SDCI vs. EIC

Last updated Jul 14, 2026

SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return, while EIC (Eagle Point Income Company Inc.) is a stock. Over the past 5 years, SDCI returned 20.23%/yr vs 3.82%/yr for EIC. At a 0.07 correlation, their price movements are largely independent.

Performance

SDCI vs. EIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) and Eagle Point Income Company Inc. (EIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SDCI achieves a 27.24% return, which is significantly higher than EIC's -3.01% return.

SDCI

• 1D: 2.45%
• 1M: 3.24%
• 6M: 22.83%
• YTD: 27.24%
• 1Y: 31.47%
• 3Y*: 21.11%
• 5Y*: 20.23%
• 10Y*: —

EIC

• 1D: -2.44%
• 1M: -0.42%
• 6M: -0.47%
• YTD: -3.01%
• 1Y: -14.98%
• 3Y*: 5.21%
• 5Y*: 3.82%
• 10Y*: —

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

SDCI vs. EIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	27.24%	17.60%	17.91%	-0.88%	33.23%	36.52%	-10.61%	0.98%
EIC Eagle Point Income Company Inc.	-3.01%	-15.28%	24.02%	20.86%	-10.48%	28.01%	-14.41%	-2.31%

Correlation

The correlation between SDCI and EIC is -0.02, 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	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (All Time) Calculated using the full available price history since Jul 24, 2019	0.07

Return for Risk

SDCI vs. EIC — Risk / Return Rank

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

SDCI

SDCI Risk / Return Rank: 68
SDCI Sharpe Ratio Rank: 73
SDCI Sortino Ratio Rank: 69
SDCI Omega Ratio Rank: 66
SDCI Calmar Ratio Rank: 71
SDCI Martin Ratio Rank: 63

EIC

EIC Risk / Return Rank: 18
EIC Sharpe Ratio Rank: 12
EIC Sortino Ratio Rank: 14
EIC Omega Ratio Rank: 15
EIC Calmar Ratio Rank: 26
EIC Martin Ratio Rank: 25

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.

SDCI vs. EIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) 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.

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.

	SDCI	EIC	Difference
Sharpe ratio: Return per unit of total volatility	1.84	-0.75	+2.59
Sortino ratio: Return per unit of downside risk	2.49	-0.94	+3.43
Omega ratio: Gain probability vs. loss probability	1.31	0.89	+0.43
Calmar ratio: Return relative to maximum drawdown	2.87	-0.52	+3.39
Martin ratio: Return relative to average drawdown	9.00	-0.93	+9.93

SDCI vs. EIC - Sharpe Ratio Comparison

The current SDCI Sharpe Ratio is 1.84, which is higher than the EIC Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of SDCI and EIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SDCI vs. EIC - Drawdown Comparison

The maximum SDCI drawdown since its inception was -45.79%, smaller than the maximum EIC drawdown of -67.08%. Use the drawdown chart below to compare losses from any high point for SDCI and EIC.

Drawdown Indicators

	SDCI	EIC	Difference
Max Drawdown Largest peak-to-trough decline	-45.79%	-67.08%	+21.29%
Max Drawdown (1Y) Largest decline over 1 year	-11.03%	-28.67%	+17.64%
Max Drawdown (3Y) Largest decline over 3 years	-11.96%	-34.06%	+22.10%
Max Drawdown (5Y) Largest decline over 5 years	-18.55%	-34.06%	+15.51%
Current Drawdown Current decline from peak	-4.30%	-23.26%	+18.96%
Average Drawdown Average peak-to-trough decline	-11.53%	-12.41%	+0.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	16.17%	-12.66%

Volatility

SDCI vs. EIC - Volatility Comparison

The current volatility for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) is 5.40%, while Eagle Point Income Company Inc. (EIC) has a volatility of 5.86%. This indicates that SDCI 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.

Volatility by Period

	SDCI	EIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.40%	5.86%	-0.46%
Volatility (6M) Calculated over the trailing 6-month period	14.76%	14.15%	+0.61%
Volatility (1Y) Calculated over the trailing 1-year period	17.17%	20.15%	-2.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.43%	20.30%	-1.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	37.26%	-20.17%

Dividends

SDCI vs. EIC - Dividend Comparison

SDCI's dividend yield for the trailing twelve months is around 2.89%, less than EIC's 16.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EIC Eagle Point Income Company Inc.	16.91%	17.35%	15.44%	13.59%	11.03%	7.78%	10.39%	3.65%	0.00%
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	2.89%	3.68%	5.92%	3.46%	33.49%	19.26%	0.20%	0.93%	0.68%

Frequently Asked Questions

Can I hold both SDCI and EIC in my portfolio?

SDCI and EIC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SDCI or EIC?

EIC has higher volatility (5.86%) compared to SDCI (5.40%). In terms of maximum drawdown, SDCI dropped -45.79% vs EIC's -67.08%.

Which has better risk-adjusted returns?

SDCI currently has the higher Sharpe Ratio (1.84 vs -0.75), 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.