Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EARN (Ellington Credit Company) | -2.79% | -1.11% | 2.17% | -5.13% | 3.16% | NA | NA | … | … |
Data as of 06/09/2026, Common starting date is 05/01/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EARN (Ellington Credit Company) | 05/01/2013 | 06/09/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.11 | 2.17 | -5.13 | 3.16 | NA | NA | … | … | -2.79 | -5.88 | 24.65 | 2.97 | -25.04 | -11.97 | 35.64 | 17.85 | -3.09 | 3.42 | 19.84 | -12.62 | 24.64 | -14.05 |
| Sharpe Ratio | NA | -0.12 | -0.04 | -0.28 | 0.04 | NA | NA | … | … | -0.45 | -0.36 | 0.98 | -0.03 | -0.72 | -0.53 | 0.37 | 1.09 | -0.24 | 0.17 | 0.92 | -0.68 | 1.79 | -0.66 |
| Standard Deviation(%) | NA | 22.21 | 23.67 | 26.99 | 37.62 | NA | NA | … | … | 25.71 | 24.46 | 21.40 | 24.98 | 36.85 | 22.75 | 96.26 | 15.01 | 18.50 | 16.15 | 21.41 | 18.60 | 13.73 | 30.55 |
| Draw Down(%) | NA | 21.53 | 31.19 | 49.99 | 66.44 | NA | NA | … | … | 21.53 | 30.83 | 9.90 | 29.70 | 42.00 | 21.17 | 66.44 | 16.49 | 13.70 | 16.59 | 18.31 | 26.37 | 8.11 | 27.74 |
| Yield(%) | 0.00 | 16.75 | 13.41 | 8.12 | 9.27 | 6.37 | 4.78 | … | … | 7.55 | 14.39 | 15.87 | 13.69 | 9.74 | 9.15 | 10.32 | 11.41 | 12.24 | 11.92 | 13.46 | 12.17 | 17.93 | 5.93 |
Data as of 06/09/2026, Common starting date is 05/01/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EARN (Ellington Credit Company) |
-19.47%
Mar 2017 – Mar 2020 |
-9.46%
Mar 2015 – Mar 2020 |
1.49%
Mar 2015 – Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EARN (Ellington Credit Company) |
24.27%
Mar 2020 – Mar 2023 |
13.94%
Dec 2015 – Dec 2020 |
5.65%
Jan 2016 – Jan 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart