EICC vs. AGNCN

Last updated Apr 2, 2026

Compare and contrast key facts about Eagle Point Income Company Inc (EICC) and AGNC Investment Corp. (AGNCN).

Performance

EICC vs. AGNCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Income Company Inc (EICC) and AGNC Investment Corp. (AGNCN). The values are adjusted to include any dividend payments, if applicable.

EICC vs. AGNCN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EICC Eagle Point Income Company Inc	1.20%	9.04%	6.15%
AGNCN AGNC Investment Corp.	0.60%	7.77%	10.21%

Fundamentals

Market Cap EICC : $585.60M AGNCN : $27.19B
EPS EICC : -$0.05 AGNCN : $1.58
PS Ratio EICC : 11.63 AGNCN : 13.67
PB Ratio EICC : 1.88 AGNCN : 2.61
Total Revenue (TTM) EICC : $52.89M AGNCN : $1.92B
Gross Profit (TTM) EICC : $50.57M AGNCN : $1.92B
EBITDA (TTM) EICC : $2.06M AGNCN : $4.52B

Returns By Period

In the year-to-date period, EICC achieves a 1.20% return, which is significantly higher than AGNCN's 0.60% return.

EICC

• 1D: 0.04%
• 1M: 0.23%
• YTD: 1.20%
• 6M: 3.85%
• 1Y: 7.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AGNCN

• 1D: 0.96%
• 1M: -0.47%
• YTD: 0.60%
• 6M: 1.58%
• 1Y: 7.02%
• 3Y*: 12.59%
• 5Y*: 8.92%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EICC vs. AGNCN — Risk / Return Rank

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

EICC

EICC Risk / Return Rank: 97
EICC Sharpe Ratio Rank: 96
EICC Sortino Ratio Rank: 98
EICC Omega Ratio Rank: 97
EICC Calmar Ratio Rank: 94
EICC Martin Ratio Rank: 98

AGNCN

AGNCN Risk / Return Rank: 72
AGNCN Sharpe Ratio Rank: 73
AGNCN Sortino Ratio Rank: 66
AGNCN Omega Ratio Rank: 69
AGNCN Calmar Ratio Rank: 71
AGNCN Martin Ratio Rank: 84

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.

EICC vs. AGNCN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc (EICC) and AGNC Investment Corp. (AGNCN). 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.

	EICC	AGNCN	Difference
Sharpe ratio Return per unit of total volatility	2.90	0.99	+1.91
Sortino ratio Return per unit of downside risk	4.32	1.42	+2.90
Omega ratio Gain probability vs. loss probability	1.66	1.21	+0.45
Calmar ratio Return relative to maximum drawdown	5.39	1.50	+3.90
Martin ratio Return relative to average drawdown	26.25	7.49	+18.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EICC vs. AGNCN - Sharpe Ratio Comparison

The current EICC Sharpe Ratio is 2.90, which is higher than the AGNCN Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EICC and AGNCN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EICC	AGNCN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.90	0.99	+1.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.92	0.37	+2.55

Correlation

The correlation between EICC and AGNCN is 0.10, 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.

Dividends

EICC vs. AGNCN - Dividend Comparison

EICC's dividend yield for the trailing twelve months is around 8.00%, less than AGNCN's 9.60% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EICC Eagle Point Income Company Inc	8.00%	7.94%	5.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AGNCN AGNC Investment Corp.	9.60%	9.60%	10.37%	10.57%	7.47%	6.81%	6.87%	6.74%	6.92%	2.70%

Drawdowns

EICC vs. AGNCN - Drawdown Comparison

The maximum EICC drawdown since its inception was -1.50%, smaller than the maximum AGNCN drawdown of -53.34%. Use the drawdown chart below to compare losses from any high point for EICC and AGNCN.

Drawdown Indicators

	EICC	AGNCN	Difference
Max Drawdown Largest peak-to-trough decline	-1.50%	-53.34%	+51.84%
Max Drawdown (1Y) Largest decline over 1 year	-1.32%	-4.79%	+3.47%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.62%	—
Current Drawdown Current decline from peak	-0.25%	-1.62%	+1.37%
Average Drawdown Average peak-to-trough decline	-0.20%	-2.28%	+2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.30%	0.96%	-0.66%

Volatility

EICC vs. AGNCN - Volatility Comparison

The current volatility for Eagle Point Income Company Inc (EICC) is 0.22%, while AGNC Investment Corp. (AGNCN) has a volatility of 1.84%. This indicates that EICC experiences smaller price fluctuations and is considered to be less risky than AGNCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EICC	AGNCN	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.22%	1.84%	-1.62%
Volatility (6M) Calculated over the trailing 6-month period	1.75%	3.45%	-1.70%
Volatility (1Y) Calculated over the trailing 1-year period	2.68%	7.10%	-4.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.88%	9.54%	-6.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.88%	23.17%	-20.29%

Financials