EIC vs. VABS
EIC (Eagle Point Income Company Inc.) is a stock, while VABS (Virtus Newfleet ABS/MBS ETF) is Mortgage Backed Securities fund actively managed by Virtus Investment Partners. Over the past 5 years, EIC returned 4.47%/yr vs 3.31%/yr for VABS. At a correlation of -0.00, they often move in opposite directions.
Performance
EIC vs. VABS - Performance Comparison
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Returns By Period
In the year-to-date period, EIC achieves a -3.28% return, which is significantly lower than VABS's 1.82% return.
EIC
- 1D
- 0.90%
- 1M
- -1.89%
- YTD
- -3.28%
- 6M
- -4.45%
- 1Y
- -12.44%
- 3Y*
- 6.87%
- 5Y*
- 4.47%
- 10Y*
- —
VABS
- 1D
- 0.12%
- 1M
- 0.58%
- YTD
- 1.82%
- 6M
- 1.89%
- 1Y
- 3.97%
- 3Y*
- 6.30%
- 5Y*
- 3.31%
- 10Y*
- —
EIC vs. VABS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | -3.28% | -15.28% | 24.02% | 20.86% | -10.48% | 21.59% |
VABS Virtus Newfleet ABS/MBS ETF | 1.82% | 5.40% | 7.59% | 7.61% | -5.24% | 0.37% |
Correlation
The correlation between EIC and VABS is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
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 Feb 10, 2021 | -0.00 |
The correlation between EIC and VABS shifts across timeframes, from -0.10 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EIC vs. VABS — Risk / Return Rank
EIC
VABS
EIC vs. VABS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EIC) and Virtus Newfleet ABS/MBS ETF (VABS). 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 | VABS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.44 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 4.05 | -4.49 |
| Martin ratioReturn relative to average drawdown | -0.79 | 10.46 | -11.24 |
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Drawdowns
EIC vs. VABS - Drawdown Comparison
The maximum EIC drawdown since its inception was -67.08%, which is greater than VABS's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for EIC and VABS.
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Drawdown Indicators
| EIC | VABS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.08% | -7.12% | -59.96% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -0.98% | -27.69% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -1.42% | -32.64% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -7.12% | -26.94% |
Current DrawdownCurrent decline from peak | -23.47% | -0.02% | -23.45% |
Average DrawdownAverage peak-to-trough decline | -12.34% | -1.40% | -10.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | 0.38% | +15.43% |
Volatility
EIC vs. VABS - Volatility Comparison
Eagle Point Income Company Inc. (EIC) has a higher volatility of 4.97% compared to Virtus Newfleet ABS/MBS ETF (VABS) at 0.38%. This indicates that EIC's price experiences larger fluctuations and is considered to be riskier than VABS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIC | VABS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 0.38% | +4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.99% | 1.07% | +12.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.97% | 2.01% | +17.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.28% | 2.30% | +17.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.36% | 2.24% | +35.12% |
Dividends
EIC vs. VABS - Dividend Comparison
EIC's dividend yield for the trailing twelve months is around 16.97%, more than VABS's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | 16.97% | 17.35% | 15.44% | 13.59% | 11.03% | 7.78% | 10.39% | 3.65% |
VABS Virtus Newfleet ABS/MBS ETF | 5.06% | 4.94% | 5.05% | 4.13% | 2.47% | 1.47% | 0.00% | 0.00% |
Frequently Asked Questions
EIC and VABS have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIC has higher volatility (4.97%) compared to VABS (0.38%). In terms of maximum drawdown, EIC dropped -67.08% vs VABS's -7.12%.
VABS currently has the higher Sharpe Ratio (1.99 vs -0.63), 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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