EARN (Ellington Credit Co) 1-Year Sharpe Ratio: -1.41 (As of Aug. 04, 2026)

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EARN Ellington Credit Co EARN
35 GF Score
Price $4.31
! 4 Warning Signs
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What is Ellington Credit Co 1-Year Sharpe Ratio?

Ellington Credit Co EARN -1.15% 35 1-Year Sharpe Ratio is -1.41 as of Aug. 04, 2026. GuruFocus rates EARN with a GF Score™ of 35/100. The stock has 4 warning signs investors should review.

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-08-04), Ellington Credit Co's 1-Year Sharpe Ratio is -1.41.

Ellington Credit Co  (NYSE:EARN) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. 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 Credit Co 1-Year Sharpe Ratio Related Terms

EARN vs EDF, MPV, VBF: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, Ellington Credit Co's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-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 Credit Co 1-Year Sharpe Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Ellington Credit Co's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Ellington Credit Co's 1-Year Sharpe Ratio falls into.


EARN
35GF Score
Ellington Credit Co EARN
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Ellington Credit Co 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -1.41 mean?
Ellington Credit Co (EARN) has a 1-Year Sharpe Ratio of -1.41 as of Aug. 04, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Ellington Credit Co and its competitors.
Is Ellington Credit Co's 1-Year Sharpe Ratio too high?
Ellington Credit Co's current 1-Year Sharpe Ratio is -1.41. Overall, Ellington Credit Co has a GF Score™ of 35/100, reflecting its overall financial health beyond just this single metric.
How does Ellington Credit Co's 1-Year Sharpe Ratio compare to EDF and MPV?
Ellington Credit Co's 1-Year Sharpe Ratio of -1.41 can be compared against companies in the Asset Management industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for an Asset Management company?
A good 1-Year Sharpe Ratio depends on the Asset Management industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Ellington Credit Co and its competitors. Ellington Credit Co's current 1-Year Sharpe Ratio is -1.41. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Ellington Credit Co stock overvalued right now?
Ellington Credit Co (EARN) has a current 1-Year Sharpe Ratio of -1.41. The current 1-Year Sharpe Ratio is -1.41. Ellington Credit Co's overall GF Score™ is 35/100 with 4 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For Ellington Credit Co (EARN), the current 1-Year Sharpe Ratio is -1.41 as of Aug. 04, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Ellington Credit Co Business Description

Address 53 Forest Avenue, Suite 301, Old Greenwich, CT, USA, 06870
Ellington Credit Co The Fund is focused on acquiring and actively managing a portfolio of corporate CLOs, mainly mezzanine debt and equity tranches, which are typically collateralized by portfolios consisting mainly of below-investment-grade senior secured loans with a large number of discrete underlying borrowers across various industry sectors. Additionally, the Fund may also invest in CLO loan accumulation facilities, which are entities that acquire corporate loans and other similar corporate credit-related assets in anticipation of ultimately collateralizing a CLO transaction. The company's primary investment objectives are to generate attractive current income and risk-adjusted total returns for shareholders.
35GF Score

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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

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