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EICC vs. JBBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EICC vs. JBBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Income Company Inc (EICC) and Janus Henderson B-BBB CLO ETF (JBBB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EICC

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JBBB

1D
0.02%
1M
0.62%
YTD
1.86%
6M
2.34%
1Y
5.67%
3Y*
10.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EICC vs. JBBB - Yearly Performance Comparison


2026 (YTD)20252024
EICC
Eagle Point Income Company Inc
1.24%9.04%6.15%
JBBB
Janus Henderson B-BBB CLO ETF
1.86%5.43%8.53%

Correlation

The correlation between EICC and JBBB is 0.08, 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

0.08

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2024

0.07

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Return for Risk

EICC vs. JBBB — Risk / Return Rank

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

EICC

JBBB
JBBB Risk / Return Rank: 5151
Overall Rank
JBBB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
JBBB Sortino Ratio Rank: 5656
Sortino Ratio Rank
JBBB Omega Ratio Rank: 5959
Omega Ratio Rank
JBBB Calmar Ratio Rank: 4646
Calmar Ratio Rank
JBBB Martin Ratio Rank: 4747
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.

EICC vs. JBBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc (EICC) and Janus Henderson B-BBB CLO ETF (JBBB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EICC vs. JBBB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EICCJBBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

Drawdowns

EICC vs. JBBB - Drawdown Comparison


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Drawdown Indicators


EICCJBBBDifference

Max Drawdown

Largest peak-to-trough decline

-10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

Volatility

EICC vs. JBBB - Volatility Comparison


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Volatility by Period


EICCJBBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

Dividends

EICC vs. JBBB - Dividend Comparison

EICC's dividend yield for the trailing twelve months is around 6.67%, less than JBBB's 7.13% yield.


PositionTTM2025202420232022
EICC
Eagle Point Income Company Inc
6.67%7.94%5.33%0.00%0.00%
JBBB
Janus Henderson B-BBB CLO ETF
7.13%8.41%9.24%8.71%5.71%

Frequently Asked Questions


EICC and JBBB have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for EICC and JBBB

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