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EICA vs. FSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EICA vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Income Company Inc. (EICA) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EICA achieves a 4.41% return, which is significantly higher than FSCO's -14.16% return.


EICA

1D
-0.06%
1M
0.52%
6M
3.07%
YTD
4.41%
1Y
6.74%
3Y*
7.62%
5Y*
10Y*
ALL TIME*
5.24%

FSCO

1D
0.81%
1M
2.01%
6M
-10.36%
YTD
-14.16%
1Y
-23.65%
3Y*
11.67%
5Y*
10Y*
ALL TIME*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$56.13K$72.48K$68.45K
$4.26M$4.44M$5.06M

EICA vs. FSCO - Yearly Performance Comparison


2026 (YTD)2025202420232022
EICA
Eagle Point Income Company Inc.
4.41%9.12%8.10%2.75%6.65%
FSCO
FS Credit Opportunities Corp.
-14.16%3.68%34.88%36.98%-3.98%

Correlation

The correlation between EICA and FSCO is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.06

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2022

0.02

Fundamentals

Market Cap

EICA:

$233.48M

FSCO:

$1.01B

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Return for Risk

EICA vs. FSCO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EICA
EICA Risk / Return Rank: 7878
Overall Rank
EICA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EICA Sortino Ratio Rank: 7272
Sortino Ratio Rank
EICA Omega Ratio Rank: 9090
Omega Ratio Rank
EICA Calmar Ratio Rank: 7777
Calmar Ratio Rank
EICA Martin Ratio Rank: 7676
Martin Ratio Rank

FSCO
FSCO Risk / Return Rank: 1313
Overall Rank
FSCO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1010
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1818
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EICA vs. FSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EICA) and FS Credit Opportunities Corp. (FSCO). 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.


EICAFSCODifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.37

0.86

+0.51

Calmar ratioReturn relative to maximum drawdown

1.87

-0.67

+2.53

Martin ratioReturn relative to average drawdown

4.19

-1.17

+5.36

EICA vs. FSCO - Sharpe Ratio Comparison

The current EICA Sharpe Ratio is 1.06, which is higher than the FSCO Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of EICA and FSCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EICA vs. FSCO - Drawdown Comparison

The maximum EICA drawdown since its inception was -13.45%, smaller than the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for EICA and FSCO.


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Drawdown Indicators


EICAFSCODifference

Max Drawdown

Largest peak-to-trough decline

-13.45%

-35.53%

+22.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-35.53%

+31.90%

Max Drawdown (3Y)

Largest decline over 3 years

-3.63%

-35.53%

+31.90%

Current Drawdown

Current decline from peak

-2.11%

-25.05%

+22.94%

Average Drawdown

Average peak-to-trough decline

-2.06%

-8.72%

+6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

20.25%

-18.64%

Volatility

EICA vs. FSCO - Volatility Comparison

The current volatility for Eagle Point Income Company Inc. (EICA) is 0.60%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 3.65%. This indicates that EICA experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EICAFSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

3.65%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

5.98%

22.49%

-16.51%

Volatility (1Y)

Calculated over the trailing 1-year period

6.39%

27.65%

-21.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

27.85%

-18.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.14%

27.85%

-18.71%

Dividends

EICA vs. FSCO - Dividend Comparison

EICA's dividend yield for the trailing twelve months is around 5.01%, less than FSCO's 15.35% yield.


PositionTTM20252024202320222021
EICA
Eagle Point Income Company Inc.
5.01%5.08%5.27%5.40%5.26%0.41%
FSCO
FS Credit Opportunities Corp.
15.35%12.65%10.47%11.26%1.95%0.00%

Financials

EICA vs. FSCO - Financials Comparison

This section allows you to compare key financial metrics between Eagle Point Income Company Inc. and FS Credit Opportunities Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


EICA and FSCO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCO has higher volatility (3.65%) compared to EICA (0.60%). In terms of maximum drawdown, EICA dropped -13.45% vs FSCO's -35.53%.

EICA currently has the higher Sharpe Ratio (1.06 vs -0.86), 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.

Portfolio Optimizer

Find the right allocation for EICA and FSCO

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