EIC vs. QMNNX
EIC (Eagle Point Income Company Inc.) is a stock, while QMNNX (AQR Equity Market Neutral Fund Class N) is Equity Market Neutral fund actively managed by AQR. Over the past 5 years, EIC returned 3.44%/yr vs 18.24%/yr for QMNNX. Their -0.04 correlation means they have often moved in opposite directions in the past.
Performance
EIC vs. QMNNX - Performance Comparison
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Returns By Period
In the year-to-date period, EIC achieves a -3.30% return, which is significantly higher than QMNNX's -6.23% return.
EIC
- 1D
- 0.10%
- 1M
- -1.30%
- 6M
- 0.14%
- YTD
- -3.30%
- 1Y
- -8.51%
- 3Y*
- 5.23%
- 5Y*
- 3.44%
- 10Y*
- —
- ALL TIME*
- 2.34%
QMNNX
- 1D
- 1.24%
- 1M
- 3.72%
- 6M
- -3.21%
- YTD
- -6.23%
- 1Y
- 5.21%
- 3Y*
- 17.30%
- 5Y*
- 18.24%
- 10Y*
- 5.90%
- ALL TIME*
- 6.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $949.58K | $1.05M | $1.01M | |
| $0.00 | $0.00 | $0.00 |
EIC vs. QMNNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | -3.30% | -15.28% | 24.02% | 20.86% | -10.48% | 28.01% | -14.41% | -2.31% |
QMNNX AQR Equity Market Neutral Fund Class N | -6.23% | 26.19% | 25.43% | 16.30% | 27.07% | 17.38% | -19.79% | -4.98% |
Correlation
The correlation between EIC and QMNNX is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | -0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2019 | -0.04 |
The correlation between EIC and QMNNX shifts across timeframes, from -0.14 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EIC vs. QMNNX — Risk / Return Rank
EIC
QMNNX
EIC vs. QMNNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EIC) and AQR Equity Market Neutral Fund Class 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.
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.
| EIC | QMNNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.14 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 0.55 | -0.91 |
| Martin ratioReturn relative to average drawdown | -0.63 | 1.14 | -1.77 |
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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 -39.22%. Use the drawdown chart below to compare losses from any high point for EIC and QMNNX.
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Drawdown Indicators
| EIC | QMNNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.08% | -39.22% | -27.86% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -9.96% | -18.71% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -9.96% | -24.10% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -13.98% | -20.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -23.49% | -6.61% | -16.88% |
Average DrawdownAverage peak-to-trough decline | -12.50% | -10.57% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.57% | 4.76% | +11.81% |
Volatility
EIC vs. QMNNX - Volatility Comparison
Eagle Point Income Company Inc. (EIC) has a higher volatility of 4.52% compared to AQR Equity Market Neutral Fund Class N (QMNNX) at 2.61%. 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.
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Volatility by Period
| EIC | QMNNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 2.61% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 5.65% | +8.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.14% | 7.00% | +12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 9.30% | +10.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.12% | 8.35% | +28.77% |
Dividends
EIC vs. QMNNX - Dividend Comparison
EIC's dividend yield for the trailing twelve months is around 16.96%, more than QMNNX's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | 16.96% | 17.35% | 15.44% | 13.59% | 11.03% | 7.78% | 10.39% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% |
QMNNX AQR Equity Market Neutral Fund Class N | 1.34% | 1.26% | 6.06% | 21.67% | 5.77% | 1.41% | 17.64% | 3.86% | 0.49% | 3.37% | 1.19% | 2.51% |
Frequently Asked Questions
EIC and QMNNX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIC has higher volatility (4.52%) compared to QMNNX (2.61%). In terms of maximum drawdown, EIC dropped -67.08% vs QMNNX's -39.22%.
QMNNX currently has the higher Sharpe Ratio (0.78 vs -0.55), 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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