EICA vs. IVOL
EICA (Eagle Point Income Company Inc.) is a stock, while IVOL (Quadratic Interest Rate Volatility & Inflation Hedge ETF) is Inflation-Protected Bonds fund actively managed by CICC. Over the past 3 years, EICA returned 7.62%/yr vs -2.76%/yr for IVOL. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
EICA vs. IVOL - Performance Comparison
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Returns By Period
In the year-to-date period, EICA achieves a 4.41% return, which is significantly higher than IVOL's -6.93% 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%
IVOL
- 1D
- 0.43%
- 1M
- 0.79%
- 6M
- -5.94%
- YTD
- -6.93%
- 1Y
- -7.22%
- 3Y*
- -2.76%
- 5Y*
- -5.74%
- 10Y*
- —
- ALL TIME*
- -1.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $56.13K | $72.48K | $68.45K | |
| $1.47M | $1.20M | $2.07M |
EICA vs. IVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EICA Eagle Point Income Company Inc. | 4.41% | 9.12% | 8.10% | 2.75% | -2.04% | 2.99% |
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF | -6.93% | 11.97% | -11.07% | -5.18% | -12.69% | -1.67% |
Correlation
The correlation between EICA and IVOL is 0.02, 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. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2021 | 0.04 |
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Return for Risk
EICA vs. IVOL — Risk / Return Rank
EICA
IVOL
EICA vs. IVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EICA) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). 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 | IVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.18 | ||
| Sortino ratioReturn per unit of downside risk | +3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.83 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | -0.60 | +2.46 |
| Martin ratioReturn relative to average drawdown | 4.19 | -1.16 | +5.35 |
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Drawdowns
EICA vs. IVOL - Drawdown Comparison
The maximum EICA drawdown since its inception was -13.45%, smaller than the maximum IVOL drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for EICA and IVOL.
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Drawdown Indicators
| EICA | IVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.45% | -31.16% | +17.71% |
Max Drawdown (1Y)Largest decline over 1 year | -3.63% | -12.17% | +8.54% |
Max Drawdown (3Y)Largest decline over 3 years | -3.63% | -14.48% | +10.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.07% | — |
Current DrawdownCurrent decline from peak | -2.11% | -26.81% | +24.70% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -13.61% | +11.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 6.25% | -4.64% |
Volatility
EICA vs. IVOL - Volatility Comparison
The current volatility for Eagle Point Income Company Inc. (EICA) is 0.60%, while Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) has a volatility of 1.72%. This indicates that EICA experiences smaller price fluctuations and is considered to be less risky than IVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EICA | IVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 1.72% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 5.98% | 4.93% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.39% | 6.52% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.14% | 12.85% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.14% | 11.91% | -2.77% |
Dividends
EICA vs. IVOL - Dividend Comparison
EICA's dividend yield for the trailing twelve months is around 5.01%, more than IVOL's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EICA Eagle Point Income Company Inc. | 5.01% | 5.08% | 5.27% | 5.40% | 5.26% | 0.41% | 0.00% | 0.00% |
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF | 3.87% | 3.61% | 3.83% | 3.73% | 3.92% | 3.93% | 3.44% | 2.02% |
Frequently Asked Questions
EICA and IVOL have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVOL has higher volatility (1.72%) compared to EICA (0.60%). In terms of maximum drawdown, EICA dropped -13.45% vs IVOL's -31.16%.
EICA currently has the higher Sharpe Ratio (1.06 vs -1.11), 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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