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

Correlation

The correlation between EIC and BSJS is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

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.

0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
75.97%
14.34%
EIC
BSJS

Key characteristics

Sharpe Ratio

EIC:

0.23

BSJS:

1.38

Sortino Ratio

EIC:

0.43

BSJS:

2.14

Omega Ratio

EIC:

1.06

BSJS:

1.29

Calmar Ratio

EIC:

0.24

BSJS:

1.94

Martin Ratio

EIC:

0.91

BSJS:

10.77

Ulcer Index

EIC:

4.21%

BSJS:

0.80%

Daily Std Dev

EIC:

17.07%

BSJS:

6.23%

Max Drawdown

EIC:

-67.08%

BSJS:

-17.73%

Current Drawdown

EIC:

-11.38%

BSJS:

-0.56%

Returns By Period

In the year-to-date period, EIC achieves a -5.11% return, which is significantly lower than BSJS's 2.12% return.


EIC

YTD

-5.11%

1M

-5.69%

6M

-5.98%

1Y

5.94%

5Y*

20.81%

10Y*

N/A

BSJS

YTD

2.12%

1M

0.46%

6M

2.47%

1Y

8.76%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EIC vs. BSJS — 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 5858
Overall Rank
The Sharpe Ratio Rank of EIC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of EIC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of EIC is 5151
Omega Ratio Rank
The Calmar Ratio Rank of EIC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of EIC is 6464
Martin Ratio Rank

BSJS
The Risk-Adjusted Performance Rank of BSJS is 9191
Overall Rank
The Sharpe Ratio Rank of BSJS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJS is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BSJS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BSJS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BSJS is 9494
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. BSJS - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for EIC, currently valued at 0.23, compared to the broader market-2.00-1.000.001.002.003.00
EIC: 0.23
BSJS: 1.38
The chart of Sortino ratio for EIC, currently valued at 0.43, compared to the broader market-6.00-4.00-2.000.002.004.00
EIC: 0.43
BSJS: 2.14
The chart of Omega ratio for EIC, currently valued at 1.06, compared to the broader market0.501.001.502.00
EIC: 1.06
BSJS: 1.29
The chart of Calmar ratio for EIC, currently valued at 0.24, compared to the broader market0.001.002.003.004.005.00
EIC: 0.24
BSJS: 1.94
The chart of Martin ratio for EIC, currently valued at 0.91, compared to the broader market-5.000.005.0010.0015.0020.00
EIC: 0.91
BSJS: 10.77

The current EIC Sharpe Ratio is 0.23, which is lower than the BSJS Sharpe Ratio of 1.38. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.23
1.38
EIC
BSJS

Dividends

EIC vs. BSJS - Dividend Comparison

EIC's dividend yield for the trailing twelve months is around 17.13%, more than BSJS's 7.05% yield.


TTM202420232022202120202019
EIC
Eagle Point Income Company Inc.
17.13%15.44%13.59%11.03%7.78%8.53%3.66%
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
7.05%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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.38%
-0.56%
EIC
BSJS

Volatility

EIC vs. BSJS - Volatility Comparison

Eagle Point Income Company Inc. (EIC) has a higher volatility of 11.41% compared to Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) at 4.42%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.41%
4.42%
EIC
BSJS