EIC vs. SGOV
EIC (Eagle Point Income Company Inc.) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, EIC returned 3.92%/yr vs 3.62%/yr for SGOV. At a correlation of -0.01, they often move in opposite directions.
Performance
EIC vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, EIC achieves a -2.72% return, which is significantly lower than SGOV's 1.95% return.
EIC
- 1D
- 0.10%
- 1M
- -0.90%
- 6M
- -1.25%
- YTD
- -2.72%
- 1Y
- -12.76%
- 3Y*
- 4.70%
- 5Y*
- 3.92%
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 1.95%
- 1Y
- 3.87%
- 3Y*
- 4.66%
- 5Y*
- 3.62%
- 10Y*
- —
EIC vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | -2.72% | -15.28% | 24.02% | 20.86% | -10.48% | 28.01% | 49.32% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.95% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between EIC and SGOV is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.01 |
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Return for Risk
EIC vs. SGOV — Risk / Return Rank
EIC
SGOV
EIC vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EIC) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.47 | ||
| Sortino ratioReturn per unit of downside risk | -383.59 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 383.06 | -382.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 390.94 | -391.39 |
| Martin ratioReturn relative to average drawdown | -0.79 | 6,193.70 | -6,194.48 |
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Drawdowns
EIC vs. SGOV - Drawdown Comparison
The maximum EIC drawdown since its inception was -67.08%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for EIC and SGOV.
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Drawdown Indicators
| EIC | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.08% | -0.03% | -67.05% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -0.01% | -28.66% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -0.01% | -34.05% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -0.03% | -34.03% |
Current DrawdownCurrent decline from peak | -23.03% | 0.00% | -23.03% |
Average DrawdownAverage peak-to-trough decline | -12.43% | -0.00% | -12.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.25% | 0.00% | +16.25% |
Volatility
EIC vs. SGOV - Volatility Comparison
Eagle Point Income Company Inc. (EIC) has a higher volatility of 5.82% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that EIC's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIC | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 0.05% | +5.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.06% | 0.13% | +13.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 0.19% | +19.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.30% | 0.24% | +20.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.23% | 0.24% | +36.99% |
Dividends
EIC vs. SGOV - Dividend Comparison
EIC's dividend yield for the trailing twelve months is around 16.86%, more than SGOV's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | 16.86% | 17.35% | 15.44% | 13.59% | 11.03% | 7.78% | 10.39% | 3.65% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% |
Frequently Asked Questions
EIC and SGOV have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIC has higher volatility (5.82%) compared to SGOV (0.05%). In terms of maximum drawdown, EIC dropped -67.08% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.84 vs -0.64), 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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