EFC-P-C vs SPY
Comparison between Ellington Financial Inc (EFC-P-C, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).
EFC-P-C vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Market Cap / Net Assets
EFC-P-C
$3.19B
Winner
SPY
$735B
Expense Ratio
EFC-P-C
N/A
SPY
0.09%
Max Drawdown
Winner
EFC-P-C
18.08%
SPY
56.47%
Sharpe Ratio
EFC-P-C
0.94
Winner
SPY
1.91
5Y Beta
Winner
EFC-P-C
0.10
SPY
1.00
P/E Ratio
Winner
EFC-P-C
15.87
SPY
28.68
Forward P/E
EFC-P-C
N/A
SPY
22.19
PEG Ratio
EFC-P-C
0.92
SPY
N/A
5Y Dividends CAGR
EFC-P-C
N/A
SPY
5.43%
5Y EPS CAGR
EFC-P-C
-17.48%
Winner
SPY
26.37%
Debt to Equity
Winner
EFC-P-C
0.00%
SPY
34.04%
Free Cash Flow Yield
EFC-P-C
-25.37%
SPY
N/A
P/S Ratio
EFC-P-C
N/A
SPY
3.76
P/B Ratio
EFC-P-C
N/A
SPY
5.55
EFC-P-C vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
EFC-P-C
+0.30%
Winner
SPY
+4.84%
3M
EFC-P-C
+1.35%
Winner
SPY
+9.57%
6M
EFC-P-C
+5.26%
Winner
SPY
+13.79%
1Y
EFC-P-C
+11.81%
Winner
SPY
+29.34%
5Y(CAGR)
EFC-P-C
N/A
SPY
+13.98%
10Y(CAGR)
EFC-P-C
N/A
SPY
+15.66%
Max(CAGR)
Winner
EFC-P-C
+10.40%
SPY
+8.53%
EFC-P-C vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | EFC-P-C | SPY |
|---|---|---|
| 2026 | +2.63% | +9.45% |
| 2025 | +8.50% | +18.00% |
| 2024 | +13.72% | +25.59% |
| 2023 | +7.24% | +26.72% |
| 2022 | N/A | -18.64% |
| 2021 | N/A | +30.52% |
| 2020 | N/A | +17.28% |
| 2019 | N/A | +31.09% |
| 2018 | N/A | -5.24% |
| 2017 | N/A | +20.78% |
| 2016 | N/A | +13.59% |
| 2015 | N/A | +1.31% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
EFC-P-C vs SPY 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 SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current EFC-P-C drawdown is -1.60%. The current SPY drawdown is -0.34%.
| Rank | EFC-P-C | SPY |
|---|---|---|
| #1 | -15.62% Feb 9, 2023 - Sep 19, 2023 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -7.59% Sep 29, 2023 - Dec 6, 2023 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -6.68% Mar 20, 2024 - Jun 6, 2024 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -5.34% Apr 2, 2025 - May 14, 2025 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -4.06% Mar 5, 2026 - Apr 14, 2026 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -3.72% May 14, 2025 - Jul 2, 2025 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -2.90% Nov 29, 2024 - Dec 30, 2024 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -2.88% Feb 13, 2024 - Mar 18, 2024 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -2.69% Oct 31, 2024 - Nov 27, 2024 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -2.58% Jan 29, 2024 - Feb 13, 2024 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -2.43% Dec 30, 2024 - Jan 24, 2025 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -2.31% Oct 1, 2024 - Oct 31, 2024 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -2.29% Apr 17, 2026 - Apr 20, 2026 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -2.05% Aug 1, 2024 - Aug 26, 2024 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -1.96% Jan 24, 2025 - Apr 1, 2025 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between EFC-P-C and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
Dividend Comparison (1999 - 2026)
EFC-P-C vs SPY dividend yield comparison.
| Year | EFC-P-C | SPY |
|---|---|---|
| 2026 | 2.12% | 0.24% |
| 2025 | 8.63% | 1.07% |
| 2024 | 8.68% | 1.21% |
| 2023 | 9.51% | 1.40% |
| 2022 | 0.00% | 1.65% |
| 2021 | 0.00% | 1.20% |
| 2020 | 0.00% | 1.52% |
| 2019 | 0.00% | 1.75% |
| 2018 | 0.00% | 2.04% |
| 2017 | 0.00% | 1.80% |
| 2016 | 0.00% | 2.03% |
| 2015 | 0.00% | 2.06% |
| 2014 | 0.00% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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