M vs. EICIX
M (Macy's, Inc.) is a stock, while EICIX (EIC Value Fund) is Large Cap Value Equities fund managed by Equity Investment Corp. Over the past 10 years, M returned 2.22%/yr vs 11.48%/yr for EICIX. At a 0.48 correlation, their price movements are largely independent.
Performance
M vs. EICIX - Performance Comparison
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Returns By Period
In the year-to-date period, M achieves a 16.35% return, which is significantly higher than EICIX's 5.81% return. Over the past 10 years, M has underperformed EICIX with an annualized return of 2.22%, while EICIX has yielded a comparatively higher 11.48% annualized return.
M
- 1D
- 1.32%
- 1M
- 37.81%
- YTD
- 16.35%
- 6M
- 7.05%
- 1Y
- 132.50%
- 3Y*
- 20.95%
- 5Y*
- 9.42%
- 10Y*
- 2.22%
EICIX
- 1D
- 0.80%
- 1M
- 4.47%
- YTD
- 5.81%
- 6M
- 4.81%
- 1Y
- 13.57%
- 3Y*
- 15.33%
- 5Y*
- 10.21%
- 10Y*
- 11.48%
M vs. EICIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | 16.35% | 36.55% | -12.41% | 1.64% | -18.66% | 135.80% | -31.08% | -38.20% | 23.64% | -25.29% |
EICIX EIC Value Fund | 5.81% | 16.01% | 11.55% | 12.91% | 0.90% | 30.08% | 4.27% | 22.64% | -7.80% | 14.42% |
Correlation
The correlation between M and EICIX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 2, 2011 | 0.48 |
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Return for Risk
M vs. EICIX — Risk / Return Rank
M
EICIX
M vs. EICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) and EIC Value Fund (EICIX). 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.
| M | EICIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.20 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 1.54 | +2.79 |
| Martin ratioReturn relative to average drawdown | 10.47 | 3.81 | +6.67 |
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Drawdowns
M vs. EICIX - Drawdown Comparison
The maximum M drawdown since its inception was -91.95%, which is greater than EICIX's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for M and EICIX.
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Drawdown Indicators
| M | EICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.95% | -34.26% | -57.69% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -8.55% | -20.06% |
Max Drawdown (3Y)Largest decline over 3 years | -51.33% | -11.10% | -40.23% |
Max Drawdown (5Y)Largest decline over 5 years | -69.65% | -17.36% | -52.29% |
Max Drawdown (10Y)Largest decline over 10 years | -87.79% | -34.26% | -53.53% |
Current DrawdownCurrent decline from peak | -44.51% | -3.66% | -40.85% |
Average DrawdownAverage peak-to-trough decline | -34.61% | -3.41% | -31.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.79% | 3.39% | +8.40% |
Volatility
M vs. EICIX - Volatility Comparison
Macy's, Inc. (M) has a higher volatility of 14.61% compared to EIC Value Fund (EICIX) at 2.99%. This indicates that M's price experiences larger fluctuations and is considered to be riskier than EICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| M | EICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.61% | 2.99% | +11.62% |
Volatility (6M)Calculated over the trailing 6-month period | 29.51% | 8.16% | +21.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.38% | 11.55% | +34.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.14% | 14.59% | +39.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.17% | 16.27% | +39.90% |
Dividends
M vs. EICIX - Dividend Comparison
M's dividend yield for the trailing twelve months is around 2.91%, less than EICIX's 8.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 8.46% | 8.95% | 9.47% | 4.09% | 6.07% | 11.14% | 6.05% | 7.71% | 10.82% | 8.51% | 2.03% | 3.42% |
M Macy's, Inc. | 2.19% | 3.31% | 4.10% | 3.29% | 3.05% | 1.15% | 3.36% | 8.88% | 5.07% | 5.99% | 4.17% | 3.98% |
Frequently Asked Questions
M and EICIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
M has higher volatility (14.61%) compared to EICIX (2.99%). In terms of maximum drawdown, M dropped -91.95% vs EICIX's -34.26%.
M currently has the higher Sharpe Ratio (2.67 vs 1.14), 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.
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