EIC vs. SDCI

In the year-to-date period, EIC achieves a -2.81% return, which is significantly lower than SDCI's 8.91% return.

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This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EIC) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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 current EIC Sharpe Ratio is 0.10, which is lower than the SDCI Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of EIC and SDCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EIC's dividend yield for the trailing twelve months is around 16.96%, more than SDCI's 5.44% yield.

The maximum EIC drawdown since its inception was -67.08%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for EIC and SDCI. For additional features, visit the drawdowns tool.

The current volatility for Eagle Point Income Company Inc. (EIC) is 4.06%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 4.79%. This indicates that EIC experiences smaller price fluctuations and is considered to be less risky than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.