EFC vs DAO

Comparison between Ellington Financial Inc (EFC, Company) and Youdao Inc (DAO, Company).

EFC is from the Real Estate sector, while DAO is from the Consumer Defensive sector.

5-Year PerformanceEFC has outperformed DAO, delivering a return of +6.6% compared to -8.1%

EFC vs DAO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFC(COMPANY)	DAO(COMPANY)
Market Cap	$1.71B	$1.71B
Max Drawdown	85.44%	93.46%
Sharpe Ratio	0.70	1.18
5Y Beta	0.56	0.60
Industry	Reit - Mortgage	Education & Training Services
P/E Ratio	8.50	123.55
Forward P/E	9.07	N/A
PEG Ratio	0.50	3.69
Dividend Yield	11.50%	N/A
5Y Dividends CAGR	5.39%	N/A
5Y EPS CAGR	-17.48%	N/A
Debt to Equity	0.00%	0.00%
Free Cash Flow Yield	-47.38%	0.25%
P/S Ratio	4.34	0.29
P/B Ratio	1.00	60.14

Market Cap

EFC

$1.71B

Winner

DAO

$1.71B

Max Drawdown

Winner

EFC

85.44%

DAO

93.46%

Sharpe Ratio

EFC

0.70

Winner

DAO

1.18

5Y Beta

Winner

EFC

0.56

DAO

0.60

Industry

EFC

Reit - Mortgage

DAO

Education & Training Services

P/E Ratio

Winner

EFC

8.50

DAO

123.55

Forward P/E

EFC

9.07

DAO

N/A

PEG Ratio

Winner

EFC

0.50

DAO

3.69

Dividend Yield

EFC

11.50%

DAO

N/A

5Y Dividends CAGR

EFC

5.39%

DAO

N/A

5Y EPS CAGR

EFC

-17.48%

DAO

N/A

Debt to Equity

EFC

0.00%

DAO

0.00%

Free Cash Flow Yield

EFC

-47.38%

Winner

DAO

0.25%

P/S Ratio

EFC

4.34

Winner

DAO

0.29

P/B Ratio

Winner

EFC

1.00

DAO

60.14

EFC vs DAO - Historical Returns

Returns include dividend reinvestment.

Period	EFC	DAO
1 month	+2.36%	+35.91%
3 months	+7.34%	+44.08%
6 months	+2.37%	+33.98%
1 year	+15.36%	+70.24%
5 years(CAGR)	+6.64%	-8.10%
10 years(CAGR)	+9.43%	N/A
Max(CAGR)	+9.31%	+2.84%

EFC

+2.36%

Winner

DAO

+35.91%

EFC

+7.34%

Winner

DAO

+44.08%

EFC

+2.37%

Winner

DAO

+33.98%

EFC

+15.36%

Winner

DAO

+70.24%

5Y(CAGR)

Winner

EFC

+6.64%

DAO

-8.10%

10Y(CAGR)

EFC

+9.43%

DAO

N/A

Max(CAGR)

Winner

EFC

+9.31%

DAO

+2.84%

EFC vs DAO - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	EFC	DAO
2026	+4.69%	+34.58%
2025	+25.61%	+41.37%
2024	+10.28%	+98.39%
2023	+16.27%	-31.48%
2022	-19.96%	-58.10%
2021	+28.41%	-51.55%
2020	-9.48%	+76.87%
2019	+31.82%	+12.64%
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 DAO Drawdown Comparison

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

The maximum drawdown for DAO was -93.46%, occurring on Sep 16, 2024. This drawdown has not yet recovered.

The current EFC drawdown is -1.64%. The current DAO drawdown is -67.18%.

Rank	EFC	DAO
#1	-79.07% Feb 20, 2020 - Apr 5, 2021	-93.46% Aug 3, 2020 - Sep 16, 2024
#2	-34.16% Oct 12, 2021 - Aug 19, 2024	-48.00% Feb 10, 2020 - Jun 15, 2020
#3	-28.27% Feb 28, 2011 - Jun 11, 2012	-15.32% Nov 5, 2019 - Jan 7, 2020
#4	-26.90% Aug 29, 2014 - Jul 19, 2018	-13.37% Jul 21, 2020 - Jul 31, 2020
#5	-18.86% Feb 28, 2025 - Aug 13, 2025	-7.58% Jul 10, 2020 - Jul 21, 2020
#6	-17.67% Jan 16, 2026 - May 6, 2026	-5.23% Jun 30, 2020 - Jul 6, 2020
#7	-15.27% May 7, 2013 - Feb 10, 2014	-4.97% Jan 13, 2020 - Feb 7, 2020
#8	-8.70% Sep 16, 2024 - Feb 6, 2025	-4.93% Oct 30, 2019 - Nov 5, 2019
#9	-8.34% Jun 25, 2021 - Oct 12, 2021	-3.78% Jul 6, 2020 - Jul 8, 2020
#10	-7.89% Jul 12, 2019 - Sep 30, 2019	-3.44% Jun 17, 2020 - Jun 23, 2020
#11	-7.67% Oct 9, 2012 - Nov 30, 2012	-3.08% Jun 23, 2020 - Jun 29, 2020
#12	-7.17% Mar 18, 2014 - May 23, 2014	-1.32% Jan 7, 2020 - Jan 13, 2020
#13	-7.11% Aug 30, 2018 - Jan 24, 2019	-0.80% Oct 25, 2019 - Oct 29, 2019
#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 DAO is -0.43 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.43

-101