EFC vs CNO-P-A

Comparison between Ellington Financial Inc (EFC, Company) and CNO Financial Group Inc (CNO-P-A, Company).

5-Year PerformanceEFC has outperformed CNO-P-A, delivering a return of +5.5% compared to -2.8%

EFC vs CNO-P-A - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFC(COMPANY)	CNO-P-A(COMPANY)
Market Cap	$1.69B	$1.69B
Max Drawdown	85.44%	47.12%
Sharpe Ratio	0.76	0.11
5Y Beta	0.56	0.27
Industry	Reit - Mortgage	N/A
P/E Ratio	8.39	7.00
Forward P/E	9.07	N/A
PEG Ratio	0.49	N/A
Dividend Yield	11.50%	N/A
5Y Dividends CAGR	5.39%	N/A
5Y EPS CAGR	-17.48%	-5.72%
Debt to Equity	0.00%	0.00%
Free Cash Flow Yield	-47.97%	40.78%
P/S Ratio	4.24	N/A
P/B Ratio	1.00	N/A

Market Cap

Winner

EFC

$1.69B

CNO-P-A

$1.69B

Max Drawdown

EFC

85.44%

Winner

CNO-P-A

47.12%

Sharpe Ratio

Winner

EFC

0.76

CNO-P-A

0.11

5Y Beta

EFC

0.56

Winner

CNO-P-A

0.27

Industry

EFC

Reit - Mortgage

CNO-P-A

N/A

P/E Ratio

EFC

8.39

Winner

CNO-P-A

7.00

Forward P/E

EFC

9.07

CNO-P-A

N/A

PEG Ratio

EFC

0.49

CNO-P-A

N/A

Dividend Yield

EFC

11.50%

CNO-P-A

N/A

5Y Dividends CAGR

EFC

5.39%

CNO-P-A

N/A

5Y EPS CAGR

EFC

-17.48%

Winner

CNO-P-A

-5.72%

Debt to Equity

EFC

0.00%

CNO-P-A

0.00%

Free Cash Flow Yield

EFC

-47.97%

Winner

CNO-P-A

40.78%

P/S Ratio

EFC

4.24

CNO-P-A

N/A

P/B Ratio

EFC

1.00

CNO-P-A

N/A

EFC vs CNO-P-A - Historical Returns

Returns include dividend reinvestment.

Period	EFC	CNO-P-A
1 month	-0.01%	-2.28%
3 months	+15.15%	-3.30%
6 months	+4.57%	-6.74%
1 year	+15.85%	+3.37%
5 years(CAGR)	+5.52%	-2.81%
10 years(CAGR)	+9.42%	N/A
Max(CAGR)	+9.33%	-1.88%

Winner

EFC

-0.01%

CNO-P-A

-2.28%

Winner

EFC

+15.15%

CNO-P-A

-3.30%

Winner

EFC

+4.57%

CNO-P-A

-6.74%

Winner

EFC

+15.85%

CNO-P-A

+3.37%

5Y(CAGR)

Winner

EFC

+5.52%

CNO-P-A

-2.81%

10Y(CAGR)

EFC

+9.42%

CNO-P-A

N/A

Max(CAGR)

Winner

EFC

+9.33%

CNO-P-A

-1.88%

EFC vs CNO-P-A - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	EFC	CNO-P-A
2026	+4.57%	-6.74%
2025	+25.61%	+4.18%
2024	+10.28%	+17.33%
2023	+16.27%	+11.87%
2022	-19.96%	-31.93%
2021	+28.41%	+2.43%
2020	-9.48%	+0.11%
2019	+31.82%	N/A
2018	+17.30%	N/A
2017	+3.35%	N/A
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 CNO-P-A Drawdown Comparison

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

The maximum drawdown for CNO-P-A was -41.49%, occurring on May 4, 2023. This drawdown has not yet recovered.

The current EFC drawdown is -1.03%. The current CNO-P-A drawdown is -14.91%.

Rank	EFC	CNO-P-A
#1	-79.07% Feb 20, 2020 - Apr 5, 2021	-41.49% Jul 7, 2021 - May 4, 2023
#2	-34.16% Oct 12, 2021 - Aug 19, 2024	-7.90% Dec 21, 2020 - Jun 22, 2021
#3	-28.27% Feb 28, 2011 - Jun 11, 2012	-1.26% Nov 30, 2020 - Dec 16, 2020
#4	-26.90% Aug 29, 2014 - Jul 19, 2018	-0.11% Jun 24, 2021 - Jun 30, 2021
#5	-18.86% Feb 28, 2025 - Aug 13, 2025	N/A
#6	-17.67% Jan 16, 2026 - May 6, 2026	N/A
#7	-15.27% May 7, 2013 - Feb 10, 2014	N/A
#8	-8.70% Sep 16, 2024 - Feb 6, 2025	N/A
#9	-8.34% Jun 25, 2021 - Oct 12, 2021	N/A
#10	-7.89% Jul 12, 2019 - Sep 30, 2019	N/A
#11	-7.67% Oct 9, 2012 - Nov 30, 2012	N/A
#12	-7.17% Mar 18, 2014 - May 23, 2014	N/A
#13	-7.11% Aug 30, 2018 - Jan 24, 2019	N/A
#14	-6.61% Aug 22, 2025 - Nov 4, 2025	N/A
#15	-4.28% Aug 14, 2012 - Sep 14, 2012	N/A

Correlation

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

0.41

-101

Dividend Comparison (2010 - 2026)

EFC vs CNO-P-A dividend yield comparison.

Year	EFC	CNO-P-A
2026	5.79%	3.74%
2025	11.49%	6.74%
2024	13.20%	6.69%
2023	14.16%	7.35%
2022	14.55%	7.58%
2021	9.60%	1.21%
2020	8.49%	0.00%
2019	9.87%	0.00%
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%