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EFC (Ellington Financial) 3-Year Sharpe Ratio : -0.28 (As of Jul. 03, 2025)


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What is Ellington Financial 3-Year Sharpe Ratio?

The 3-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past three years. As of today (2025-07-03), Ellington Financial's 3-Year Sharpe Ratio is -0.28.

Competitive Comparison of Ellington Financial's 3-Year Sharpe Ratio

For the REIT - Mortgage subindustry, Ellington Financial's 3-Year Sharpe Ratio, along with its competitors' market caps and 3-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Ellington Financial's 3-Year Sharpe Ratio Distribution in the REITs Industry

For the REITs industry and Real Estate sector, Ellington Financial's 3-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Ellington Financial's 3-Year Sharpe Ratio falls into.


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Ellington Financial 3-Year Sharpe Ratio Calculation

The 3-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last three years. A stock / portfolio's 3-Year Sharpe Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past three years.

Ellington Financial  (NYSE:EFC) 3-Year Sharpe Ratio Explanation

The 3-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past three years. It is calculated as the annualized result of the average three-year monthly excess returns divided by its standard deviation in the three-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

Ellington Financial 3-Year Sharpe Ratio Related Terms

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Ellington Financial Business Description

Industry
GURUFOCUS.COM » STOCK LIST » Real Estate » REITs » Ellington Financial Inc (NYSE:EFC) » Definitions » 3-Year Sharpe Ratio
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Traded in Other Exchanges
EFCpA.PFD:USA 1EL:Germany
Address
53 Forest Avenue, Old Greenwich, CT, USA, 06870
Website
http://www.ellingtonfinancial.com
Ellington Financial Inc is a specialty finance company. Its primary investment objective is to generate attractive, risk-adjusted total returns for its shareholders by making investments. The company has two reportable segments; The Investment Portfolio Segment is focused on investing in a diverse array of financial assets, including residential and commercial mortgage loans, residential mortgage-backed securities, non-mortgage- and mortgage-related derivatives, debt and equity investments in loan origination companies, and other strategic investments, and The Longbridge Segment is focused on the origination and servicing of reverse mortgage loans. it acquires reverse mortgage loans both through its origination activities and through secondary market purchases.
Executives
Michael W Vranos director, 10 percent owner, officer: Co-Chief Investment Officer 52 FOREST AVENUE, OLD GREENWICH CT 06870
Lisa Mumford officer: Chief Financial Officer 6 BEACHWOOD COURT, DIX HILLS NY 11746
Stephen J Dannhauser director 122 WEST 55TH STREET, NEW YORK NY 10019
Laurence Penn director, officer: CEO and President 52 FOREST AVENUE, OLD GREENWICH CT 06870
Ronald I Simon director 485 MADISON AVENUE, 14TH FLOOR, NEW YORK NY 10022
Chris Smernoff officer: Chief Accounting Officer 53 FOREST AVENUE, OLD GREENWICH CT 06870
John Herlihy officer: Chief Financial Officer 53 FOREST AVENUE, OLD GREENWICH CT 06870
Mark Tecotzky officer: Co-Chief Investment Officer 53 FOREST AVENUE, OLD GREENWICH CT 06870
Thomas F Robards director 666 THIRD AVENUE, 5TH FLOOR, NEW YORK NY 10017
Daniel R. Margolis officer: Secretary 53 FOREST AVENUE, OLD GREENWICH CT 06870
Edward Resendez director 52 FOREST AVENUE, OLD GREENWICH CT 06870
Vc Investments Llc 10 percent owner 53 FOREST AVENUE, 2ND FLOOR, OLD GREENWICH CT 06870
Emg Holdings, L.p. 10 percent owner 53 FOREST AVENUE, OLD GREENWICH CT 06870
Fbr Capital Markets Pt Inc 10 percent owner 1001 NINETEENTH STREET NORTH, ARLINGTON VA 22302