EFC-P-C vs DBRG-P-J

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

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

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFC-P-C(COMPANY)	DBRG-P-J(COMPANY)
Market Cap	$3.18B	$3.17B
Max Drawdown	18.08%	45.14%
Sharpe Ratio	0.98	-1.32
5Y Beta	N/A	0.24
P/E Ratio	15.82	34.26
PEG Ratio	0.92	N/A
5Y EPS CAGR	-17.48%	N/A
Debt to Equity	0.00%	15.98%
Free Cash Flow Yield	-25.45%	6.65%

Market Cap

Winner

EFC-P-C

$3.18B

DBRG-P-J

$3.17B

Max Drawdown

Winner

EFC-P-C

18.08%

DBRG-P-J

45.14%

Sharpe Ratio

Winner

EFC-P-C

0.98

DBRG-P-J

-1.32

5Y Beta

EFC-P-C

N/A

DBRG-P-J

0.24

P/E Ratio

Winner

EFC-P-C

15.82

DBRG-P-J

34.26

PEG Ratio

EFC-P-C

0.92

DBRG-P-J

N/A

5Y EPS CAGR

EFC-P-C

-17.48%

DBRG-P-J

N/A

Debt to Equity

Winner

EFC-P-C

0.00%

DBRG-P-J

15.98%

Free Cash Flow Yield

EFC-P-C

-25.45%

Winner

DBRG-P-J

6.65%

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

Returns include dividend reinvestment.

Period	EFC-P-C	DBRG-P-J
1 month	+0.63%	-13.86%
3 months	+0.78%	-13.60%
6 months	+6.07%	-28.75%
1 year	+11.57%	-25.27%
5 years(CAGR)	N/A	-3.01%
Max(CAGR)	+10.51%	-3.01%

Winner

EFC-P-C

+0.63%

DBRG-P-J

-13.86%

Winner

EFC-P-C

+0.78%

DBRG-P-J

-13.60%

Winner

EFC-P-C

+6.07%

DBRG-P-J

-28.75%

Winner

EFC-P-C

+11.57%

DBRG-P-J

-25.27%

5Y(CAGR)

EFC-P-C

N/A

DBRG-P-J

-3.01%

Max(CAGR)

Winner

EFC-P-C

+10.51%

DBRG-P-J

-3.01%

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

Returns include dividend reinvestment.

Year	EFC-P-C	DBRG-P-J
2026	+3.09%	-28.94%
2025	+8.50%	-4.00%
2024	+13.72%	+16.81%
2023	+7.24%	+29.63%
2022	N/A	-22.74%
2021	N/A	+6.89%

EFC-P-C vs DBRG-P-J 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-J was -34.72%, occurring on May 26, 2026. This drawdown has not yet recovered.

The current EFC-P-C drawdown is -1.16%. The current DBRG-P-J drawdown is -34.27%.

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

Correlation

Correlation between EFC-P-C and DBRG-P-J is 0.41 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.41

-101