US28852N1090
US28852N1090
Ellington Financial Inc.
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Elevated Business & Solvency Risk
Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 60/100).
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
6/7 High
6 / 7 SRI Price Fluctuation & Beta
Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Largely moves in line with the broader market.
Beta (Market Relation)
0.97x
DefensiveVolatility (5Y p.a.)
24.1% p.a.
5-Year HorizonMax Drawdown (5Y)
-42.6%
5-Year HorizonSharpe Ratio
-0.48
Return / RiskSpeculative / High Risk: Score Basis:
Multi-Horizon Risk & Performance Matrix
Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.
High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | -14.5% |
| 3 Years | 20.2% | -21.3% | -0.26 | -2.7% |
| 5 Years | 24.1% | -42.6% | -0.48 | -9.1% |
| 10 Years | 42.6% | -79.6% | -0.13 | -3.2% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Critical leverage: Debt-to-Equity is at 929%.
Strong cyclicality: The business model is sensitive to economic downturns.
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (24.1% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -79.6% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
4 ISS Score: 4 / 10
Audit Risk
8 ISS Score: 8 / 10
Board Risk
4 ISS Score: 4 / 10
Short Ratio
7.77