CCIF vs. EIC
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 -7.80%/yr vs 3.82%/yr for EIC. At a 0.15 correlation, their price movements are largely independent.
Performance
CCIF vs. EIC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CCIF achieves a -27.73% return, which is significantly lower than EIC's -3.01% return.
CCIF
- 1D
- -0.35%
- 1M
- -0.69%
- 6M
- -28.04%
- YTD
- -27.73%
- 1Y
- -40.92%
- 3Y*
- -13.27%
- 5Y*
- -7.80%
- 10Y*
- —
EIC
- 1D
- -2.44%
- 1M
- -0.42%
- 6M
- -0.47%
- YTD
- -3.01%
- 1Y
- -14.98%
- 3Y*
- 5.21%
- 5Y*
- 3.82%
- 10Y*
- —
CCIF vs. EIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | -27.73% | -27.64% | 16.37% | 14.50% | -6.37% | 12.67% | 0.51% | 7.73% |
EIC Eagle Point Income Company Inc. | -3.01% | -15.28% | 24.02% | 20.86% | -10.48% | 28.01% | -14.41% | -2.31% |
Correlation
The correlation between CCIF and EIC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2019 | 0.15 |
Over the past year, CCIF and EIC have become more correlated (0.39) than their long-term average of 0.15, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CCIF vs. EIC — Risk / Return Rank
CCIF
EIC
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCIF | EIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 0.89 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | -0.52 | -0.38 |
| Martin ratioReturn relative to average drawdown | -1.48 | -0.93 | -0.55 |
Loading charts...
Drawdowns
CCIF vs. EIC - Drawdown Comparison
The maximum CCIF drawdown since its inception was -53.23%, 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.
Loading charts...
Drawdown Indicators
| CCIF | EIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -67.08% | +13.85% |
Max Drawdown (1Y)Largest decline over 1 year | -45.12% | -28.67% | -16.45% |
Max Drawdown (3Y)Largest decline over 3 years | -53.23% | -34.06% | -19.17% |
Max Drawdown (5Y)Largest decline over 5 years | -53.23% | -34.06% | -19.17% |
Current DrawdownCurrent decline from peak | -50.08% | -23.26% | -26.82% |
Average DrawdownAverage peak-to-trough decline | -12.29% | -12.41% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.68% | 16.17% | +11.51% |
Volatility
CCIF vs. EIC - Volatility Comparison
Carlyle Credit Income Fund (CCIF) has a higher volatility of 7.76% compared to Eagle Point Income Company Inc. (EIC) at 5.86%. 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.
Loading charts...
Volatility by Period
| CCIF | EIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 5.86% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 26.20% | 14.15% | +12.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.26% | 20.15% | +10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 20.30% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.42% | 37.26% | -11.84% |
Dividends
CCIF vs. EIC - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 43.28%, more than EIC's 16.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | 43.28% | 26.87% | 15.73% | 23.58% | 9.96% | 8.55% | 6.09% | 3.77% |
EIC Eagle Point Income Company Inc. | 16.91% | 17.35% | 15.44% | 13.59% | 11.03% | 7.78% | 10.39% | 3.65% |
Frequently Asked Questions
CCIF and EIC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCIF has higher volatility (7.76%) compared to EIC (5.86%). In terms of maximum drawdown, CCIF dropped -53.23% vs EIC's -67.08%.
EIC currently has the higher Sharpe Ratio (-0.75 vs -1.36), 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.
Find the right allocation for CCIF and EIC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer