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SDCI vs. EIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, SDCI achieves a 29.05% return, which is significantly higher than EIC's -2.63% return.


SDCI

1D
-1.80%
1M
8.06%
6M
23.88%
YTD
29.05%
1Y
36.63%
3Y*
20.01%
5Y*
20.72%
10Y*
ALL TIME*
11.33%

EIC

1D
0.70%
1M
-0.61%
6M
1.49%
YTD
-2.63%
1Y
-7.87%
3Y*
5.61%
5Y*
3.55%
10Y*
ALL TIME*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$925.57K$1.06M$1.00M
$6.30M$7.22M$7.46M

SDCI vs. EIC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
29.05%17.60%17.91%-0.88%33.23%36.52%-10.61%0.98%
EIC
Eagle Point Income Company Inc.
-2.63%-15.28%24.02%20.86%-10.48%28.01%-14.41%-2.31%

Correlation

The correlation between SDCI and EIC is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.05

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2019

0.07

The correlation between SDCI and EIC shifts across timeframes, from -0.05 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SDCI vs. EIC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SDCI
SDCI Risk / Return Rank: 8484
Overall Rank
SDCI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 8484
Sortino Ratio Rank
SDCI Omega Ratio Rank: 8282
Omega Ratio Rank
SDCI Calmar Ratio Rank: 8585
Calmar Ratio Rank
SDCI Martin Ratio Rank: 7979
Martin Ratio Rank

EIC
EIC Risk / Return Rank: 2828
Overall Rank
EIC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EIC Sortino Ratio Rank: 2222
Sortino Ratio Rank
EIC Omega Ratio Rank: 2323
Omega Ratio Rank
EIC Calmar Ratio Rank: 3535
Calmar Ratio Rank
EIC Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


SDCIEICDifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+3.27

Omega ratioGain probability vs. loss probability

1.36

0.94

+0.41

Calmar ratioReturn relative to maximum drawdown

3.34

-0.28

+3.61

Martin ratioReturn relative to average drawdown

10.56

-0.48

+11.04

SDCI vs. EIC - Sharpe Ratio Comparison

The current SDCI Sharpe Ratio is 2.13, which is higher than the EIC Sharpe Ratio of -0.41. 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.


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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.


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Drawdown Indicators


SDCIEICDifference

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

-3.30%

-22.95%

+19.65%

Average Drawdown

Average peak-to-trough decline

-11.46%

-12.51%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

16.59%

-13.11%

Volatility

SDCI vs. EIC - Volatility Comparison

USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a higher volatility of 5.71% compared to Eagle Point Income Company Inc. (EIC) at 4.52%. This indicates that SDCI's price experiences larger fluctuations and is considered to be riskier than EIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDCIEICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

4.52%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

13.55%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

19.08%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.47%

20.30%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

37.11%

-20.03%

Dividends

SDCI vs. EIC - Dividend Comparison

SDCI's dividend yield for the trailing twelve months is around 2.85%, less than EIC's 16.84% yield.


PositionTTM20252024202320222021202020192018
EIC
Eagle Point Income Company Inc.
16.84%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
2.85%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%

Frequently Asked Questions


SDCI and EIC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDCI has higher volatility (5.71%) compared to EIC (4.52%). In terms of maximum drawdown, SDCI dropped -45.79% vs EIC's -67.08%.

SDCI currently has the higher Sharpe Ratio (2.13 vs -0.41), 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.

Portfolio Optimizer

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