EICA vs. FSCO
EICA (Eagle Point Income Company Inc.) and FSCO (FS Credit Opportunities Corp.) are both stocks. Both are in the Financial Services sector — EICA in Capital Markets, FSCO in Asset Management. Over the past 3 years, EICA returned 7.26%/yr vs 14.30%/yr for FSCO. At a 0.02 correlation, their price movements are largely independent.
Performance
EICA vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, EICA achieves a 3.92% return, which is significantly higher than FSCO's -18.71% return.
EICA
- 1D
- -0.07%
- 1M
- 0.50%
- YTD
- 3.92%
- 6M
- 3.97%
- 1Y
- 8.31%
- 3Y*
- 7.26%
- 5Y*
- —
- 10Y*
- —
FSCO
- 1D
- -1.83%
- 1M
- -4.35%
- YTD
- -18.71%
- 6M
- -16.22%
- 1Y
- -24.11%
- 3Y*
- 14.30%
- 5Y*
- —
- 10Y*
- —
EICA vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EICA Eagle Point Income Company Inc. | 3.92% | 9.12% | 8.10% | 2.75% | 6.65% |
FSCO FS Credit Opportunities Corp. | -18.71% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between EICA and FSCO is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.02 |
Fundamentals
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Return for Risk
EICA vs. FSCO — Risk / Return Rank
EICA
FSCO
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.
| EICA | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +3.08 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.85 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | -0.68 | +2.98 |
| Martin ratioReturn relative to average drawdown | 5.92 | -1.34 | +7.26 |
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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
| EICA | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -4.46% | -35.53% | +31.07% |
Current DrawdownCurrent decline from peak | -2.57% | -29.03% | +26.46% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -8.13% | +6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 18.03% | -16.62% |
Volatility
EICA vs. FSCO - Volatility Comparison
The current volatility for Eagle Point Income Company Inc. (EICA) is 1.00%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 6.28%. 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
| EICA | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 6.28% | -5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 5.97% | 22.64% | -16.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.50% | 27.50% | -21.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.25% | 28.18% | -18.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.25% | 28.18% | -18.93% |
Dividends
EICA vs. FSCO - Dividend Comparison
EICA's dividend yield for the trailing twelve months is around 5.01%, less than FSCO's 16.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
EICA Eagle Point Income Company Inc. | 5.01% | 5.08% | 5.27% | 5.40% | 5.26% | 0.41% |
FSCO FS Credit Opportunities Corp. | 16.22% | 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EICA and FSCO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.28%) compared to EICA (1.00%). In terms of maximum drawdown, EICA dropped -13.45% vs FSCO's -35.53%.
EICA currently has the higher Sharpe Ratio (1.29 vs -0.88), 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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