Ellington Financial Inc. (EFC) Stock Total Returns
Growth of $10,000 chart
2021-06-03 to 2026-06-03 to
$
%
%
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Investment Performance
Final Value
$11,557
Total Return
15.57%
CAGR
2.94%
Dividends
$5,682.77
Yield on Cost
56.83%
Rolling Returns
1-Month (21 Trading Days)
| Average | +0.43% |
| Median | +0.58% |
| Best | +24.52% |
| Worst | -24.15% |
| % of Windows Positive | 55.8% |
1-Year (252 Trading Days)
| Average | +3.87% |
| Median | +5.48% |
| Best | +41.99% |
| Worst | -35.11% |
| % of Windows Positive | 65.9% |
3-Year (756 Trading Days)
| Average | +16.05% |
| Median | +12.85% |
| Best | +68.19% |
| Worst | -17.10% |
| % of Windows Positive | 64.7% |
Risk Metrics
| Maximum Drawdown | -35.85% |
| Average Drawdown | -11.70% |
| Drawdown Duration | 923 Trading Days |
| Sortino Ratio | 0.33 |
| Calmar Ratio | 0.08 |
| CVaR (5%) | -3.80% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +2.45% (+5.91% ann.) | +$244.87 | $486.63 | $97.32 | $0.77 |
| 2025 | +23.08% | +$2308.50 | $1344.59 | $268.92 | $2.15 |
| 2024 | +5.89% | +$589.41 | $1322.29 | $264.46 | $2.11 |
| 2023 | +14.89% | +$1488.62 | $1532.34 | $306.46 | $2.44 |
| 2022 | -20.28% | $2027.65 | $1097.74 | $219.54 | $1.75 |
| 2021 | +24.00% | +$2400.49 | $1144.05 | $228.82 | $1.84 |
| 2020 | -11.76% | $1175.69 | $715.90 | $143.17 | $1.14 |
| 2019 | +29.74% | +$2974.01 | $1225.41 | $245.08 | $1.97 |
| 2018 | +14.88% | +$1488.10 | $1167.66 | $233.53 | $1.86 |
| 2017 | +2.09% | +$208.71 | $1171.61 | $234.33 | $1.87 |
| 2016 | +1.21% | +$120.63 | $1201.46 | $240.28 | $1.93 |
| 2015 | -6.94% | $693.98 | $1273.64 | $254.73 | $2.04 |
| 2014 | -2.38% | $238.49 | $1411.41 | $282.29 | $2.26 |
| 2013 | +14.49% | +$1449.10 | $1783.59 | $356.71 | $2.86 |
| 2012 | +43.62% | +$4361.60 | $1509.58 | $301.93 | $2.41 |
| 2011 | -15.07% | $1506.78 | $1162.05 | $232.41 | $1.86 |
| 2010 partial | +5.19% (+24.60% ann.) | +$518.82 | $367.82 | $73.56 | $0.59 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Policy-led rebound / euro-sovereign-crisis overlay partial | October 8, 2010 – July 25, 2012 | +20.06% | +10.72% | +$2006.04 | $2168.52 | $433.71 | $3.47 |
| Secular stagnation / QE / low inflation / duration bull | July 26, 2012 – February 19, 2020 | +76.81% | +7.82% | +$7681.50 | $11396.97 | $2279.39 | $18.26 |
| Pandemic shock / liquidity crash | February 20, 2020 – March 23, 2020 | -71.67% | -100.00% | $7167.23 | $78.58 | $15.71 | $0.13 |
| Policy bazooka / monetary euphoria | March 24, 2020 – November 6, 2020 | +248.17% | +644.33% | +$24817.27 | $1980.65 | $396.10 | $3.16 |
