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EFC vs SPY

Comparison between Ellington Financial Inc (EFC, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed EFC, delivering a return of +13.4% compared to +5.7%

EFC vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
EFC
$1.70B
Winner
SPY
$784B
Expense Ratio
EFC
N/A
SPY
0.09%
Max Drawdown
EFC
85.44%
Winner
SPY
56.47%
Sharpe Ratio
EFC
0.84
Winner
SPY
1.56
5Y Beta
Winner
EFC
0.57
SPY
1.00
Industry
EFC
Reit - Mortgage
SPY
N/A
P/E Ratio
Winner
EFC
8.44
SPY
28.29
Forward P/E
Winner
EFC
9.07
SPY
21.75
PEG Ratio
EFC
0.49
SPY
N/A
Dividend Yield
EFC
11.70%
SPY
N/A
5Y Dividends CAGR
Winner
EFC
6.39%
SPY
5.43%
5Y EPS CAGR
EFC
-17.48%
Winner
SPY
25.98%
Debt to Equity
Winner
EFC
0.00%
SPY
30.79%
Free Cash Flow Yield
EFC
-47.69%
SPY
N/A
P/S Ratio
EFC
4.26
Winner
SPY
3.79
P/B Ratio
Winner
EFC
0.99
SPY
5.67

EFC vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EFC
+2.49%
SPY
+0.48%
3M
Winner
EFC
+18.33%
SPY
+11.67%
6M
EFC
+6.48%
Winner
SPY
+9.42%
1Y
EFC
+17.93%
Winner
SPY
+24.27%
5Y(CAGR)
EFC
+5.72%
Winner
SPY
+13.36%
10Y(CAGR)
EFC
+9.45%
Winner
SPY
+15.42%
Max(CAGR)
Winner
EFC
+9.41%
SPY
+8.49%

EFC vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearEFCSPY
2026+5.24%+8.88%
2025+25.61%+18.00%
2024+10.28%+25.59%
2023+16.27%+26.72%
2022-19.96%-18.64%
2021+28.41%+30.52%
2020-9.48%+17.28%
2019+31.82%+31.09%
2018+17.30%-5.24%
2017+3.35%+20.78%
2016+3.69%+13.59%
2015-5.18%+1.31%
2014-1.37%+14.56%
2013+15.04%+29.00%
2012+43.81%+14.17%
2011-12.83%+0.85%
2010+5.93%+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

EFC vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current SPY drawdown is -2.35%.

RankEFCSPY
#1-79.07%
Feb 20, 2020 - Apr 5, 2021		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-34.16%
Oct 12, 2021 - Aug 19, 2024		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-28.27%
Feb 28, 2011 - Jun 11, 2012		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-26.90%
Aug 29, 2014 - Jul 19, 2018		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-18.86%
Feb 28, 2025 - Aug 13, 2025		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-17.67%
Jan 16, 2026 - May 6, 2026		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-15.27%
May 7, 2013 - Feb 10, 2014		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-8.70%
Sep 16, 2024 - Feb 6, 2025		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-8.34%
Jun 25, 2021 - Oct 12, 2021		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-7.89%
Jul 12, 2019 - Sep 30, 2019		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-7.67%
Oct 9, 2012 - Nov 30, 2012		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-7.17%
Mar 18, 2014 - May 23, 2014		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-7.11%
Aug 30, 2018 - Jan 24, 2019		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-6.61%
Aug 22, 2025 - Nov 4, 2025		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-4.28%
Aug 14, 2012 - Sep 14, 2012		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between EFC and SPY is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (1999 - 2026)

EFC vs SPY dividend yield comparison.

YearEFCSPY
20264.75%0.24%
202511.49%1.07%
202413.20%1.21%
202314.16%1.40%
202214.55%1.65%
20219.60%1.20%
20208.49%1.52%
20199.87%1.75%
201810.70%2.04%
201712.13%1.80%
201612.56%2.03%
201514.60%2.06%
201415.43%1.87%
201316.89%1.81%
201211.13%2.18%
201114.62%2.05%
20103.60%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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