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EFC-P-A vs SPY

Comparison between Ellington Financial Inc (EFC-P-A, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed EFC-P-A, delivering a return of +14.0% compared to +10.0%

EFC-P-A vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
EFC-P-A
$3.14B
Winner
SPY
$735B
Expense Ratio
EFC-P-A
N/A
SPY
0.09%
Max Drawdown
EFC-P-A
77.01%
Winner
SPY
56.47%
Sharpe Ratio
EFC-P-A
0.73
Winner
SPY
1.91
5Y Beta
EFC-P-A
N/A
SPY
1.00
Industry
EFC-P-A
Other
SPY
N/A
P/E Ratio
Winner
EFC-P-A
15.61
SPY
28.68
Forward P/E
EFC-P-A
N/A
SPY
22.19
PEG Ratio
EFC-P-A
0.91
SPY
N/A
5Y Dividends CAGR
Winner
EFC-P-A
19.50%
SPY
5.43%
5Y EPS CAGR
EFC-P-A
-17.48%
Winner
SPY
26.37%
Debt to Equity
Winner
EFC-P-A
0.00%
SPY
34.04%
Free Cash Flow Yield
EFC-P-A
-25.79%
SPY
N/A
P/S Ratio
EFC-P-A
N/A
SPY
3.76
P/B Ratio
EFC-P-A
N/A
SPY
5.55

EFC-P-A vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
EFC-P-A
+0.04%
Winner
SPY
+4.84%
3M
EFC-P-A
+2.07%
Winner
SPY
+9.57%
6M
EFC-P-A
+3.95%
Winner
SPY
+13.79%
1Y
EFC-P-A
+9.50%
Winner
SPY
+29.34%
5Y(CAGR)
EFC-P-A
+10.01%
Winner
SPY
+13.98%
10Y(CAGR)
EFC-P-A
N/A
SPY
+15.66%
Max(CAGR)
EFC-P-A
+8.12%
Winner
SPY
+8.53%

EFC-P-A vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearEFC-P-ASPY
2026+0.16%+9.45%
2025+11.13%+18.00%
2024+14.64%+25.59%
2023+32.53%+26.72%
2022-22.97%-18.64%
2021+26.33%+30.52%
2020-4.39%+17.28%
2019+2.58%+31.09%
2018N/A-5.24%
2017N/A+20.78%
2016N/A+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

EFC-P-A vs SPY 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 SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current EFC-P-A drawdown is -0.94%. The current SPY drawdown is -0.34%.

RankEFC-P-ASPY
#1-77.01%
Feb 13, 2020 - Feb 9, 2021		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-27.66%
Jan 10, 2022 - Dec 12, 2023		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-6.20%
Feb 11, 2021 - Mar 10, 2021		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-6.08%
Apr 3, 2025 - May 1, 2025		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-4.22%
Nov 19, 2021 - Dec 31, 2021		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-3.70%
Jul 28, 2021 - Oct 29, 2021		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-3.65%
Apr 16, 2021 - Jun 16, 2021		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-3.46%
Feb 23, 2024 - May 1, 2024		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-2.26%
Jan 2, 2024 - Jan 19, 2024		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-2.08%
Dec 19, 2023 - Jan 2, 2024		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-1.98%
Jun 16, 2021 - Jul 16, 2021		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-1.77%
Feb 2, 2024 - Feb 20, 2024		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-1.62%
Jul 16, 2024 - Aug 16, 2024		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-1.58%
Nov 4, 2021 - Nov 19, 2021		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-1.54%
Apr 5, 2021 - Apr 8, 2021		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between EFC-P-A and SPY is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (1999 - 2026)

EFC-P-A vs SPY dividend yield comparison.

YearEFC-P-ASPY
20260.00%0.24%
20259.69%1.07%
20247.66%1.21%
20237.41%1.40%
20229.01%1.65%
20217.99%1.20%
20205.55%1.52%
20191.81%1.75%
20180.00%2.04%
20170.00%1.80%
20160.00%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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