EICA vs. CLOZ
EICA (Eagle Point Income Company Inc.) is a stock, while CLOZ (Panagram BBB-B CLO ETF) is CLO fund actively managed by Panagram. Over the past 3 years, EICA returned 7.26%/yr vs 10.04%/yr for CLOZ. At a 0.03 correlation, their price movements are largely independent.
Performance
EICA vs. CLOZ - Performance Comparison
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Returns By Period
In the year-to-date period, EICA achieves a 3.75% return, which is significantly higher than CLOZ's 2.48% return.
EICA
- 1D
- 0.12%
- 1M
- 0.22%
- YTD
- 3.75%
- 6M
- 3.92%
- 1Y
- 7.83%
- 3Y*
- 7.26%
- 5Y*
- —
- 10Y*
- —
CLOZ
- 1D
- 0.15%
- 1M
- -0.04%
- YTD
- 2.48%
- 6M
- 2.72%
- 1Y
- 5.79%
- 3Y*
- 10.04%
- 5Y*
- —
- 10Y*
- —
EICA vs. CLOZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EICA Eagle Point Income Company Inc. | 3.75% | 9.12% | 8.10% | 4.61% |
CLOZ Panagram BBB-B CLO ETF | 2.48% | 5.99% | 11.85% | 14.99% |
Correlation
The correlation between EICA and CLOZ is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2023 | 0.03 |
The correlation between EICA and CLOZ shifts across timeframes, from -0.07 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
EICA vs. CLOZ — Risk / Return Rank
EICA
CLOZ
EICA vs. CLOZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EICA) and Panagram BBB-B CLO ETF (CLOZ). 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.
| EICA | CLOZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.49 | +0.68 |
| Martin ratioReturn relative to average drawdown | 5.45 | 4.94 | +0.51 |
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Drawdowns
EICA vs. CLOZ - Drawdown Comparison
The maximum EICA drawdown since its inception was -13.45%, which is greater than CLOZ's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for EICA and CLOZ.
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Drawdown Indicators
| EICA | CLOZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.45% | -5.32% | -8.13% |
Max Drawdown (1Y)Largest decline over 1 year | -3.63% | -3.90% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -4.46% | -5.32% | +0.86% |
Current DrawdownCurrent decline from peak | -2.72% | -0.17% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -0.38% | -1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.17% | +0.27% |
Volatility
EICA vs. CLOZ - Volatility Comparison
Eagle Point Income Company Inc. (EICA) has a higher volatility of 1.05% compared to Panagram BBB-B CLO ETF (CLOZ) at 0.70%. This indicates that EICA's price experiences larger fluctuations and is considered to be riskier than CLOZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EICA | CLOZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 0.70% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 5.98% | 3.19% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.50% | 3.47% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.24% | 3.79% | +5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.24% | 3.79% | +5.45% |
Dividends
EICA vs. CLOZ - Dividend Comparison
EICA's dividend yield for the trailing twelve months is around 5.02%, less than CLOZ's 7.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CLOZ Panagram BBB-B CLO ETF | 7.39% | 7.63% | 9.09% | 8.81% | 0.00% | 0.00% |
EICA Eagle Point Income Company Inc. | 5.02% | 5.08% | 5.27% | 5.40% | 5.26% | 0.41% |
Frequently Asked Questions
EICA and CLOZ have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EICA has higher volatility (1.05%) compared to CLOZ (0.70%). In terms of maximum drawdown, EICA dropped -13.45% vs CLOZ's -5.32%.
CLOZ currently has the higher Sharpe Ratio (1.68 vs 1.21), 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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