EARN (Ellington Credit Co) Volatility: 20.04% (As of Jun. 24, 2026)


EARN Ellington Credit Co EARN
37 GF Score
Price $4.49
! 4 Warning Signs
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What is Ellington Credit Co Volatility?

Ellington Credit Co EARN +0.67% 37 Volatility is 20.04% as of Jun. 24, 2026. GuruFocus rates EARN with a GF Score™ of 37/100. The stock has 4 warning signs investors should review.

Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.

As of today (2026-06-24), Ellington Credit Co's Volatility is 20.04%.

Ellington Credit Co  (NYSE:EARN) Volatility Explanation

Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.

Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.

Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.

Ellington Credit Co Volatility Related Terms

EARN vs FLC, DHF, GGT: Volatility Comparison

For the Asset Management subindustry, Ellington Credit Co's Volatility, along with its competitors' market caps and Volatility 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 Volatility vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Ellington Credit Co's Volatility distribution charts can be found below:

* The bar in red indicates where Ellington Credit Co's Volatility falls into.


EARN
37GF Score
Ellington Credit Co EARN
Volatility is just one metric. See GF Score™, valuation, warning signs, and more.
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Ellington Credit Co  (NYSE:EARN) Volatility Calculation

The annualized volatility is calculated as following:

σA=σM * √12
=√ 1/(n-1) ∑(Ri - R')^2 * √12

Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

Frequently Asked Questions Learn more about Volatility →
What does a Volatility of 20.04% mean?
Ellington Credit Co (EARN) has a Volatility of 20.04% as of Jun. 24, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Ellington Credit Co and its competitors.
Is Ellington Credit Co's Volatility too high?
Ellington Credit Co's current Volatility is 20.04%. Overall, Ellington Credit Co has a GF Score™ of 37/100, reflecting its overall financial health beyond just this single metric.
How does Ellington Credit Co's Volatility compare to FLC and DHF?
Ellington Credit Co's Volatility of 20.04% 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 Volatility for an Asset Management company?
A good Volatility depends on the Asset Management industry context. However, Volatility 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 Volatility mean?
A high Volatility can signal that a stock is expensive relative to its fundamentals. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Ellington Credit Co and its competitors. Ellington Credit Co's current Volatility is 20.04%. 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 Volatility of 20.04%. The current Volatility is 20.04%. Ellington Credit Co's overall GF Score™ is 37/100 with 4 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Volatility calculated?
Volatility is calculated from a company's financial statements. For Ellington Credit Co (EARN), the current Volatility is 20.04% as of Jun. 24, 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.
37GF Score

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

$4.49
Price