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EICA vs. PFFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EICA and PFFA is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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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Key characteristics

Sharpe Ratio

EICA:

1.85

PFFA:

0.68

Sortino Ratio

EICA:

3.05

PFFA:

0.94

Omega Ratio

EICA:

1.40

PFFA:

1.14

Calmar Ratio

EICA:

6.34

PFFA:

0.59

Martin Ratio

EICA:

21.94

PFFA:

2.12

Ulcer Index

EICA:

0.47%

PFFA:

3.39%

Daily Std Dev

EICA:

5.40%

PFFA:

10.51%

Max Drawdown

EICA:

-13.45%

PFFA:

-70.52%

Current Drawdown

EICA:

-0.69%

PFFA:

-6.27%

Returns By Period

In the year-to-date period, EICA achieves a 4.51% return, which is significantly higher than PFFA's -2.82% return.


EICA

YTD

4.51%

1M

1.12%

6M

3.66%

1Y

9.83%

3Y*

6.12%

5Y*

N/A

10Y*

N/A

PFFA

YTD

-2.82%

1M

-0.54%

6M

-5.35%

1Y

6.13%

3Y*

5.99%

5Y*

12.37%

10Y*

N/A

*Annualized

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Eagle Point Income Company Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EICA vs. PFFA — Risk-Adjusted Performance Rank

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

EICA
The Risk-Adjusted Performance Rank of EICA is 9696
Overall Rank
The Sharpe Ratio Rank of EICA is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of EICA is 9494
Sortino Ratio Rank
The Omega Ratio Rank of EICA is 9393
Omega Ratio Rank
The Calmar Ratio Rank of EICA is 9999
Calmar Ratio Rank
The Martin Ratio Rank of EICA is 9999
Martin Ratio Rank

PFFA
The Risk-Adjusted Performance Rank of PFFA is 5757
Overall Rank
The Sharpe Ratio Rank of PFFA is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFA is 5454
Sortino Ratio Rank
The Omega Ratio Rank of PFFA is 5757
Omega Ratio Rank
The Calmar Ratio Rank of PFFA is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PFFA is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EICA vs. PFFA - Risk-Adjusted Performance 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.


The current EICA Sharpe Ratio is 1.85, which is higher than the PFFA Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of EICA and PFFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EICA vs. PFFA - Dividend Comparison

EICA's dividend yield for the trailing twelve months is around 5.15%, less than PFFA's 9.89% yield.


TTM2024202320222021202020192018
EICA
Eagle Point Income Company Inc.
5.15%5.27%5.40%5.26%0.92%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.89%9.18%9.56%10.75%7.64%8.54%10.02%5.15%

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EICA vs. PFFA - Volatility Comparison

The current volatility for Eagle Point Income Company Inc. (EICA) is 2.23%, while Virtus InfraCap U.S. Preferred Stock ETF (PFFA) has a volatility of 3.20%. 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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