EFC-P-D vs PENN

Comparison between Ellington Financial Inc (EFC-P-D, Company) and PENN Entertainment Inc (PENN, Company).

EFC-P-D vs PENN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFC-P-D(COMPANY)	PENN(COMPANY)
Market Cap	$2.88B	$2.86B
Max Drawdown	15.94%	92.86%
Sharpe Ratio	0.36	0.63
5Y Beta	0.10	1.45
Industry	N/A	Resorts & Casinos
P/E Ratio	14.33	-3.95
Forward P/E	N/A	12.32
PEG Ratio	0.83	1.01
5Y Dividends CAGR	N/A	166.42%
5Y EPS CAGR	-17.48%	N/A
Debt to Equity	0.00%	159.91%
Free Cash Flow Yield	-28.10%	20.57%
P/S Ratio	N/A	0.39
P/B Ratio	N/A	1.49

Market Cap

Winner

EFC-P-D

$2.88B

PENN

$2.86B

Max Drawdown

Winner

EFC-P-D

15.94%

PENN

92.86%

Sharpe Ratio

EFC-P-D

0.36

Winner

PENN

0.63

5Y Beta

Winner

EFC-P-D

0.10

PENN

1.45

Industry

EFC-P-D

N/A

PENN

Resorts & Casinos

P/E Ratio

EFC-P-D

14.33

Winner

PENN

-3.95

Forward P/E

EFC-P-D

N/A

PENN

12.32

PEG Ratio

Winner

EFC-P-D

0.83

PENN

1.01

5Y Dividends CAGR

EFC-P-D

N/A

PENN

166.42%

5Y EPS CAGR

EFC-P-D

-17.48%

PENN

N/A

Debt to Equity

Winner

EFC-P-D

0.00%

PENN

159.91%

Free Cash Flow Yield

EFC-P-D

-28.10%

Winner

PENN

20.57%

P/S Ratio

EFC-P-D

N/A

PENN

0.39

P/B Ratio

EFC-P-D

N/A

PENN

1.49

EFC-P-D vs PENN - Historical Returns

Returns include dividend reinvestment.

Period	EFC-P-D	PENN
1 month	+0.52%	+38.00%
3 months	-3.12%	+49.21%
6 months	+0.30%	+51.82%
1 year	+8.51%	+31.55%
5 years(CAGR)	N/A	-23.69%
10 years(CAGR)	N/A	+4.28%
Max(CAGR)	+13.77%	+15.22%

EFC-P-D

+0.52%

Winner

PENN

+38.00%

EFC-P-D

-3.12%

Winner

PENN

+49.21%

EFC-P-D

+0.30%

Winner

PENN

+51.82%

EFC-P-D

+8.51%

Winner

PENN

+31.55%

5Y(CAGR)

EFC-P-D

N/A

PENN

-23.69%

10Y(CAGR)

EFC-P-D

N/A

PENN

+4.28%

Max(CAGR)

EFC-P-D

+13.77%

Winner

PENN

+15.22%

EFC-P-D vs PENN - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	EFC-P-D	PENN
2026	-2.03%	+45.99%
2025	+8.06%	-23.34%
2024	+18.61%	-23.62%
2023	+9.78%	-11.10%
2022	N/A	-41.35%
2021	N/A	-35.90%
2020	N/A	+230.41%
2019	N/A	+31.41%
2018	N/A	-38.74%
2017	N/A	+122.20%
2016	N/A	-12.72%
2015	N/A	+18.84%
2014	N/A	-3.04%
2013	N/A	+23.08%
2012	N/A	+28.93%
2011	N/A	+10.00%
2010	N/A	+26.67%
2009	N/A	+18.47%
2008	N/A	-63.75%
2007	N/A	+45.24%
2006	N/A	+23.25%
2005	N/A	+10.57%
2004	N/A	+163.03%
2003	N/A	+37.46%
2002	N/A	+6.87%
2001	N/A	+194.28%
2000	N/A	+7.26%
1999	N/A	+3.22%

EFC-P-D vs PENN Drawdown Comparison

The maximum drawdown for EFC-P-D was -14.35%, occurring on Apr 9, 2025. Recovery took 162 trading sessions.

The maximum drawdown for PENN was -91.38%, occurring on Feb 13, 2026. This drawdown has not yet recovered.

The current EFC-P-D drawdown is -7.46%. The current PENN drawdown is -84.11%.

Rank	EFC-P-D	PENN
#1	-14.35% Jan 28, 2025 - Sep 19, 2025	-91.38% Mar 15, 2021 - Feb 13, 2026
#2	-12.02% Jun 20, 2024 - Dec 2, 2024	-88.19% Feb 13, 2020 - Aug 5, 2020
#3	-8.86% Oct 1, 2025 - May 28, 2026	-79.64% Jun 19, 2007 - Nov 13, 2013
#4	-7.69% Apr 4, 2024 - May 31, 2024	-54.14% Jul 13, 2018 - Feb 11, 2020
#5	-6.25% Jan 15, 2025 - Jan 28, 2025	-49.31% Oct 30, 2000 - May 8, 2001
#6	-5.73% Dec 26, 2023 - Mar 20, 2024	-48.92% Jul 3, 2001 - Dec 14, 2001
#7	-5.36% Mar 27, 2024 - Apr 4, 2024	-39.31% May 3, 2002 - Oct 21, 2002
#8	-4.92% Jun 5, 2024 - Jun 13, 2024	-38.56% Jul 14, 2015 - May 16, 2017
#9	-4.17% Dec 5, 2024 - Dec 20, 2024	-33.90% May 5, 2003 - Oct 29, 2003
#10	-3.47% Sep 26, 2025 - Oct 1, 2025	-32.94% Nov 18, 2013 - Jan 14, 2015
#11	-2.72% Dec 2, 2024 - Dec 5, 2024	-31.87% Jul 12, 2005 - Mar 7, 2006
#12	-2.06% Dec 30, 2024 - Jan 14, 2025	-28.86% Apr 20, 2006 - Jan 29, 2007
#13	-0.91% Mar 20, 2024 - Mar 27, 2024	-28.69% Sep 22, 2020 - Dec 8, 2020
#14	-0.90% Dec 14, 2023 - Dec 21, 2023	-28.43% Oct 21, 2002 - May 1, 2003
#15	-0.29% Jun 13, 2024 - Jun 20, 2024	-25.65% Jan 3, 2000 - Mar 28, 2000

Correlation

Correlation between EFC-P-D and PENN is -0.51 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.51

-101