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CLOZ vs. EIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLOZ vs. EIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eldridge BBB-B CLO ETF (CLOZ) and Eagle Point Income Company Inc. (EIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLOZ achieves a 3.25% return, which is significantly higher than EIC's -3.30% return.


CLOZ

1D
-0.02%
1M
0.23%
6M
2.09%
YTD
3.25%
1Y
6.00%
3Y*
9.07%
5Y*
10Y*
ALL TIME*
10.21%

EIC

1D
0.10%
1M
-1.30%
6M
0.14%
YTD
-3.30%
1Y
-8.51%
3Y*
5.23%
5Y*
3.44%
10Y*
ALL TIME*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.19M$11.37M$8.55M
$949.58K$1.05M$1.01M

CLOZ vs. EIC - Yearly Performance Comparison


2026 (YTD)202520242023
CLOZ
Eldridge BBB-B CLO ETF
3.25%5.99%11.85%14.99%
EIC
Eagle Point Income Company Inc.
-3.30%-15.28%24.02%13.92%

Correlation

The correlation between CLOZ and EIC is 0.15, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.15

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2023

0.12

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Return for Risk

CLOZ vs. EIC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CLOZ
CLOZ Risk / Return Rank: 6363
Overall Rank
CLOZ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CLOZ Sortino Ratio Rank: 6565
Sortino Ratio Rank
CLOZ Omega Ratio Rank: 9090
Omega Ratio Rank
CLOZ Calmar Ratio Rank: 4343
Calmar Ratio Rank
CLOZ Martin Ratio Rank: 4444
Martin Ratio Rank

EIC
EIC Risk / Return Rank: 2424
Overall Rank
EIC Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EIC Sortino Ratio Rank: 1919
Sortino Ratio Rank
EIC Omega Ratio Rank: 1919
Omega Ratio Rank
EIC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EIC Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CLOZ vs. EIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eldridge BBB-B CLO ETF (CLOZ) 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.


CLOZEICDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.41

0.92

+0.49

Calmar ratioReturn relative to maximum drawdown

1.50

-0.36

+1.87

Martin ratioReturn relative to average drawdown

4.99

-0.63

+5.62

CLOZ vs. EIC - Sharpe Ratio Comparison

The current CLOZ Sharpe Ratio is 1.68, which is higher than the EIC Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of CLOZ 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.


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Drawdowns

CLOZ vs. EIC - Drawdown Comparison

The maximum CLOZ drawdown since its inception was -5.32%, smaller than the maximum EIC drawdown of -67.08%. Use the drawdown chart below to compare losses from any high point for CLOZ and EIC.


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Drawdown Indicators


CLOZEICDifference

Max Drawdown

Largest peak-to-trough decline

-5.32%

-67.08%

+61.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-28.67%

+24.77%

Max Drawdown (3Y)

Largest decline over 3 years

-5.32%

-34.06%

+28.74%

Max Drawdown (5Y)

Largest decline over 5 years

-34.06%

Current Drawdown

Current decline from peak

-0.02%

-23.49%

+23.47%

Average Drawdown

Average peak-to-trough decline

-0.37%

-12.50%

+12.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

16.57%

-15.40%

Volatility

CLOZ vs. EIC - Volatility Comparison

The current volatility for Eldridge BBB-B CLO ETF (CLOZ) is 0.69%, while Eagle Point Income Company Inc. (EIC) has a volatility of 4.52%. This indicates that CLOZ 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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Volatility by Period


CLOZEICDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

4.52%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

14.03%

-10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

19.14%

-15.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.75%

20.29%

-16.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.75%

37.12%

-33.37%

Dividends

CLOZ vs. EIC - Dividend Comparison

CLOZ's dividend yield for the trailing twelve months is around 7.30%, less than EIC's 16.96% yield.


PositionTTM2025202420232022202120202019
CLOZ
Eldridge BBB-B CLO ETF
7.30%7.63%9.09%8.81%0.00%0.00%0.00%0.00%
EIC
Eagle Point Income Company Inc.
16.96%17.35%15.44%13.59%11.03%7.78%10.39%3.65%

Frequently Asked Questions


CLOZ and EIC have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIC has higher volatility (4.52%) compared to CLOZ (0.69%). In terms of maximum drawdown, CLOZ dropped -5.32% vs EIC's -67.08%.

CLOZ currently has the higher Sharpe Ratio (1.68 vs -0.55), 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.

Portfolio Optimizer

Find the right allocation for CLOZ and EIC

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