EFC-P-C vs DBRG-P-H

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

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

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFC-P-C(COMPANY)	DBRG-P-H(COMPANY)
Market Cap	$3.19B	$3.19B
Max Drawdown	18.08%	42.71%
Sharpe Ratio	0.94	-1.25
5Y Beta	0.10	0.23
P/E Ratio	15.87	34.41
PEG Ratio	0.92	N/A
5Y EPS CAGR	-17.48%	N/A
Debt to Equity	0.00%	15.98%
Free Cash Flow Yield	-25.37%	6.62%

Market Cap

Winner

EFC-P-C

$3.19B

DBRG-P-H

$3.19B

Max Drawdown

Winner

EFC-P-C

18.08%

DBRG-P-H

42.71%

Sharpe Ratio

Winner

EFC-P-C

0.94

DBRG-P-H

-1.25

5Y Beta

Winner

EFC-P-C

0.10

DBRG-P-H

0.23

P/E Ratio

Winner

EFC-P-C

15.87

DBRG-P-H

34.41

PEG Ratio

EFC-P-C

0.92

DBRG-P-H

N/A

5Y EPS CAGR

EFC-P-C

-17.48%

DBRG-P-H

N/A

Debt to Equity

Winner

EFC-P-C

0.00%

DBRG-P-H

15.98%

Free Cash Flow Yield

EFC-P-C

-25.37%

Winner

DBRG-P-H

6.62%

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

Returns include dividend reinvestment.

Period	EFC-P-C	DBRG-P-H
1 month	+0.30%	-8.86%
3 months	+1.35%	-16.81%
6 months	+5.26%	-27.70%
1 year	+11.81%	-26.65%
5 years(CAGR)	N/A	-2.65%
Max(CAGR)	+10.40%	-2.65%

Winner

EFC-P-C

+0.30%

DBRG-P-H

-8.86%

Winner

EFC-P-C

+1.35%

DBRG-P-H

-16.81%

Winner

EFC-P-C

+5.26%

DBRG-P-H

-27.70%

Winner

EFC-P-C

+11.81%

DBRG-P-H

-26.65%

5Y(CAGR)

EFC-P-C

N/A

DBRG-P-H

-2.65%

Max(CAGR)

Winner

EFC-P-C

+10.40%

DBRG-P-H

-2.65%

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

Returns include dividend reinvestment.

Year	EFC-P-C	DBRG-P-H
2026	+2.63%	-27.73%
2025	+8.50%	-4.43%
2024	+13.72%	+17.18%
2023	+7.24%	+30.67%
2022	N/A	-19.40%
2021	N/A	+4.28%

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

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

The maximum drawdown for DBRG-P-H was -34.34%, occurring on May 22, 2026. This drawdown has not yet recovered.

The current EFC-P-C drawdown is -1.60%. The current DBRG-P-H drawdown is -34.34%.

Rank	EFC-P-C	DBRG-P-H
#1	-15.62% Feb 9, 2023 - Sep 19, 2023	-34.34% Feb 28, 2025 - May 22, 2026
#2	-7.59% Sep 29, 2023 - Dec 6, 2023	-24.94% Aug 4, 2022 - Nov 3, 2023
#3	-6.68% Mar 20, 2024 - Jun 6, 2024	-15.35% Jan 21, 2022 - Aug 4, 2022
#4	-5.34% Apr 2, 2025 - May 14, 2025	-6.92% Mar 5, 2024 - Jul 1, 2024
#5	-4.06% Mar 5, 2026 - Apr 14, 2026	-5.23% Jul 3, 2024 - Aug 15, 2024
#6	-3.72% May 14, 2025 - Jul 2, 2025	-4.58% Oct 15, 2024 - Feb 28, 2025
#7	-2.90% Nov 29, 2024 - Dec 30, 2024	-3.36% Nov 3, 2023 - Nov 30, 2023
#8	-2.88% Feb 13, 2024 - Mar 18, 2024	-2.79% Jan 10, 2024 - Feb 15, 2024
#9	-2.69% Oct 31, 2024 - Nov 27, 2024	-2.69% Sep 30, 2024 - Oct 11, 2024
#10	-2.58% Jan 29, 2024 - Feb 13, 2024	-2.67% Oct 29, 2021 - Dec 31, 2021
#11	-2.43% Dec 30, 2024 - Jan 24, 2025	-2.08% Dec 12, 2023 - Dec 27, 2023
#12	-2.31% Oct 1, 2024 - Oct 31, 2024	-1.95% Aug 4, 2021 - Sep 16, 2021
#13	-2.29% Apr 17, 2026 - Apr 20, 2026	-1.73% Jun 29, 2021 - Aug 2, 2021
#14	-2.05% Aug 1, 2024 - Aug 26, 2024	-1.42% Aug 16, 2024 - Sep 13, 2024
#15	-1.96% Jan 24, 2025 - Apr 1, 2025	-1.27% Nov 30, 2023 - Dec 7, 2023

Correlation

Correlation between EFC-P-C and DBRG-P-H is 0.42 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.42

-101