PortfoliosLab logoPortfoliosLab logo
SPYI vs. EIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYI vs. EIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS S&P 500 High Income ETF (SPYI) and Eagle Point Income Company Inc. (EIC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPYI achieves a 6.31% return, which is significantly higher than EIC's -2.60% return.


SPYI

1D
0.53%
1M
-0.01%
YTD
6.31%
6M
6.98%
1Y
19.90%
3Y*
15.48%
5Y*
10Y*

EIC

1D
-0.68%
1M
-2.22%
YTD
-2.60%
6M
1.58%
1Y
-10.02%
3Y*
6.21%
5Y*
4.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYI vs. EIC - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYI
NEOS S&P 500 High Income ETF
6.31%16.67%19.03%18.09%-3.96%
EIC
Eagle Point Income Company Inc.
-2.60%-15.28%24.02%20.86%-13.69%

Correlation

The correlation between SPYI and EIC is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2022

0.24

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPYI vs. EIC — Risk / Return Rank

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

SPYI
SPYI Risk / Return Rank: 7171
Overall Rank
SPYI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPYI Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPYI Omega Ratio Rank: 7676
Omega Ratio Rank
SPYI Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPYI Martin Ratio Rank: 7878
Martin Ratio Rank

EIC
EIC Risk / Return Rank: 2424
Overall Rank
EIC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EIC Sortino Ratio Rank: 1919
Sortino Ratio Rank
EIC Omega Ratio Rank: 2020
Omega Ratio Rank
EIC Calmar Ratio Rank: 3131
Calmar Ratio Rank
EIC Martin Ratio Rank: 3131
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.

SPYI vs. EIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS S&P 500 High Income ETF (SPYI) 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.


SPYIEICDifference
Sharpe ratioReturn per unit of total volatility

+2.49

Sortino ratioReturn per unit of downside risk

+3.28

Omega ratioGain probability vs. loss probability

1.39

0.93

+0.46

Calmar ratioReturn relative to maximum drawdown

2.59

-0.35

+2.94

Martin ratioReturn relative to average drawdown

13.05

-0.65

+13.69

SPYI vs. EIC - Sharpe Ratio Comparison

The current SPYI Sharpe Ratio is 1.98, which is higher than the EIC Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SPYI 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.


Loading charts...

Drawdowns

SPYI vs. EIC - Drawdown Comparison

The maximum SPYI drawdown since its inception was -16.47%, smaller than the maximum EIC drawdown of -67.08%. Use the drawdown chart below to compare losses from any high point for SPYI and EIC.


Loading charts...

Drawdown Indicators


SPYIEICDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-67.08%

+50.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-28.67%

+20.95%

Max Drawdown (3Y)

Largest decline over 3 years

-16.47%

-34.06%

+17.59%

Max Drawdown (5Y)

Largest decline over 5 years

-34.06%

Current Drawdown

Current decline from peak

-1.79%

-22.93%

+21.14%

Average Drawdown

Average peak-to-trough decline

-1.81%

-12.30%

+10.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

15.54%

-14.01%

Volatility

SPYI vs. EIC - Volatility Comparison

The current volatility for NEOS S&P 500 High Income ETF (SPYI) is 3.62%, while Eagle Point Income Company Inc. (EIC) has a volatility of 4.34%. This indicates that SPYI 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.


Loading charts...

Volatility by Period


SPYIEICDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

4.34%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

13.89%

-5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

10.10%

19.68%

-9.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.99%

20.20%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.99%

37.40%

-24.41%

Dividends

SPYI vs. EIC - Dividend Comparison

SPYI's dividend yield for the trailing twelve months is around 11.80%, less than EIC's 16.86% yield.


PositionTTM2025202420232022202120202019
EIC
Eagle Point Income Company Inc.
16.86%17.35%15.44%13.59%11.03%7.78%10.39%3.65%
SPYI
NEOS S&P 500 High Income ETF
11.80%11.70%12.04%12.01%4.10%0.00%0.00%0.00%

Frequently Asked Questions


SPYI and EIC have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIC has higher volatility (4.34%) compared to SPYI (3.62%). In terms of maximum drawdown, SPYI dropped -16.47% vs EIC's -67.08%.

SPYI currently has the higher Sharpe Ratio (1.98 vs -0.51), 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

Find the right allocation for SPYI and EIC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer