ORC
ORC
US68571X3017
Orchid Island Capital, 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: 45/100).

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score
7/7 Very High
7 / 7 SRI Price Fluctuation & Beta

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Moves approx. 1.6x as much as the broader market.

Beta (Market Relation)
1.61x
Above average
Volatility (5Y p.a.)
30.5% p.a.
5-Year Horizon
Max Drawdown (5Y)
-80.2%
5-Year Horizon
Sharpe Ratio
-0.98
Return / Risk
Speculative / 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 — — — -30.7%
3 Years 25.7% -44.4% -0.65 -14.1%
5 Years 30.5% -80.2% -0.98 -27.5%
10 Years 38.4% -92.0% -0.6 -20.6%

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 770%.
High market risk: Beta of 1.60 indicates above-average volatility compared to the broader market.
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 (30.5% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -92.0% in the extended horizon.

Corporate Governance & ISS Scores

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)
Overall Governance Risk
5 ISS Score: 5 / 10
Audit Risk
7 ISS Score: 7 / 10
Board Risk
6 ISS Score: 6 / 10
Short Ratio
3.85
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