EFC vs BY

Comparison between Ellington Financial Inc (EFC, Company) and Byline Bancorp Inc (BY, Company).

EFC is from the Real Estate sector, while BY is from the Financial Services sector.

5-Year PerformanceBY has outperformed EFC, delivering a return of +12.2% compared to +6.6%

EFC vs BY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFC(COMPANY)	BY(COMPANY)
Market Cap	$1.71B	$1.70B
Max Drawdown	85.44%	64.86%
Sharpe Ratio	0.70	1.36
5Y Beta	0.56	0.83
Industry	Reit - Mortgage	Banks - Regional
P/E Ratio	8.50	12.29
Forward P/E	9.07	9.59
PEG Ratio	0.50	0.86
Dividend Yield	11.50%	1.10%
5Y Dividends CAGR	5.39%	29.20%
5Y EPS CAGR	-17.48%	15.90%
Debt to Equity	0.00%	0.00%
Free Cash Flow Yield	-47.38%	9.70%
P/S Ratio	4.34	3.99
P/B Ratio	1.00	1.32

Market Cap

Winner

EFC

$1.71B

$1.70B

Max Drawdown

EFC

85.44%

Winner

64.86%

Sharpe Ratio

EFC

0.70

Winner

1.36

5Y Beta

Winner

EFC

0.56

0.83

Industry

EFC

Reit - Mortgage

Banks - Regional

P/E Ratio

Winner

EFC

8.50

12.29

Forward P/E

Winner

EFC

9.07

9.59

PEG Ratio

Winner

EFC

0.50

0.86

Dividend Yield

Winner

EFC

11.50%

1.10%

5Y Dividends CAGR

EFC

5.39%

Winner

29.20%

5Y EPS CAGR

EFC

-17.48%

Winner

15.90%

Debt to Equity

EFC

0.00%

Free Cash Flow Yield

EFC

-47.38%

Winner

9.70%

P/S Ratio

EFC

4.34

Winner

3.99

P/B Ratio

Winner

EFC

1.00

1.32

EFC vs BY - Historical Returns

Returns include dividend reinvestment.

Period	EFC	BY
1 month	+2.36%	+7.38%
3 months	+7.34%	+15.35%
6 months	+2.37%	+21.49%
1 year	+15.36%	+39.15%
5 years(CAGR)	+6.64%	+12.19%
10 years(CAGR)	+9.43%	+8.46%
Max(CAGR)	+9.31%	+8.46%

EFC

+2.36%

Winner

+7.38%

EFC

+7.34%

Winner

+15.35%

EFC

+2.37%

Winner

+21.49%

EFC

+15.36%

Winner

+39.15%

5Y(CAGR)

EFC

+6.64%

Winner

+12.19%

10Y(CAGR)

Winner

EFC

+9.43%

+8.46%

Max(CAGR)

Winner

EFC

+9.31%

+8.46%

EFC vs BY - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	EFC	BY
2026	+4.69%	+32.16%
2025	+25.61%	+4.10%
2024	+10.28%	+25.16%
2023	+16.27%	+5.42%
2022	-19.96%	-16.15%
2021	+28.41%	+77.58%
2020	-9.48%	-20.02%
2019	+31.82%	+16.67%
2018	+17.30%	-27.12%
2017	+3.35%	+14.56%
2016	+3.69%	N/A
2015	-5.18%	N/A
2014	-1.37%	N/A
2013	+15.04%	N/A
2012	+43.81%	N/A
2011	-12.83%	N/A
2010	+5.93%	N/A

EFC vs BY Drawdown Comparison

The maximum drawdown for EFC was -79.07%, occurring on Mar 24, 2020. Recovery took 282 trading sessions.

The maximum drawdown for BY was -64.80%, occurring on Mar 18, 2020. Recovery took 782 trading sessions.

The current EFC drawdown is -1.64%. The current BY drawdown is -1.60%.

Rank	EFC	BY
#1	-79.07% Feb 20, 2020 - Apr 5, 2021	-64.80% Jun 21, 2018 - Jul 30, 2021
#2	-34.16% Oct 12, 2021 - Aug 19, 2024	-40.74% Jan 7, 2022 - Jul 17, 2024
#3	-28.27% Feb 28, 2011 - Jun 11, 2012	-27.23% Nov 11, 2024 - Jan 21, 2026
#4	-26.90% Aug 29, 2014 - Jul 19, 2018	-13.91% Jul 26, 2024 - Nov 6, 2024
#5	-18.86% Feb 28, 2025 - Aug 13, 2025	-13.66% Mar 20, 2018 - Jun 21, 2018
#6	-17.67% Jan 16, 2026 - May 6, 2026	-11.28% Aug 12, 2021 - Oct 29, 2021
#7	-15.27% May 7, 2013 - Feb 10, 2014	-10.47% Feb 9, 2026 - Apr 17, 2026
#8	-8.70% Sep 16, 2024 - Feb 6, 2025	-9.83% Sep 12, 2017 - Dec 1, 2017
#9	-8.34% Jun 25, 2021 - Oct 12, 2021	-9.19% Nov 24, 2021 - Jan 6, 2022
#10	-7.89% Jul 12, 2019 - Sep 30, 2019	-8.72% Dec 5, 2017 - Feb 26, 2018
#11	-7.67% Oct 9, 2012 - Nov 30, 2012	-5.11% Apr 17, 2026 - Jun 5, 2026
#12	-7.17% Mar 18, 2014 - May 23, 2014	-5.11% Jul 18, 2017 - Aug 16, 2017
#13	-7.11% Aug 30, 2018 - Jan 24, 2019	-4.51% Jul 1, 2026 - Jul 16, 2026
#14	-6.61% Aug 22, 2025 - Nov 4, 2025	-4.17% Nov 6, 2024 - Nov 11, 2024
#15	-4.28% Aug 14, 2012 - Sep 14, 2012	-3.66% Jul 30, 2021 - Aug 6, 2021

Correlation

Correlation between EFC and BY is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2010 - 2026)

EFC vs BY dividend yield comparison.

Year	EFC	BY
2026	5.78%	0.63%
2025	11.49%	1.37%
2024	13.20%	1.24%
2023	14.16%	1.53%
2022	14.55%	1.57%
2021	9.60%	1.10%
2020	8.49%	0.78%
2019	9.87%	0.15%
2018	10.70%	0.00%
2017	12.13%	0.00%
2016	12.56%	0.00%
2015	14.60%	0.00%
2014	15.43%	0.00%
2013	16.89%	0.00%
2012	11.13%	0.00%
2011	14.62%	0.00%
2010	3.60%	0.00%