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EICC vs. JBBB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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EICC vs. JBBB - Yearly Performance Comparison


2026 (YTD)20252024
EICC
Eagle Point Income Company Inc
1.16%9.04%6.15%
JBBB
Janus Henderson B-BBB CLO ETF
-0.81%5.43%8.53%

Returns By Period

In the year-to-date period, EICC achieves a 1.16% return, which is significantly higher than JBBB's -0.81% return.


EICC

1D
-0.04%
1M
0.39%
YTD
1.16%
6M
3.93%
1Y
7.90%
3Y*
5Y*
10Y*

JBBB

1D
-0.05%
1M
0.25%
YTD
-0.81%
6M
0.58%
1Y
3.88%
3Y*
10.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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
EICC Risk / Return Rank: 9797
Overall Rank
EICC Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EICC Sortino Ratio Rank: 9898
Sortino Ratio Rank
EICC Omega Ratio Rank: 9898
Omega Ratio Rank
EICC Calmar Ratio Rank: 9595
Calmar Ratio Rank
EICC Martin Ratio Rank: 9898
Martin Ratio Rank

JBBB
JBBB Risk / Return Rank: 4949
Overall Rank
JBBB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JBBB Sortino Ratio Rank: 4242
Sortino Ratio Rank
JBBB Omega Ratio Rank: 5151
Omega Ratio Rank
JBBB Calmar Ratio Rank: 5252
Calmar Ratio Rank
JBBB Martin Ratio Rank: 5656
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.


EICCJBBBDifference

Sharpe ratio

Return per unit of total volatility

2.96

0.78

+2.18

Sortino ratio

Return per unit of downside risk

4.41

1.11

+3.30

Omega ratio

Gain probability vs. loss probability

1.67

1.18

+0.49

Calmar ratio

Return relative to maximum drawdown

5.54

1.22

+4.32

Martin ratio

Return relative to average drawdown

27.00

5.00

+22.00

EICC vs. JBBB - Sharpe Ratio Comparison

The current EICC Sharpe Ratio is 2.96, which is higher than the JBBB Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of EICC and JBBB, 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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Sharpe Ratios by Period


EICCJBBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.96

0.78

+2.18

Sharpe Ratio (All Time)

Calculated using the full available price history

2.91

1.22

+1.70

Correlation

The correlation between EICC and JBBB is 0.08, 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. JBBB - Dividend Comparison

EICC's dividend yield for the trailing twelve months is around 8.01%, less than JBBB's 8.38% yield.


TTM2025202420232022
EICC
Eagle Point Income Company Inc
8.01%7.94%5.33%0.00%0.00%
JBBB
Janus Henderson B-BBB CLO ETF
8.38%8.41%9.24%8.71%5.71%

Drawdowns

EICC vs. JBBB - Drawdown Comparison

The maximum EICC drawdown since its inception was -1.50%, smaller than the maximum JBBB drawdown of -10.57%. Use the drawdown chart below to compare losses from any high point for EICC and JBBB.


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Drawdown Indicators


EICCJBBBDifference

Max Drawdown

Largest peak-to-trough decline

-1.50%

-10.57%

+9.07%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-3.49%

+2.02%

Current Drawdown

Current decline from peak

-0.29%

-2.01%

+1.72%

Average Drawdown

Average peak-to-trough decline

-0.20%

-1.62%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.85%

-0.55%

Volatility

EICC vs. JBBB - Volatility Comparison

The current volatility for Eagle Point Income Company Inc (EICC) is 0.25%, while Janus Henderson B-BBB CLO ETF (JBBB) has a volatility of 1.96%. This indicates that EICC experiences smaller price fluctuations and is considered to be less risky than JBBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EICCJBBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

1.96%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

1.75%

2.60%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

2.69%

5.04%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

5.33%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.88%

5.33%

-2.45%