-A vs AAP dividend yield comparison.

Year	EFC-P-A	AAP
2026	0.00%	1.33%
2025	9.69%	2.54%
2024	7.66%	2.11%
2023	7.41%	3.28%
2022	9.01%	4.08%
2021	7.99%	1.35%
2020	5.55%	0.63%
2019	1.81%	0.15%
2018	0.00%	0.15%
2017	0.00%	0.24%
2016	0.00%	0.14%
2015	0.00%	0.16%
2014	0.00%	0.15%
2013	0.00%	0.22%
2012	0.00%	0.33%
2011	0.00%	0.34%
2010	0.00%	0.36%
2009	0.00%	0.59%
2008	0.00%	0.71%
2007	0.00%	0.63%
2006	0.00%	0.67%