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EICA vs. PFFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EICA vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Income Company Inc. (EICA) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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 3.92% return, which is significantly higher than PFFA's 2.55% return.


EICA

1D
-0.07%
1M
0.50%
YTD
3.92%
6M
3.97%
1Y
8.31%
3Y*
7.26%
5Y*
10Y*

PFFA

1D
-0.51%
1M
0.05%
YTD
2.55%
6M
1.89%
1Y
11.80%
3Y*
14.21%
5Y*
6.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EICA vs. PFFA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EICA
Eagle Point Income Company Inc.
3.92%9.12%8.10%2.75%-2.04%2.99%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
2.55%8.22%16.11%26.45%-20.91%1.70%

Correlation

The correlation between EICA and PFFA is 0.10, 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

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2021

0.11

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Return for Risk

EICA vs. PFFA — Risk / Return Rank

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

EICA
EICA Risk / Return Rank: 8080
Overall Rank
EICA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EICA Sortino Ratio Rank: 7676
Sortino Ratio Rank
EICA Omega Ratio Rank: 9090
Omega Ratio Rank
EICA Calmar Ratio Rank: 7878
Calmar Ratio Rank
EICA Martin Ratio Rank: 7979
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 4545
Overall Rank
PFFA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 5050
Sortino Ratio Rank
PFFA Omega Ratio Rank: 5050
Omega Ratio Rank
PFFA Calmar Ratio Rank: 3737
Calmar Ratio Rank
PFFA Martin Ratio Rank: 4040
Martin Ratio Rank
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. PFFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EICA) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


EICAPFFADifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.42

1.31

+0.12

Calmar ratioReturn relative to maximum drawdown

2.30

1.83

+0.48

Martin ratioReturn relative to average drawdown

5.92

6.05

-0.14

EICA vs. PFFA - Sharpe Ratio Comparison

The current EICA Sharpe Ratio is 1.29, which is comparable to the PFFA Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of EICA and PFFA, 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. PFFA - Drawdown Comparison

The maximum EICA drawdown since its inception was -13.45%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for EICA and PFFA.


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Drawdown Indicators


EICAPFFADifference

Max Drawdown

Largest peak-to-trough decline

-13.45%

-70.52%

+57.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-6.49%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-4.46%

-12.15%

+7.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

Current Drawdown

Current decline from peak

-2.57%

-2.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-2.06%

-6.62%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.95%

-0.54%

Volatility

EICA vs. PFFA - Volatility Comparison

The current volatility for Eagle Point Income Company Inc. (EICA) is 1.00%, while Virtus InfraCap U.S. Preferred Stock ETF (PFFA) has a volatility of 2.16%. This indicates that EICA experiences smaller price fluctuations and is considered to be less risky than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EICAPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

2.16%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

5.92%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

6.50%

7.16%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.25%

11.54%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.25%

31.75%

-22.50%

Dividends

EICA vs. PFFA - Dividend Comparison

EICA's dividend yield for the trailing twelve months is around 5.01%, less than PFFA's 9.76% yield.


PositionTTM20252024202320222021202020192018
EICA
Eagle Point Income Company Inc.
5.01%5.08%5.27%5.40%5.26%0.41%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.76%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%

Frequently Asked Questions


EICA and PFFA have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFFA has higher volatility (2.16%) compared to EICA (1.00%). In terms of maximum drawdown, EICA dropped -13.45% vs PFFA's -70.52%.

PFFA currently has the higher Sharpe Ratio (1.66 vs 1.29), 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 PFFA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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