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ECCC vs. EICIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECCC vs. EICIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, ECCC achieves a 4.24% return, which is significantly higher than EICIX's 3.91% return.


ECCC

1D
0.08%
1M
2.45%
YTD
4.24%
6M
4.50%
1Y
15.46%
3Y*
13.26%
5Y*
7.00%
10Y*

EICIX

1D
0.16%
1M
0.05%
YTD
3.91%
6M
3.22%
1Y
12.21%
3Y*
14.12%
5Y*
10.90%
10Y*
11.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECCC vs. EICIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ECCC
Eagle Point Credit Company Inc.
4.24%16.21%14.03%14.18%-13.45%5.02%
EICIX
EIC Value Fund
3.91%16.01%11.55%12.91%0.90%4.43%

Correlation

The correlation between ECCC and EICIX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2021

0.14

The correlation between ECCC and EICIX shifts across timeframes, from 0.04 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ECCC vs. EICIX — Risk / Return Rank

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

ECCC
ECCC Risk / Return Rank: 8181
Overall Rank
ECCC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ECCC Sortino Ratio Rank: 7575
Sortino Ratio Rank
ECCC Omega Ratio Rank: 7777
Omega Ratio Rank
ECCC Calmar Ratio Rank: 8787
Calmar Ratio Rank
ECCC Martin Ratio Rank: 8787
Martin Ratio Rank

EICIX
EICIX Risk / Return Rank: 1616
Overall Rank
EICIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EICIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
EICIX Omega Ratio Rank: 1515
Omega Ratio Rank
EICIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
EICIX Martin Ratio Rank: 1414
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.

ECCC vs. EICIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. (ECCC) and EIC Value Fund (EICIX). 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.


ECCCEICIXDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratioReturn relative to maximum drawdown

3.62

1.48

+2.13

Martin ratioReturn relative to average drawdown

9.78

3.63

+6.16

ECCC vs. EICIX - Sharpe Ratio Comparison

The current ECCC Sharpe Ratio is 1.36, which is comparable to the EICIX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ECCC and EICIX, 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

ECCC vs. EICIX - Drawdown Comparison

The maximum ECCC drawdown since its inception was -19.16%, smaller than the maximum EICIX drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for ECCC and EICIX.


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Drawdown Indicators


ECCCEICIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.16%

-34.26%

+15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-8.55%

+4.26%

Max Drawdown (3Y)

Largest decline over 3 years

-6.88%

-11.10%

+4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.16%

-17.36%

-1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-34.26%

Current Drawdown

Current decline from peak

0.00%

-5.39%

+5.39%

Average Drawdown

Average peak-to-trough decline

-3.69%

-3.41%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

3.44%

-1.86%

Volatility

ECCC vs. EICIX - Volatility Comparison

Eagle Point Credit Company Inc. (ECCC) and EIC Value Fund (EICIX) have volatilities of 3.67% and 3.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECCCEICIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

3.69%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

8.34%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.43%

11.71%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.26%

14.57%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.25%

16.29%

-4.04%

Dividends

ECCC vs. EICIX - Dividend Comparison

ECCC's dividend yield for the trailing twelve months is around 6.50%, less than EICIX's 8.61% yield.


PositionTTM20252024202320222021202020192018201720162015
ECCC
Eagle Point Credit Company Inc.
6.50%6.55%7.10%7.81%7.95%3.48%0.00%0.00%0.00%0.00%0.00%0.00%
EICIX
EIC Value Fund
8.61%8.95%9.47%4.09%6.07%11.14%6.05%7.71%10.82%8.51%2.03%3.42%

Frequently Asked Questions


ECCC and EICIX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EICIX has higher volatility (3.69%) compared to ECCC (3.67%). In terms of maximum drawdown, ECCC dropped -19.16% vs EICIX's -34.26%.

ECCC currently has the higher Sharpe Ratio (1.36 vs 1.08), 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.

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