| Reopening reflation / fiscal boom / supply bottlenecks | November 9, 2020 – November 29, 2021 | +38.93% | +36.61% | +$3893.02 | $1314.22 | $262.85 | $2.11 |
| Inflation shock / duration crash / aggressive tightening | November 30, 2021 – November 9, 2022 | -10.22% | -10.82% | $1022.27 | $1032.58 | $206.51 | $1.65 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +12.53% | +6.57% | +$1252.51 | $2433.49 | $486.70 | $3.88 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – June 3, 2026 | +20.18% | +11.38% | +$2017.63 | $2252.65 | $450.53 | $3.60 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 2010-11-29 | $0.8000 | 3.54% |
| 2011-02-25 | $1.3100 | 5.46% |
| 2011-05-27 | $0.4000 | 1.80% |
| 2011-08-30 | $0.4000 | 2.25% |
| 2011-11-29 | $0.4000 | 2.35% |
| 2012-02-28 | $0.4000 | 2.01% |
| 2012-05-30 | $0.7000 | 3.27% |
| 2012-08-29 | $0.7000 | 3.13% |
| 2012-11-28 | $0.7000 | 3.10% |
| 2013-02-27 | $1.5200 | 5.69% |
| 2013-05-29 | $0.7700 | 3.06% |
| 2013-08-28 | $0.7700 | 3.42% |
| 2013-11-26 | $0.7700 | 3.21% |
| 2014-02-26 | $0.7700 | 3.12% |
| 2014-05-28 | $0.7700 | 3.11% |
| 2014-08-27 | $0.7700 | 3.01% |
| 2014-11-26 | $0.7700 | 3.44% |
| 2015-02-25 | $0.6500 | 3.10% |
| 2015-05-28 | $0.6500 | 3.19% |
| 2015-08-28 | $0.6500 | 3.49% |
| 2015-11-27 | $0.5000 | 2.76% |
| 2016-02-26 | $0.5000 | 2.84% |
| 2016-05-27 | $0.5000 | 2.79% |
| 2016-08-30 | $0.5000 | 2.82% |
| 2016-11-29 | $0.4500 | 2.70% |
| 2017-02-27 | $0.4500 | 2.70% |
| 2017-05-30 | $0.4500 | 2.65% |
| 2017-08-30 | $0.4500 | 2.81% |
| 2017-11-30 | $0.4100 | 2.67% |
| 2018-02-28 | $0.4100 | 2.77% |
| 2018-05-31 | $0.4100 | 2.50% |
| 2018-08-30 | $0.4100 | 2.45% |
| 2018-11-29 | $0.4100 | 2.59% |
| 2019-02-28 | $0.4100 | 2.41% |
| 2019-03-28 | $0.1400 | 0.78% |
| 2019-04-29 | $0.1400 | 0.77% |
| 2019-05-30 | $0.1400 | 0.78% |
| 2019-06-27 | $0.1400 | 0.77% |
| 2019-07-30 | $0.1400 | 0.79% |
| 2019-08-29 | $0.1400 | 0.80% |
| 2019-09-27 | $0.1400 | 0.78% |
| 2019-10-30 | $0.1400 | 0.76% |
| 2019-11-27 | $0.1400 | 0.77% |
| 2019-12-30 | $0.1400 | 0.76% |
| 2020-01-30 | $0.1500 | 0.81% |
| 2020-02-27 | $0.1500 | 0.85% |
| 2020-03-30 | $0.1500 | 2.20% |
| 2020-04-29 | $0.0800 | 0.76% |
| 2020-05-28 | $0.0800 | 0.75% |
| 2020-06-29 | $0.0900 | 0.78% |
| 2020-07-30 | $0.0900 | 0.74% |
| 2020-08-28 | $0.0900 | 0.71% |
| 2020-09-29 | $0.0900 | 0.70% |
| 2020-10-29 | $0.0900 | 0.73% |
| 2020-11-27 | $0.1000 | 0.66% |
| 2020-12-30 | $0.1000 | 0.67% |
| 2021-01-28 | $0.1000 | 0.66% |
| 2021-02-25 | $0.1000 | 0.62% |
| 2021-03-30 | $0.1000 | 0.62% |
| 2021-04-29 | $0.1400 | 0.77% |
| 2021-05-27 | $0.1500 | 0.79% |
| 2021-06-29 | $0.1500 | 0.78% |
