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EIC vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIC vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Income Company Inc. (EIC) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIC achieves a -2.60% return, which is significantly lower than DGRO's 9.86% return.


EIC

1D
-0.68%
1M
-2.22%
YTD
-2.60%
6M
1.58%
1Y
-10.02%
3Y*
6.21%
5Y*
4.82%
10Y*

DGRO

1D
0.69%
1M
3.74%
YTD
9.86%
6M
9.27%
1Y
22.26%
3Y*
16.74%
5Y*
10.82%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIC vs. DGRO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EIC
Eagle Point Income Company Inc.
-2.60%-15.28%24.02%20.86%-10.48%28.01%-14.41%-2.31%
DGRO
iShares Core Dividend Growth ETF
9.86%15.69%16.62%10.47%-7.91%26.64%9.50%9.32%

Correlation

The correlation between EIC and DGRO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.23

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2019

0.23

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Return for Risk

EIC vs. DGRO — Risk / Return Rank

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

EIC
EIC Risk / Return Rank: 2424
Overall Rank
EIC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EIC Sortino Ratio Rank: 1919
Sortino Ratio Rank
EIC Omega Ratio Rank: 2020
Omega Ratio Rank
EIC Calmar Ratio Rank: 3131
Calmar Ratio Rank
EIC Martin Ratio Rank: 3131
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 8282
Overall Rank
DGRO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8787
Sortino Ratio Rank
DGRO Omega Ratio Rank: 8282
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7777
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7979
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. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EIC) and iShares Core Dividend Growth ETF (DGRO). 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.


EICDGRODifference
Sharpe ratioReturn per unit of total volatility

-2.85

Sortino ratioReturn per unit of downside risk

-3.99

Omega ratioGain probability vs. loss probability

0.93

1.42

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.35

3.46

-3.81

Martin ratioReturn relative to average drawdown

-0.65

13.36

-14.01

EIC vs. DGRO - Sharpe Ratio Comparison

The current EIC Sharpe Ratio is -0.51, which is lower than the DGRO Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of EIC and DGRO, 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

EIC vs. DGRO - Drawdown Comparison

The maximum EIC drawdown since its inception was -67.08%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for EIC and DGRO.


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Drawdown Indicators


EICDGRODifference

Max Drawdown

Largest peak-to-trough decline

-67.08%

-35.10%

-31.98%

Max Drawdown (1Y)

Largest decline over 1 year

-28.67%

-6.47%

-22.20%

Max Drawdown (3Y)

Largest decline over 3 years

-34.06%

-14.03%

-20.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.06%

-19.31%

-14.75%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-22.93%

0.00%

-22.93%

Average Drawdown

Average peak-to-trough decline

-12.30%

-3.44%

-8.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.54%

1.68%

+13.86%

Volatility

EIC vs. DGRO - Volatility Comparison

Eagle Point Income Company Inc. (EIC) has a higher volatility of 4.34% compared to iShares Core Dividend Growth ETF (DGRO) at 2.64%. This indicates that EIC's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EICDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

2.64%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

6.96%

+6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

9.59%

+10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

13.83%

+6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.40%

16.62%

+20.78%

Dividends

EIC vs. DGRO - Dividend Comparison

EIC's dividend yield for the trailing twelve months is around 16.86%, more than DGRO's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.94%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
EIC
Eagle Point Income Company Inc.
16.86%17.35%15.44%13.59%11.03%7.78%10.39%3.65%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EIC and DGRO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIC has higher volatility (4.34%) compared to DGRO (2.64%). In terms of maximum drawdown, EIC dropped -67.08% vs DGRO's -35.10%.

DGRO currently has the higher Sharpe Ratio (2.34 vs -0.51), 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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