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EFC correlations (Ellington Financial Inc.)

EFC measured against 4756 US stocks and ETFs: closest co-movers on one side, the best offsets on the other, all from weekly returns.

Data as of 2026-08-27 · refreshed every trading day · US Listed

Volatility (ann.)

18.8%

3y weekly

Beta vs S&P 500

0.54

3y weekly

1-year return

+10.7%

price, adjusted

5-year return

+35.9%

price, adjusted

Market cap

$1.8B

latest

P/E ratio

8.4

trailing

Dividend yield

11.59%

trailing

Max drawdown

-18.9%

3y, daily closes

EFC over the last 12 months, weekly closes indexed to 100 at the start.

Stocks and ETFs most correlated with EFC

Asset		Correlation (3Y)
DX	Dynex Capital, Inc.	0.67
NLY	Annaly Capital Management Inc.	0.67
RITM	Rithm Capital Corp.	0.66
MFA	MFA Financial, Inc.	0.65
SMHB	ETRACS Monthly Pay 2x Leveraged Small Cap High Dividend ETN	0.61

The least-correlated liquid assets in our universe, meaning the ones that historically moved most independently from EFC.

Asset		Correlation (3Y)
VXZ	iPath Series B S&P 500 VIX Mid-Term Futures ETN	-0.50
VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	-0.46
ANNA	AleAnna, Inc.	-0.29

Free API · no key required

$ curl https://www.pairbook.io/api/v1/symbols/efc.json

Correlations, diversifiers, beta and volatility for EFC, plus one endpoint per pair. API documentation.

ETF		EFC weight
IWM	iShares Russell 2000 ETF	0.05%