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BSJR vs. EIC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSJR and EIC is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BSJR vs. EIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) and Eagle Point Income Company Inc. (EIC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BSJR:

2.14

EIC:

0.10

Sortino Ratio

BSJR:

3.21

EIC:

0.19

Omega Ratio

BSJR:

1.46

EIC:

1.03

Calmar Ratio

BSJR:

2.76

EIC:

0.05

Martin Ratio

BSJR:

17.97

EIC:

0.18

Ulcer Index

BSJR:

0.48%

EIC:

4.81%

Daily Std Dev

BSJR:

4.19%

EIC:

17.01%

Max Drawdown

BSJR:

-22.58%

EIC:

-67.08%

Current Drawdown

BSJR:

-0.06%

EIC:

-9.23%

Returns By Period

In the year-to-date period, BSJR achieves a 3.20% return, which is significantly higher than EIC's -2.81% return.


BSJR

YTD

3.20%

1M

1.95%

6M

3.24%

1Y

8.88%

3Y*

7.24%

5Y*

5.38%

10Y*

N/A

EIC

YTD

-2.81%

1M

3.16%

6M

-2.82%

1Y

1.68%

3Y*

12.81%

5Y*

22.16%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BSJR vs. EIC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSJR
The Risk-Adjusted Performance Rank of BSJR is 9696
Overall Rank
The Sharpe Ratio Rank of BSJR is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJR is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BSJR is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BSJR is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BSJR is 9797
Martin Ratio Rank

EIC
The Risk-Adjusted Performance Rank of EIC is 4949
Overall Rank
The Sharpe Ratio Rank of EIC is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of EIC is 4141
Sortino Ratio Rank
The Omega Ratio Rank of EIC is 4242
Omega Ratio Rank
The Calmar Ratio Rank of EIC is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EIC is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSJR vs. EIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) and Eagle Point Income Company Inc. (EIC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current BSJR Sharpe Ratio is 2.14, which is higher than the EIC Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of BSJR and EIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BSJR vs. EIC - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 7.26%, less than EIC's 16.96% yield.


TTM202420232022202120202019
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
7.26%6.75%6.48%5.37%4.49%4.53%1.20%
EIC
Eagle Point Income Company Inc.
16.96%15.44%13.59%11.03%7.78%8.53%3.66%

Drawdowns

BSJR vs. EIC - Drawdown Comparison

The maximum BSJR drawdown since its inception was -22.58%, smaller than the maximum EIC drawdown of -67.08%. Use the drawdown chart below to compare losses from any high point for BSJR and EIC. For additional features, visit the drawdowns tool.


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Volatility

BSJR vs. EIC - Volatility Comparison

The current volatility for Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) is 1.14%, while Eagle Point Income Company Inc. (EIC) has a volatility of 4.06%. This indicates that BSJR experiences smaller price fluctuations and is considered to be less risky than EIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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