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EICA vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EICA and ^SP500TR is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

EICA vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Income Company Inc. (EICA) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.08%
7.42%
EICA
^SP500TR

Key characteristics

Sharpe Ratio

EICA:

1.60

^SP500TR:

1.75

Sortino Ratio

EICA:

2.56

^SP500TR:

2.36

Omega Ratio

EICA:

1.33

^SP500TR:

1.32

Calmar Ratio

EICA:

3.50

^SP500TR:

2.66

Martin Ratio

EICA:

11.14

^SP500TR:

11.02

Ulcer Index

EICA:

0.74%

^SP500TR:

2.04%

Daily Std Dev

EICA:

5.14%

^SP500TR:

12.89%

Max Drawdown

EICA:

-13.46%

^SP500TR:

-55.25%

Current Drawdown

EICA:

-0.45%

^SP500TR:

-2.12%

Returns By Period

The year-to-date returns for both stocks are quite close, with EICA having a 2.53% return and ^SP500TR slightly lower at 2.42%.


EICA

YTD

2.53%

1M

0.85%

6M

5.09%

1Y

7.54%

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

2.42%

1M

-1.08%

6M

7.42%

1Y

19.81%

5Y*

14.30%

10Y*

13.06%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EICA vs. ^SP500TR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EICA
The Risk-Adjusted Performance Rank of EICA is 9090
Overall Rank
The Sharpe Ratio Rank of EICA is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of EICA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of EICA is 8686
Omega Ratio Rank
The Calmar Ratio Rank of EICA is 9696
Calmar Ratio Rank
The Martin Ratio Rank of EICA is 9393
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 8787
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9393
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.

EICA vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EICA) and S&P 500 Total Return (^SP500TR). 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 EICA, currently valued at 1.60, compared to the broader market-2.000.002.001.601.75
The chart of Sortino ratio for EICA, currently valued at 2.56, compared to the broader market-4.00-2.000.002.004.006.002.562.36
The chart of Omega ratio for EICA, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.32
The chart of Calmar ratio for EICA, currently valued at 3.50, compared to the broader market0.002.004.006.003.502.66
The chart of Martin ratio for EICA, currently valued at 11.14, compared to the broader market-10.000.0010.0020.0030.0011.1411.02
EICA
^SP500TR

The current EICA Sharpe Ratio is 1.60, which is comparable to the ^SP500TR Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of EICA and ^SP500TR, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.60
1.75
EICA
^SP500TR

Drawdowns

EICA vs. ^SP500TR - Drawdown Comparison

The maximum EICA drawdown since its inception was -13.46%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EICA and ^SP500TR. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.45%
-2.12%
EICA
^SP500TR

Volatility

EICA vs. ^SP500TR - Volatility Comparison

The current volatility for Eagle Point Income Company Inc. (EICA) is 1.67%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.43%. This indicates that EICA experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.67%
3.43%
EICA
^SP500TR
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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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