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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 Panagram 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 2.09% return, which is significantly higher than EIC's -4.14% return.


CLOZ

1D
-0.17%
1M
-0.35%
YTD
2.09%
6M
2.33%
1Y
5.19%
3Y*
9.93%
5Y*
10Y*

EIC

1D
1.11%
1M
-2.77%
YTD
-4.14%
6M
-4.56%
1Y
-12.70%
3Y*
6.55%
5Y*
4.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOZ vs. EIC - Yearly Performance Comparison


2026 (YTD)202520242023
CLOZ
Panagram BBB-B CLO ETF
2.09%5.99%11.85%14.99%
EIC
Eagle Point Income Company Inc.
-4.14%-15.28%24.02%13.92%

Correlation

The correlation between CLOZ and EIC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

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

0.13

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Return for Risk

CLOZ vs. EIC — Risk / Return Rank

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

CLOZ
CLOZ Risk / Return Rank: 4141
Overall Rank
CLOZ Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CLOZ Sortino Ratio Rank: 3939
Sortino Ratio Rank
CLOZ Omega Ratio Rank: 6464
Omega Ratio Rank
CLOZ Calmar Ratio Rank: 2828
Calmar Ratio Rank
CLOZ Martin Ratio Rank: 3232
Martin Ratio Rank

EIC
EIC Risk / Return Rank: 2020
Overall Rank
EIC Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EIC Sortino Ratio Rank: 1515
Sortino Ratio Rank
EIC Omega Ratio Rank: 1616
Omega Ratio Rank
EIC Calmar Ratio Rank: 2727
Calmar Ratio Rank
EIC Martin Ratio Rank: 2727
Martin Ratio Rank
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.

CLOZ vs. EIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Panagram 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

+2.14

Sortino ratioReturn per unit of downside risk

+2.70

Omega ratioGain probability vs. loss probability

1.37

0.90

+0.46

Calmar ratioReturn relative to maximum drawdown

1.34

-0.44

+1.78

Martin ratioReturn relative to average drawdown

4.43

-0.81

+5.24

CLOZ vs. EIC - Sharpe Ratio Comparison

The current CLOZ Sharpe Ratio is 1.50, which is higher than the EIC Sharpe Ratio of -0.64. 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

-0.55%

-24.15%

+23.60%

Average Drawdown

Average peak-to-trough decline

-0.38%

-12.33%

+11.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

15.77%

-14.60%

Volatility

CLOZ vs. EIC - Volatility Comparison

The current volatility for Panagram BBB-B CLO ETF (CLOZ) is 0.67%, while Eagle Point Income Company Inc. (EIC) has a volatility of 4.88%. 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

0.67%

4.88%

-4.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.18%

14.24%

-11.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

19.95%

-16.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.79%

20.28%

-16.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

37.37%

-33.58%

Dividends

CLOZ vs. EIC - Dividend Comparison

CLOZ's dividend yield for the trailing twelve months is around 7.42%, less than EIC's 17.13% yield.


PositionTTM2025202420232022202120202019
CLOZ
Panagram BBB-B CLO ETF
7.42%7.63%9.09%8.81%0.00%0.00%0.00%0.00%
EIC
Eagle Point Income Company Inc.
17.13%17.35%15.44%13.59%11.03%7.78%10.39%3.65%

Frequently Asked Questions


CLOZ and EIC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIC has higher volatility (4.88%) compared to CLOZ (0.67%). In terms of maximum drawdown, CLOZ dropped -5.32% vs EIC's -67.08%.

CLOZ currently has the higher Sharpe Ratio (1.50 vs -0.64), 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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