EICA vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about Eagle Point Income Company Inc. (EICA) and S&P 500 Total Return (^SP500TR).

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.

EICA vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EICA Eagle Point Income Company Inc.	2.54%	9.12%	8.10%	2.75%	-2.04%	2.70%
^SP500TR S&P 500 Total Return	-3.64%	17.88%	25.02%	26.29%	-18.11%	5.37%

Returns By Period

In the year-to-date period, EICA achieves a 2.54% return, which is significantly higher than ^SP500TR's -3.64% return.

EICA

• 1D: 0.18%
• 1M: 0.83%
• YTD: 2.54%
• 6M: 3.90%
• 1Y: 8.31%
• 3Y*: 7.70%
• 5Y*: —
• 10Y*: —

^SP500TR

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.64%
• 6M: -1.43%
• 1Y: 18.20%
• 3Y*: 18.60%
• 5Y*: 11.96%
• 10Y*: 14.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EICA vs. ^SP500TR — Risk / Return Rank

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

EICA

EICA Risk / Return Rank: 93
EICA Sharpe Ratio Rank: 89
EICA Sortino Ratio Rank: 90
EICA Omega Ratio Rank: 90
EICA Calmar Ratio Rank: 97
EICA Martin Ratio Rank: 97

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EICA vs. ^SP500TR - Risk-Adjusted Trends 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.

	EICA	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	1.92	1.00	+0.92
Sortino ratio Return per unit of downside risk	2.95	1.52	+1.43
Omega ratio Gain probability vs. loss probability	1.40	1.23	+0.17
Calmar ratio Return relative to maximum drawdown	7.37	1.54	+5.83
Martin ratio Return relative to average drawdown	21.66	7.32	+14.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EICA vs. ^SP500TR - Sharpe Ratio Comparison

The current EICA Sharpe Ratio is 1.92, which is higher than the ^SP500TR Sharpe Ratio of 1.00. 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.

Sharpe Ratios by Period

	EICA	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	1.00	+0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.62	-0.05

Correlation

The correlation between EICA and ^SP500TR is 0.06, 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.

Drawdowns

EICA vs. ^SP500TR - Drawdown Comparison

The maximum EICA drawdown since its inception was -13.45%, 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.

Drawdown Indicators

	EICA	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-13.45%	-55.25%	+41.80%
Max Drawdown (1Y) Largest decline over 1 year	-1.10%	-12.12%	+11.02%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.49%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.79%	—
Current Drawdown Current decline from peak	-0.20%	-5.55%	+5.35%
Average Drawdown Average peak-to-trough decline	-2.02%	-8.20%	+6.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.38%	2.55%	-2.17%

Volatility

EICA vs. ^SP500TR - Volatility Comparison

The current volatility for Eagle Point Income Company Inc. (EICA) is 1.20%, while S&P 500 Total Return (^SP500TR) has a volatility of 5.38%. 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.

Volatility by Period

	EICA	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.20%	5.38%	-4.18%
Volatility (6M) Calculated over the trailing 6-month period	2.48%	9.55%	-7.07%
Volatility (1Y) Calculated over the trailing 1-year period	4.35%	18.32%	-13.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.08%	16.90%	-7.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.08%	18.05%	-8.97%