EIC vs. PDI
EIC (Eagle Point Income Company Inc.) and PDI (PIMCO Dynamic Income Fund) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, EIC returned 4.80%/yr vs 2.68%/yr for PDI. At a 0.23 correlation, their price movements are largely independent.
Performance
EIC vs. PDI - Performance Comparison
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Returns By Period
In the year-to-date period, EIC achieves a -2.61% return, which is significantly lower than PDI's 0.45% return.
EIC
- 1D
- 0.48%
- 1M
- 3.50%
- YTD
- -2.61%
- 6M
- -1.11%
- 1Y
- -6.73%
- 3Y*
- 6.32%
- 5Y*
- 4.80%
- 10Y*
- —
PDI
- 1D
- 0.06%
- 1M
- -3.25%
- YTD
- 0.45%
- 6M
- -0.44%
- 1Y
- 2.55%
- 3Y*
- 11.73%
- 5Y*
- 2.68%
- 10Y*
- 7.53%
EIC vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | -2.61% | -15.28% | 24.02% | 20.86% | -10.48% | 28.01% | -14.41% | -0.81% |
PDI PIMCO Dynamic Income Fund | 0.45% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 6.72% |
Correlation
The correlation between EIC and PDI is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.23 |
Fundamentals
EIC:
$246.76M
PDI:
$6.90B
EIC:
-$0.05
PDI:
$3.86
EIC:
4.90
PDI:
3.21
EIC:
0.79
PDI:
0.93
EIC:
$52.89M
PDI:
$2.03B
EIC:
$50.57M
PDI:
$1.51B
EIC:
$2.06M
PDI:
$2.09B
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Return for Risk
EIC vs. PDI — Risk / Return Rank
EIC
PDI
EIC vs. PDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EIC) and PIMCO Dynamic Income Fund (PDI). 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.
| EIC | PDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.06 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 0.23 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.44 | 0.52 | -0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EIC | PDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | 0.23 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.17 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.59 | -0.51 |
Drawdowns
EIC vs. PDI - Drawdown Comparison
The maximum EIC drawdown since its inception was -67.08%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for EIC and PDI.
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Drawdown Indicators
| EIC | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.08% | -46.47% | -20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -10.95% | -17.72% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -17.55% | -16.51% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -27.23% | -6.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.47% | — |
Current DrawdownCurrent decline from peak | -22.94% | -7.41% | -15.53% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -6.22% | -6.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.30% | 4.92% | +10.38% |
Volatility
EIC vs. PDI - Volatility Comparison
Eagle Point Income Company Inc. (EIC) has a higher volatility of 5.02% compared to PIMCO Dynamic Income Fund (PDI) at 3.27%. This indicates that EIC's price experiences larger fluctuations and is considered to be riskier than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIC | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 3.27% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 8.12% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.06% | 11.19% | +8.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 15.53% | +4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.48% | 19.05% | +18.43% |
Dividends
EIC vs. PDI - Dividend Comparison
EIC's dividend yield for the trailing twelve months is around 14.53%, less than PDI's 15.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | 14.53% | 17.35% | 15.44% | 13.59% | 11.03% | 7.78% | 10.39% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% |
PDI PIMCO Dynamic Income Fund | 15.82% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
Financials
EIC vs. PDI - Financials Comparison
This section allows you to compare key financial metrics between Eagle Point Income Company Inc. and PIMCO Dynamic Income Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EIC and PDI have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIC has higher volatility (5.02%) compared to PDI (3.27%). In terms of maximum drawdown, EIC dropped -67.08% vs PDI's -46.47%.
PDI currently has the higher Sharpe Ratio (0.23 vs -0.34), 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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