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EIC vs. BSJS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIC vs. BSJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Income Company Inc. (EIC) and Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS). The values are adjusted to include any dividend payments, if applicable.

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EIC vs. BSJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EIC
Eagle Point Income Company Inc.
-14.58%-15.28%24.02%20.86%-10.48%28.01%8.63%
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
0.03%8.31%7.38%12.28%-13.69%3.40%4.05%

Returns By Period

In the year-to-date period, EIC achieves a -14.58% return, which is significantly lower than BSJS's 0.03% return.


EIC

1D
2.50%
1M
-3.65%
YTD
-14.58%
6M
-25.18%
1Y
-27.55%
3Y*
1.02%
5Y*
2.89%
10Y*

BSJS

1D
0.67%
1M
-0.61%
YTD
0.03%
6M
1.24%
1Y
6.78%
3Y*
7.99%
5Y*
3.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EIC vs. BSJS — Risk / Return Rank

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

EIC
EIC Risk / Return Rank: 55
Overall Rank
EIC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EIC Sortino Ratio Rank: 77
Sortino Ratio Rank
EIC Omega Ratio Rank: 66
Omega Ratio Rank
EIC Calmar Ratio Rank: 88
Calmar Ratio Rank
EIC Martin Ratio Rank: 33
Martin Ratio Rank

BSJS
BSJS Risk / Return Rank: 8080
Overall Rank
BSJS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSJS Sortino Ratio Rank: 7979
Sortino Ratio Rank
BSJS Omega Ratio Rank: 8686
Omega Ratio Rank
BSJS Calmar Ratio Rank: 7272
Calmar Ratio Rank
BSJS Martin Ratio Rank: 9090
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.

EIC vs. BSJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EIC) and Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS). 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.


EICBSJSDifference

Sharpe ratio

Return per unit of total volatility

-1.08

1.29

-2.37

Sortino ratio

Return per unit of downside risk

-1.39

2.00

-3.39

Omega ratio

Gain probability vs. loss probability

0.80

1.34

-0.54

Calmar ratio

Return relative to maximum drawdown

-0.91

1.84

-2.75

Martin ratio

Return relative to average drawdown

-1.86

11.71

-13.58

EIC vs. BSJS - Sharpe Ratio Comparison

The current EIC Sharpe Ratio is -1.08, which is lower than the BSJS Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of EIC and BSJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EICBSJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.08

1.29

-2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.43

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.49

-0.47

Correlation

The correlation between EIC and BSJS is 0.21, 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.


Dividends

EIC vs. BSJS - Dividend Comparison

EIC's dividend yield for the trailing twelve months is around 18.11%, more than BSJS's 6.41% yield.


TTM2025202420232022202120202019
EIC
Eagle Point Income Company Inc.
18.11%17.35%15.44%13.59%11.03%7.78%10.39%3.65%
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
6.41%6.49%7.04%6.75%5.82%4.86%0.75%0.00%

Drawdowns

EIC vs. BSJS - Drawdown Comparison

The maximum EIC drawdown since its inception was -67.08%, which is greater than BSJS's maximum drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for EIC and BSJS.


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Drawdown Indicators


EICBSJSDifference

Max Drawdown

Largest peak-to-trough decline

-67.08%

-17.73%

-49.35%

Max Drawdown (1Y)

Largest decline over 1 year

-30.43%

-3.64%

-26.79%

Max Drawdown (5Y)

Largest decline over 5 years

-34.06%

-17.73%

-16.33%

Current Drawdown

Current decline from peak

-32.41%

-0.82%

-31.59%

Average Drawdown

Average peak-to-trough decline

-11.90%

-4.12%

-7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.85%

0.57%

+14.28%

Volatility

EIC vs. BSJS - Volatility Comparison

Eagle Point Income Company Inc. (EIC) has a higher volatility of 7.48% compared to Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) at 1.51%. This indicates that EIC's price experiences larger fluctuations and is considered to be riskier than BSJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EICBSJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

1.51%

+5.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

2.02%

+12.50%

Volatility (1Y)

Calculated over the trailing 1-year period

25.60%

5.27%

+20.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.15%

7.40%

+12.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.88%

7.24%

+30.64%