QMNNX vs. EIC

In the year-to-date period, QMNNX achieves a 13.28% return, which is significantly higher than EIC's -2.81% return.

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This table presents a comparison of risk-adjusted performance metrics for AQR Equity Market Neutral Fund N (QMNNX) and Eagle Point Income Company Inc. (EIC). 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 QMNNX Sharpe Ratio is 3.47, which is higher than the EIC Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of QMNNX and EIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QMNNX's dividend yield for the trailing twelve months is around 5.36%, less than EIC's 16.96% yield.

The maximum QMNNX drawdown since its inception was -50.11%, smaller than the maximum EIC drawdown of -67.08%. Use the drawdown chart below to compare losses from any high point for QMNNX and EIC. For additional features, visit the drawdowns tool.

The current volatility for AQR Equity Market Neutral Fund N (QMNNX) is 1.22%, while Eagle Point Income Company Inc. (EIC) has a volatility of 3.51%. This indicates that QMNNX experiences smaller price fluctuations and is considered to be less risky than EIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.