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

Correlation

The correlation between EIC and QMNNX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

EIC vs. QMNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Income Company Inc. (EIC) and AQR Equity Market Neutral Fund N (QMNNX). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
28.22%
45.08%
EIC
QMNNX

Key characteristics

Sharpe Ratio

EIC:

-0.24

QMNNX:

2.81

Sortino Ratio

EIC:

-0.21

QMNNX:

3.82

Omega Ratio

EIC:

0.97

QMNNX:

1.54

Calmar Ratio

EIC:

-0.23

QMNNX:

4.06

Martin Ratio

EIC:

-1.01

QMNNX:

15.05

Ulcer Index

EIC:

3.69%

QMNNX:

1.20%

Daily Std Dev

EIC:

15.81%

QMNNX:

6.46%

Max Drawdown

EIC:

-67.08%

QMNNX:

-50.11%

Current Drawdown

EIC:

-16.26%

QMNNX:

-2.50%

Returns By Period

In the year-to-date period, EIC achieves a -10.34% return, which is significantly lower than QMNNX's 7.35% return.


EIC

YTD

-10.34%

1M

-15.22%

6M

-12.36%

1Y

-3.80%

5Y*

18.79%

10Y*

N/A

QMNNX

YTD

7.35%

1M

0.29%

6M

15.18%

1Y

17.61%

5Y*

10.83%

10Y*

4.30%

*Annualized

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Risk-Adjusted Performance

EIC vs. QMNNX — 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 4141
Overall Rank
The Sharpe Ratio Rank of EIC is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of EIC is 3939
Sortino Ratio Rank
The Omega Ratio Rank of EIC is 3838
Omega Ratio Rank
The Calmar Ratio Rank of EIC is 4545
Calmar Ratio Rank
The Martin Ratio Rank of EIC is 3737
Martin Ratio Rank

QMNNX
The Risk-Adjusted Performance Rank of QMNNX is 9595
Overall Rank
The Sharpe Ratio Rank of QMNNX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of QMNNX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of QMNNX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of QMNNX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of QMNNX is 9595
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. QMNNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EIC) and AQR Equity Market Neutral Fund N (QMNNX). 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 -0.24, compared to the broader market-2.00-1.000.001.002.00
EIC: -0.24
QMNNX: 2.81
The chart of Sortino ratio for EIC, currently valued at -0.21, compared to the broader market-6.00-4.00-2.000.002.004.00
EIC: -0.21
QMNNX: 3.82
The chart of Omega ratio for EIC, currently valued at 0.97, compared to the broader market0.501.001.502.00
EIC: 0.97
QMNNX: 1.54
The chart of Calmar ratio for EIC, currently valued at -0.23, compared to the broader market0.001.002.003.004.00
EIC: -0.23
QMNNX: 4.06
The chart of Martin ratio for EIC, currently valued at -1.01, compared to the broader market-10.00-5.000.005.0010.0015.00
EIC: -1.01
QMNNX: 15.05

The current EIC Sharpe Ratio is -0.24, which is lower than the QMNNX Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of EIC and QMNNX, 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
-0.24
2.81
EIC
QMNNX

Dividends

EIC vs. QMNNX - Dividend Comparison

EIC's dividend yield for the trailing twelve months is around 17.88%, more than QMNNX's 5.65% yield.


TTM20242023202220212020201920182017201620152014
EIC
Eagle Point Income Company Inc.
17.88%15.44%13.59%11.03%7.78%8.52%3.65%0.00%0.00%0.00%0.00%0.00%
QMNNX
AQR Equity Market Neutral Fund N
5.65%6.07%21.59%5.78%0.00%0.00%0.00%0.49%3.37%1.18%2.40%5.79%

Drawdowns

EIC vs. QMNNX - Drawdown Comparison

The maximum EIC drawdown since its inception was -67.08%, which is greater than QMNNX's maximum drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for EIC and QMNNX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.26%
-2.50%
EIC
QMNNX

Volatility

EIC vs. QMNNX - Volatility Comparison

Eagle Point Income Company Inc. (EIC) has a higher volatility of 8.47% compared to AQR Equity Market Neutral Fund N (QMNNX) at 2.78%. This indicates that EIC's price experiences larger fluctuations and is considered to be riskier than QMNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.47%
2.78%
EIC
QMNNX
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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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