EFC vs INVA

Comparison between Ellington Financial Inc (EFC, Company) and Innoviva Inc (INVA, Company).

EFC is from the Real Estate sector, while INVA is from the Healthcare sector.

5-Year PerformanceINVA has outperformed EFC, delivering a return of +12.5% compared to +5.7%

EFC vs INVA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFC(COMPANY)	INVA(COMPANY)
Market Cap	$1.70B	$1.70B
Max Drawdown	85.44%	84.32%
Sharpe Ratio	0.84	0.16
5Y Beta	0.57	0.19
Industry	Reit - Mortgage	Biotechnology
P/E Ratio	8.44	3.31
Forward P/E	9.07	11.42
PEG Ratio	0.49	0.33
Dividend Yield	11.70%	N/A
5Y Dividends CAGR	6.39%	N/A
5Y EPS CAGR	-17.48%	16.74%
Debt to Equity	0.00%	19.24%
Free Cash Flow Yield	-47.69%	10.72%
P/S Ratio	4.26	3.96
P/B Ratio	0.99	1.24

Market Cap

EFC

$1.70B

Winner

INVA

$1.70B

Max Drawdown

EFC

85.44%

Winner

INVA

84.32%

Sharpe Ratio

Winner

EFC

0.84

INVA

0.16

5Y Beta

EFC

0.57

Winner

INVA

0.19

Industry

EFC

Reit - Mortgage

INVA

Biotechnology

P/E Ratio

EFC

8.44

Winner

INVA

3.31

Forward P/E

Winner

EFC

9.07

INVA

11.42

PEG Ratio

EFC

0.49

Winner

INVA

0.33

Dividend Yield

EFC

11.70%

INVA

N/A

5Y Dividends CAGR

EFC

6.39%

INVA

N/A

5Y EPS CAGR

EFC

-17.48%

Winner

INVA

16.74%

Debt to Equity

Winner

EFC

0.00%

INVA

19.24%

Free Cash Flow Yield

EFC

-47.69%

Winner

INVA

10.72%

P/S Ratio

EFC

4.26

Winner

INVA

3.96

P/B Ratio

Winner

EFC

0.99

INVA

1.24

EFC vs INVA - Historical Returns

Returns include dividend reinvestment.

Period	EFC	INVA
1 month	+2.49%	+0.00%
3 months	+18.33%	+3.50%
6 months	+6.48%	+10.23%
1 year	+17.93%	+6.26%
5 years(CAGR)	+5.72%	+12.53%
10 years(CAGR)	+9.45%	+7.60%
Max(CAGR)	+9.41%	+2.41%

Winner

EFC

+2.49%

INVA

+0.00%

Winner

EFC

+18.33%

INVA

+3.50%

EFC

+6.48%

Winner

INVA

+10.23%

Winner

EFC

+17.93%

INVA

+6.26%

5Y(CAGR)

EFC

+5.72%

Winner

INVA

+12.53%

10Y(CAGR)

Winner

EFC

+9.45%

INVA

+7.60%

Max(CAGR)

Winner

EFC

+9.41%

INVA

+2.41%

EFC vs INVA - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	EFC	INVA
2026	+5.24%	+14.44%
2025	+25.61%	+14.89%
2024	+10.28%	+5.99%
2023	+16.27%	+20.87%
2022	-19.96%	-24.07%
2021	+28.41%	+38.22%
2020	-9.48%	-11.06%
2019	+31.82%	-18.15%
2018	+17.30%	+20.93%
2017	+3.35%	+27.38%
2016	+3.69%	+3.68%
2015	-5.18%	-20.54%
2014	-1.37%	-50.22%
2013	+15.04%	+58.87%
2012	+43.81%	+8.49%
2011	-12.83%	-13.91%
2010	+5.93%	+87.93%
2009	N/A	-7.50%
2008	N/A	-36.30%
2007	N/A	-37.82%
2006	N/A	+39.21%
2005	N/A	+26.87%
2004	N/A	-1.16%

EFC vs INVA Drawdown Comparison

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

The maximum drawdown for INVA was -84.32%, occurring on Nov 21, 2008. Recovery took 1504 trading sessions.

The current INVA drawdown is -28.79%.

Rank	EFC	INVA
#1	-79.07% Feb 20, 2020 - Apr 5, 2021	-84.32% May 22, 2007 - May 13, 2013
#2	-34.16% Oct 12, 2021 - Aug 19, 2024	-78.77% Jul 11, 2013 - Sep 29, 2015
#3	-28.27% Feb 28, 2011 - Jun 11, 2012	-26.22% Apr 5, 2006 - Oct 19, 2006
#4	-26.90% Aug 29, 2014 - Jul 19, 2018	-21.77% Feb 8, 2007 - May 22, 2007
#5	-18.86% Feb 28, 2025 - Aug 13, 2025	-20.78% May 14, 2013 - Jul 11, 2013
#6	-17.67% Jan 16, 2026 - May 6, 2026	-16.58% Oct 21, 2004 - Mar 8, 2005
#7	-15.27% May 7, 2013 - Feb 10, 2014	-13.06% Oct 25, 2005 - Jan 17, 2006
#8	-8.70% Sep 16, 2024 - Feb 6, 2025	-12.25% Mar 8, 2005 - Jul 25, 2005
#9	-8.34% Jun 25, 2021 - Oct 12, 2021	-10.48% Feb 9, 2006 - Apr 5, 2006
#10	-7.89% Jul 12, 2019 - Sep 30, 2019	-8.88% Oct 27, 2006 - Jan 12, 2007
#11	-7.67% Oct 9, 2012 - Nov 30, 2012	-5.70% Oct 7, 2004 - Oct 21, 2004
#12	-7.17% Mar 18, 2014 - May 23, 2014	-5.63% Aug 1, 2005 - Sep 15, 2005
#13	-7.11% Aug 30, 2018 - Jan 24, 2019	-5.52% Jan 16, 2007 - Feb 7, 2007
#14	-6.61% Aug 22, 2025 - Nov 4, 2025	-4.40% Sep 20, 2005 - Oct 14, 2005
#15	-4.28% Aug 14, 2012 - Sep 14, 2012	-2.38% Feb 2, 2006 - Feb 8, 2006

Correlation

Correlation between EFC and INVA is 0.10 which considered as a very weak or no correlation - the stocks move independently of each other.

0.10

-101

Dividend Comparison (2010 - 2026)

EFC vs INVA dividend yield comparison.

Year	EFC	INVA
2026	4.75%	0.00%
2025	11.49%	0.00%
2024	13.20%	0.00%
2023	14.16%	0.00%
2022	14.55%	0.00%
2021	9.60%	0.00%
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%	7.12%
2014	15.43%	42.91%
2013	16.89%	0.00%
2012	11.13%	0.00%
2011	14.62%	0.00%
2010	3.60%	0.00%