| 2021-07-29 | $0.1500 | 0.82% |
| 2021-08-30 | $0.1500 | 0.80% |
| 2021-09-29 | $0.1500 | 0.81% |
| 2021-10-28 | $0.1500 | 0.81% |
| 2021-11-29 | $0.1500 | 0.87% |
| 2021-12-29 | $0.1500 | 0.87% |
| 2022-01-28 | $0.1500 | 0.85% |
| 2022-02-25 | $0.1500 | 0.87% |
| 2022-03-30 | $0.1500 | 0.83% |
| 2022-04-28 | $0.1500 | 0.92% |
| 2022-05-27 | $0.1500 | 0.97% |
| 2022-06-29 | $0.1500 | 1.01% |
| 2022-07-28 | $0.1500 | 0.93% |
| 2022-08-30 | $0.1500 | 0.99% |
| 2022-09-29 | $0.1500 | 1.20% |
| 2022-10-28 | $0.1500 | 1.14% |
| 2022-11-29 | $0.1500 | 1.09% |
| 2022-12-29 | $0.1500 | 1.21% |
| 2023-01-30 | $0.1500 | 1.08% |
| 2023-02-27 | $0.1500 | 1.14% |
| 2023-03-30 | $0.1500 | 1.23% |
| 2023-04-27 | $0.1500 | 1.21% |
| 2023-05-30 | $0.1500 | 1.16% |
| 2023-06-29 | $0.1500 | 1.09% |
| 2023-07-28 | $0.1500 | 1.10% |
| 2023-08-30 | $0.1500 | 1.11% |
| 2023-09-28 | $0.1500 | 1.20% |
| 2023-10-30 | $0.1500 | 1.25% |
| 2023-11-29 | $0.1500 | 1.15% |
| 2023-12-07 | $0.0600 | 0.47% |
| 2023-12-28 | $0.0900 | 0.69% |
| 2024-01-30 | $0.1500 | 1.16% |
| 2024-02-28 | $0.1500 | 1.33% |
| 2024-03-27 | $0.1300 | 1.12% |
| 2024-04-29 | $0.1300 | 1.11% |
| 2024-05-31 | $0.1300 | 1.07% |
| 2024-06-28 | $0.1300 | 1.07% |
| 2024-07-31 | $0.1300 | 1.00% |
| 2024-08-30 | $0.1300 | 0.98% |
| 2024-09-30 | $0.1300 | 1.00% |
| 2024-10-31 | $0.1300 | 1.04% |
| 2024-11-29 | $0.1300 | 1.04% |
| 2024-12-31 | $0.1300 | 1.08% |
| 2025-01-31 | $0.1300 | 1.03% |
| 2025-02-28 | $0.1300 | 0.98% |
| 2025-03-31 | $0.1300 | 0.98% |
| 2025-04-30 | $0.1300 | 0.98% |
| 2025-05-30 | $0.1300 | 1.01% |
| 2025-06-30 | $0.1300 | 1.00% |
| 2025-07-31 | $0.1300 | 1.00% |
| 2025-08-29 | $0.1300 | 0.95% |
| 2025-09-30 | $0.1300 | 1.00% |
| 2025-10-31 | $0.1300 | 0.97% |
| 2025-11-28 | $0.1300 | 0.93% |
| 2025-12-31 | $0.1300 | 0.95% |
| 2026-01-30 | $0.1300 | 0.96% |
| 2026-02-27 | $0.1300 | 1.03% |
| 2026-03-31 | $0.1300 | 1.11% |
| 2026-04-30 | $0.1300 | 0.99% |
| 2026-05-29 | $0.1300 | 0.96% |
| Total | 122 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2021-06-03 to 2026-06-03. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2021-06-29 | $79.20 | $15.84 | $0.13 | 3.3105 |
| 2021-07-29 | $79.70 | $15.94 | $0.13 | 3.4941 |
| 2021-08-30 | $80.22 | $16.04 | $0.13 | 3.4732 |
| 2021-09-29 | $80.74 | $16.15 | $0.13 | 3.5072 |
| 2021-10-28 | $81.27 | $16.26 | $0.13 | 3.5243 |
| 2021-11-29 | $81.79 | $16.36 | $0.13 | 3.8056 |
| 2021-12-29 | $82.36 | $16.47 | $0.13 | 3.8389 |
| 2022-01-28 | $82.94 | $16.59 | $0.13 | 3.7732 |
| 2022-02-25 | $83.51 | $16.70 | $0.13 | 3.7990 |
| 2022-03-30 | $84.07 | $16.81 | $0.13 | 3.7564 |
| 2022-04-28 | $84.64 | $16.93 | $0.13 | 4.1611 |
