CCIF vs. EIC

Last updated Jun 3, 2026

CCIF (Carlyle Credit Income Fund) is Intermediate Core Bond fund actively managed by Carlyle, while EIC (Eagle Point Income Company Inc.) is a stock. Over the past 5 years, CCIF returned -8.30%/yr vs 4.74%/yr for EIC. At a 0.15 correlation, their price movements are largely independent.

Performance

CCIF vs. EIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carlyle Credit Income Fund (CCIF) and Eagle Point Income Company Inc. (EIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCIF achieves a -26.99% return, which is significantly lower than EIC's -3.07% return.

CCIF

• 1D: -0.48%
• 1M: -5.87%
• YTD: -26.99%
• 6M: -33.09%
• 1Y: -40.03%
• 3Y*: -16.08%
• 5Y*: -8.30%
• 10Y*: —

EIC

• 1D: -1.96%
• 1M: 3.11%
• YTD: -3.07%
• 6M: -1.50%
• 1Y: -9.56%
• 3Y*: 6.15%
• 5Y*: 4.74%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCIF vs. EIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CCIF Carlyle Credit Income Fund	-26.99%	-27.64%	16.37%	14.50%	-6.37%	12.67%	0.51%	7.19%
EIC Eagle Point Income Company Inc.	-3.07%	-15.28%	24.02%	20.86%	-10.48%	28.01%	-14.41%	-0.81%

Correlation

The correlation between CCIF and EIC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019	0.15

Over the past year, CCIF and EIC have become more correlated (0.38) than their long-term average of 0.15, meaning their price movements have been converging.

Return for Risk

CCIF vs. EIC — Risk / Return Rank

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

CCIF

CCIF Risk / Return Rank: 0
CCIF Sharpe Ratio Rank: 0
CCIF Sortino Ratio Rank: 0
CCIF Omega Ratio Rank: 0
CCIF Calmar Ratio Rank: 0
CCIF Martin Ratio Rank: 0

EIC

EIC Risk / Return Rank: 23
EIC Sharpe Ratio Rank: 20
EIC Sortino Ratio Rank: 18
EIC Omega Ratio Rank: 19
EIC Calmar Ratio Rank: 28
EIC Martin Ratio Rank: 28

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCIF vs. EIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carlyle Credit Income Fund (CCIF) 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.

	CCIF	EIC	Difference
Sharpe ratio Return per unit of total volatility	-1.34	-0.48	-0.86
Sortino ratio Return per unit of downside risk	-1.92	-0.54	-1.37
Omega ratio Gain probability vs. loss probability	0.75	0.93	-0.18
Calmar ratio Return relative to maximum drawdown	-0.93	-0.36	-0.57
Martin ratio Return relative to average drawdown	-1.68	-0.68	-1.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCIF vs. EIC - Sharpe Ratio Comparison

The current CCIF Sharpe Ratio is -1.34, which is lower than the EIC Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of CCIF and EIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CCIF	EIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.34	-0.48	-0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	0.24	-0.65
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.07	-0.31

Drawdowns

CCIF vs. EIC - Drawdown Comparison

The maximum CCIF drawdown since its inception was -51.70%, smaller than the maximum EIC drawdown of -67.08%. Use the drawdown chart below to compare losses from any high point for CCIF and EIC.

Drawdown Indicators

	CCIF	EIC	Difference
Max Drawdown Largest peak-to-trough decline	-51.70%	-67.08%	+15.38%
Max Drawdown (1Y) Largest decline over 1 year	-43.40%	-28.67%	-14.73%
Max Drawdown (3Y) Largest decline over 3 years	-51.70%	-34.06%	-17.64%
Max Drawdown (5Y) Largest decline over 5 years	-51.70%	-34.06%	-17.64%
Current Drawdown Current decline from peak	-49.57%	-23.31%	-26.26%
Average Drawdown Average peak-to-trough decline	-11.71%	-12.25%	+0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.15%	15.27%	+8.88%

Volatility

CCIF vs. EIC - Volatility Comparison

Carlyle Credit Income Fund (CCIF) has a higher volatility of 7.26% compared to Eagle Point Income Company Inc. (EIC) at 5.01%. This indicates that CCIF's price experiences larger fluctuations and is considered to be riskier than EIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCIF	EIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.26%	5.01%	+2.25%
Volatility (6M) Calculated over the trailing 6-month period	25.95%	13.91%	+12.04%
Volatility (1Y) Calculated over the trailing 1-year period	29.91%	20.07%	+9.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.20%	20.19%	+0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.46%	37.49%	-12.03%

Dividends

CCIF vs. EIC - Dividend Comparison

CCIF's dividend yield for the trailing twelve months is around 36.41%, more than EIC's 14.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CCIF Carlyle Credit Income Fund	36.41%	26.87%	15.73%	23.58%	9.96%	8.55%	6.09%	3.77%
EIC Eagle Point Income Company Inc.	14.60%	17.35%	15.44%	13.59%	11.03%	7.78%	10.39%	3.65%

Frequently Asked Questions

Can I hold both CCIF and EIC in my portfolio?

CCIF and EIC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCIF or EIC?

CCIF has higher volatility (7.26%) compared to EIC (5.01%). In terms of maximum drawdown, CCIF dropped -51.70% vs EIC's -67.08%.

Which has better risk-adjusted returns?

EIC currently has the higher Sharpe Ratio (-0.48 vs -1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.