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EIC vs. BSJR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EIC and BSJR is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

EIC vs. BSJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Income Company Inc. (EIC) and Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
30.56%
20.42%
EIC
BSJR

Key characteristics

Sharpe Ratio

EIC:

0.06

BSJR:

2.03

Sortino Ratio

EIC:

0.18

BSJR:

2.87

Omega Ratio

EIC:

1.03

BSJR:

1.38

Calmar Ratio

EIC:

0.07

BSJR:

3.51

Martin Ratio

EIC:

0.25

BSJR:

17.46

Ulcer Index

EIC:

3.54%

BSJR:

0.39%

Daily Std Dev

EIC:

15.05%

BSJR:

3.33%

Max Drawdown

EIC:

-67.08%

BSJR:

-22.58%

Current Drawdown

EIC:

-12.08%

BSJR:

-1.69%

Returns By Period

In the year-to-date period, EIC achieves a -5.86% return, which is significantly lower than BSJR's 0.43% return.


EIC

YTD

-5.86%

1M

-10.98%

6M

-7.54%

1Y

1.00%

5Y*

22.15%

10Y*

N/A

BSJR

YTD

0.43%

1M

-1.60%

6M

0.98%

1Y

6.98%

5Y*

6.31%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EIC vs. BSJR — Risk-Adjusted Performance Rank

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

EIC
The Risk-Adjusted Performance Rank of EIC is 5757
Overall Rank
The Sharpe Ratio Rank of EIC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of EIC is 4949
Sortino Ratio Rank
The Omega Ratio Rank of EIC is 5050
Omega Ratio Rank
The Calmar Ratio Rank of EIC is 6262
Calmar Ratio Rank
The Martin Ratio Rank of EIC is 6161
Martin Ratio Rank

BSJR
The Risk-Adjusted Performance Rank of BSJR is 9696
Overall Rank
The Sharpe Ratio Rank of BSJR is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJR is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BSJR is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BSJR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BSJR is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EIC vs. BSJR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EIC) and Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR). 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.


Sharpe ratio
The chart of Sharpe ratio for EIC, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.00
EIC: 0.06
BSJR: 2.03
The chart of Sortino ratio for EIC, currently valued at 0.18, compared to the broader market-6.00-4.00-2.000.002.004.00
EIC: 0.18
BSJR: 2.87
The chart of Omega ratio for EIC, currently valued at 1.03, compared to the broader market0.501.001.502.00
EIC: 1.03
BSJR: 1.38
The chart of Calmar ratio for EIC, currently valued at 0.07, compared to the broader market0.001.002.003.004.00
EIC: 0.07
BSJR: 3.51
The chart of Martin ratio for EIC, currently valued at 0.25, compared to the broader market-10.000.0010.0020.00
EIC: 0.25
BSJR: 17.46

The current EIC Sharpe Ratio is 0.06, which is lower than the BSJR Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of EIC and BSJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.06
2.03
EIC
BSJR

Dividends

EIC vs. BSJR - Dividend Comparison

EIC's dividend yield for the trailing twelve months is around 17.03%, more than BSJR's 6.81% yield.


TTM202420232022202120202019
EIC
Eagle Point Income Company Inc.
17.03%15.44%13.59%11.03%7.78%8.53%3.66%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
6.81%6.75%6.48%5.37%4.49%4.53%1.20%

Drawdowns

EIC vs. BSJR - Drawdown Comparison

The maximum EIC drawdown since its inception was -67.08%, which is greater than BSJR's maximum drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for EIC and BSJR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.08%
-1.69%
EIC
BSJR

Volatility

EIC vs. BSJR - Volatility Comparison

Eagle Point Income Company Inc. (EIC) has a higher volatility of 7.68% compared to Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) at 1.32%. This indicates that EIC's price experiences larger fluctuations and is considered to be riskier than BSJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
7.68%
1.32%
EIC
BSJR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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