| 2022-05-27 | $85.26 | $17.05 | $0.13 | 4.4061 |
| 2022-06-29 | $85.92 | $17.18 | $0.14 | 4.7020 |
| 2022-07-28 | $86.63 | $17.33 | $0.14 | 4.2695 |
| 2022-08-30 | $87.27 | $17.45 | $0.14 | 4.7659 |
| 2022-09-29 | $87.99 | $17.60 | $0.14 | 6.0873 |
| 2022-10-28 | $88.90 | $17.78 | $0.14 | 5.3246 |
| 2022-11-29 | $89.70 | $17.94 | $0.14 | 5.2852 |
| 2022-12-29 | $90.49 | $18.10 | $0.14 | 5.7568 |
| 2023-01-30 | $91.35 | $18.27 | $0.15 | 5.4067 |
| 2023-02-27 | $92.16 | $18.43 | $0.15 | 5.7353 |
| 2023-03-30 | $93.03 | $18.60 | $0.15 | 6.1636 |
| 2023-04-27 | $93.95 | $18.79 | $0.15 | 5.9531 |
| 2023-05-30 | $94.84 | $18.97 | $0.15 | 6.1066 |
| 2023-06-29 | $95.76 | $19.15 | $0.15 | 5.5643 |
| 2023-07-28 | $96.59 | $19.32 | $0.16 | 5.6415 |
| 2023-08-30 | $97.44 | $19.49 | $0.16 | 5.8274 |
| 2023-09-28 | $98.31 | $19.66 | $0.16 | 6.3816 |
| 2023-10-30 | $99.27 | $19.85 | $0.16 | 6.7054 |
| 2023-11-29 | $100.27 | $20.05 | $0.16 | 6.1491 |
| 2023-12-07 | $40.48 | $8.09 | $0.06 | 2.5249 |
| 2023-12-28 | $60.95 | $12.19 | $0.10 | 3.7838 |
| 2024-01-30 | $102.14 | $20.43 | $0.16 | 6.4982 |
| 2024-02-28 | $103.12 | $20.63 | $0.16 | 7.5464 |
| 2024-03-27 | $90.35 | $18.07 | $0.14 | 6.2133 |
| 2024-04-29 | $91.16 | $18.23 | $0.15 | 6.2960 |
| 2024-05-31 | $91.98 | $18.39 | $0.15 | 6.0590 |
| 2024-06-28 | $92.77 | $18.55 | $0.15 | 6.1311 |
| 2024-07-31 | $93.56 | $18.71 | $0.15 | 5.8865 |
| 2024-08-30 | $94.33 | $18.86 | $0.15 | 5.7271 |
| 2024-09-30 | $95.07 | $19.02 | $0.15 | 5.8887 |
| 2024-10-31 | $95.84 | $19.17 | $0.15 | 6.3289 |
| 2024-11-29 | $96.66 | $19.33 | $0.16 | 6.2438 |
| 2024-12-31 | $97.47 | $19.50 | $0.16 | 6.4209 |
| 2025-01-31 | $98.31 | $19.66 | $0.16 | 6.2491 |
| 2025-02-28 | $99.12 | $19.82 | $0.16 | 5.5148 |
| 2025-03-31 | $99.84 | $19.97 | $0.16 | 6.0113 |
| 2025-04-30 | $100.62 | $20.13 | $0.16 | 6.1652 |
| 2025-05-30 | $101.42 | $20.29 | $0.16 | 6.4418 |
| 2025-06-30 | $102.26 | $20.45 | $0.16 | 6.2850 |
| 2025-07-31 | $103.07 | $20.61 | $0.16 | 6.4850 |
| 2025-08-29 | $103.92 | $20.79 | $0.17 | 6.0826 |
| 2025-09-30 | $104.71 | $20.94 | $0.17 | 6.4406 |
| 2025-10-31 | $105.54 | $21.11 | $0.17 | 6.3263 |
| 2025-11-28 | $106.37 | $21.27 | $0.17 | 6.1988 |
| 2025-12-31 | $107.17 | $21.43 | $0.17 | 6.3010 |
| 2026-01-30 | $107.99 | $21.60 | $0.17 | 6.7098 |
| 2026-02-27 | $108.86 | $21.77 | $0.17 | 6.9982 |
| 2026-03-31 | $109.77 | $21.95 | $0.18 | 7.3961 |
| 2026-04-30 | $110.73 | $22.15 | $0.18 | 6.6852 |
| 2026-05-29 | $111.60 | $22.32 | $0.18 | 6.5663 |
| Total | $5682.77 | $1136.55 | $9.07 | 337.0811 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.