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TBUX vs. EICC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBUX vs. EICC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Ultra Short-Term Bond ETF (TBUX) and Eagle Point Income Company Inc (EICC). The values are adjusted to include any dividend payments, if applicable.

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TBUX vs. EICC - Yearly Performance Comparison


2026 (YTD)20252024
TBUX
T. Rowe Price Ultra Short-Term Bond ETF
0.81%5.37%4.47%
EICC
Eagle Point Income Company Inc
1.20%9.04%6.15%

Returns By Period

In the year-to-date period, TBUX achieves a 0.81% return, which is significantly lower than EICC's 1.20% return.


TBUX

1D
-0.02%
1M
0.17%
YTD
0.81%
6M
1.96%
1Y
4.82%
3Y*
5.86%
5Y*
10Y*

EICC

1D
0.04%
1M
0.23%
YTD
1.20%
6M
3.85%
1Y
7.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TBUX vs. EICC — Risk / Return Rank

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

TBUX
TBUX Risk / Return Rank: 9999
Overall Rank
TBUX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TBUX Sortino Ratio Rank: 9999
Sortino Ratio Rank
TBUX Omega Ratio Rank: 9999
Omega Ratio Rank
TBUX Calmar Ratio Rank: 9999
Calmar Ratio Rank
TBUX Martin Ratio Rank: 9999
Martin Ratio Rank

EICC
EICC Risk / Return Rank: 9797
Overall Rank
EICC Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EICC Sortino Ratio Rank: 9898
Sortino Ratio Rank
EICC Omega Ratio Rank: 9797
Omega Ratio Rank
EICC Calmar Ratio Rank: 9494
Calmar Ratio Rank
EICC Martin Ratio Rank: 9898
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.

TBUX vs. EICC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Ultra Short-Term Bond ETF (TBUX) and Eagle Point Income Company Inc (EICC). 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.


TBUXEICCDifference

Sharpe ratio

Return per unit of total volatility

5.76

2.90

+2.86

Sortino ratio

Return per unit of downside risk

9.93

4.32

+5.62

Omega ratio

Gain probability vs. loss probability

2.61

1.66

+0.95

Calmar ratio

Return relative to maximum drawdown

14.61

5.39

+9.22

Martin ratio

Return relative to average drawdown

99.09

26.25

+72.84

TBUX vs. EICC - Sharpe Ratio Comparison

The current TBUX Sharpe Ratio is 5.76, which is higher than the EICC Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of TBUX and EICC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TBUXEICCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.76

2.90

+2.86

Sharpe Ratio (All Time)

Calculated using the full available price history

3.81

2.92

+0.89

Correlation

The correlation between TBUX and EICC is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TBUX vs. EICC - Dividend Comparison

TBUX's dividend yield for the trailing twelve months is around 4.55%, less than EICC's 8.00% yield.


TTM20252024202320222021
TBUX
T. Rowe Price Ultra Short-Term Bond ETF
4.55%4.67%5.39%4.66%2.58%0.27%
EICC
Eagle Point Income Company Inc
8.00%7.94%5.33%0.00%0.00%0.00%

Drawdowns

TBUX vs. EICC - Drawdown Comparison

The maximum TBUX drawdown since its inception was -1.79%, which is greater than EICC's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for TBUX and EICC.


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Drawdown Indicators


TBUXEICCDifference

Max Drawdown

Largest peak-to-trough decline

-1.79%

-1.50%

-0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-0.33%

-1.32%

+0.99%

Current Drawdown

Current decline from peak

-0.02%

-0.25%

+0.23%

Average Drawdown

Average peak-to-trough decline

-0.29%

-0.20%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.30%

-0.25%

Volatility

TBUX vs. EICC - Volatility Comparison

T. Rowe Price Ultra Short-Term Bond ETF (TBUX) has a higher volatility of 0.25% compared to Eagle Point Income Company Inc (EICC) at 0.22%. This indicates that TBUX's price experiences larger fluctuations and is considered to be riskier than EICC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBUXEICCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

0.22%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.44%

1.75%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

0.84%

2.68%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.08%

2.88%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.08%

2.88%

-1.80%