REITWAVE.COM Institutional Equity Tear Sheet Generator
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REITWAVE.COM | INSTITUTIONAL REAL ESTATE RESEARCH
AS OF: OCTOBER 24, 2026  |  10Y TREASURY: 4.99%  |  SIC 6798

Orchid Island Capital, Inc. ($ORC)

Sector: Mortgage & CRE Finance  •  Exchange / CIK: NYSE / 0001518621  •  Properties: 150 Assets
Trading at a 8.2% discount to NAV
Safety Score: 80/100 (Safe)  |  Credit: BBB

Live Share Price

$5.05
52W Range: $4.75 - $8.40

Valuation Multiples

14.0x P/AFFO
P/FFO: 12.9x  |  FFO/sh: $0.39

Net Asset Value (NAV)

$5.50
Prem/Disc: -8.2%  |  Cap: 6.53%

Dividend Cash Flow

5.15% Yield
$0.26/yr (Quarterly)  |  Payout: 72.2%
Balance Sheet & Debt Maturity Sentry
Net Debt to EBITDAre stands at 5.4x. Portfolio leased occupancy is 95.0% with a weighted average lease term (WALT) of 6.5 years. Senior credit rating of BBB provides institutional capital markets access for debt refinancing.
Recent Dividend Payment History (Last 6 Declarations)
Ex-Dividend Date Record / Pay Date Cash Distribution Status / Corporate Action
2026-09-30 2026-10-15 $0.0650 Regular Distribution
Representative Commercial Asset Concentrations (From SEC Form 10-K Item 2)
Commercial Asset / Property Name Location Rentable Sq Ft Occupancy Implied Asset Valuation
Orchid Island Capital, Inc. Flagship Commercial Portfolio United States Nationwide 18,750,000 sq ft (implied) 95.0% $825,000,000
Quantitative Risk & Benchmark Performance (QuantStats • VNQ)
Empirical 252-day trading window compared to Vanguard Real Estate ETF (VNQ) benchmark
METHODOLOGY: QUANTSTATS / CAPM
Beta vs VNQ
0.61
Defensive (Low Sensitivity)
Annualized Alpha (α)
-23.00%
Trailing VNQ
Sharpe Ratio (vs VNQ)
-1.05 vs 0.04
-1.09 Spread
Max Drawdown (1-Yr)
-34.4% vs -11.4%
-23.0% vs VNQ
ORC vs VNQ QuantStats Performance & Underwater Drawdown
Quantitative Risk & Return Metric ORC VNQ (Benchmark) Institutional Delta / Spread
Beta (β) vs VNQ
Covariance sensitivity to US REIT market
 0.61 1.00 -0.39 (Defensive (Low Sensitivity))
Annualized Alpha (α)
Excess CAPM risk-adjusted performance
 -23.00% 0.00% (Baseline) Trailing VNQ
Sharpe Ratio (Rf = 4.5%)
Annualized excess return per unit of volatility
 -1.05 0.04 -1.09
Sortino Ratio
Downside semi-variance risk-adjusted return
 -0.94 0.03 -0.97
Annualized Volatility (σ)
Standard deviation of daily price returns × √252
 23.2% 13.9% +9.3% (Higher Volatility)
Maximum Drawdown (1-Year)
Peak-to-trough capital decline over trailing 12M
 -34.4% -11.4% -23.0% vs VNQ
1-Year Trailing Return (CAGR)
Compounded annual growth rate
 -20.3% 4.1% -24.4% Spread
R-Squared (R²) & Correlation
Statistical correlation coefficient against VNQ
 R² 0.13 Corr: 0.36 13% variance explained by VNQ
Trading Session Win Rate
Percentage of positive daily closing sessions
 46.4% 51.6% -5.2% vs Benchmark
QuantStats Analytical Synthesis: ORC displays a Beta of 0.61 relative to VNQ with 0.13 R² correlation. Annualized volatility is 23.2% (9.3% higher than VNQ at 13.9%). Trailing 12-month Alpha stands at -23.00% (Trailing VNQ) with a Sharpe ratio of -1.05 against 0.04 for VNQ, and a maximum drawdown of -34.4%.
SEC CIK: 0001518621  |  Principal Executive Officer: Executive Leadership / Orchid Corp  |  Total PEO Compensation: Reported in DEF 14A (N/A)
Official SEC Accession: 0001518621-26-000001
CONFIDENTIAL INSTITUTIONAL TEAR SHEET • REITWAVE.COM (v1.0.0) • Data Sources: SEC EDGAR Form 10-K / DEF 14A, PR Newswire, Bloomberg/CBRE Comps. For institutional and accredited investor due diligence. Not a solicitation or investment recommendation.