CCAP vs. JPIE
CCAP (Crescent Capital BDC, Inc.) is a stock, while JPIE (JPMorgan Income ETF) is Multisector Bonds fund actively managed by JPMorgan. Over the past 3 years, CCAP returned 5.39%/yr vs 6.43%/yr for JPIE. At a 0.23 correlation, their price movements are largely independent.
Performance
CCAP vs. JPIE - Performance Comparison
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Returns By Period
In the year-to-date period, CCAP achieves a -17.13% return, which is significantly lower than JPIE's 1.43% return.
CCAP
- 1D
- -3.61%
- 1M
- -19.07%
- YTD
- -17.13%
- 6M
- -17.66%
- 1Y
- -14.57%
- 3Y*
- 5.39%
- 5Y*
- 1.96%
- 10Y*
- —
JPIE
- 1D
- -0.13%
- 1M
- 0.37%
- YTD
- 1.43%
- 6M
- 1.83%
- 1Y
- 5.90%
- 3Y*
- 6.43%
- 5Y*
- —
- 10Y*
- —
CCAP vs. JPIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CCAP Crescent Capital BDC, Inc. | -17.13% | -17.51% | 23.51% | 52.61% | -17.99% | -7.90% |
JPIE JPMorgan Income ETF | 1.43% | 7.39% | 6.32% | 7.07% | -6.13% | 0.30% |
Correlation
The correlation between CCAP and JPIE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.23 |
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Return for Risk
CCAP vs. JPIE — Risk / Return Rank
CCAP
JPIE
CCAP vs. JPIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crescent Capital BDC, Inc. (CCAP) and JPMorgan Income ETF (JPIE). 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.
| CCAP | JPIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.30 | ||
| Sortino ratioReturn per unit of downside risk | -6.52 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.84 | -0.92 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 5.16 | -5.78 |
| Martin ratioReturn relative to average drawdown | -1.58 | 25.53 | -27.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCAP | JPIE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 3.73 | -4.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.98 | -0.81 |
Drawdowns
CCAP vs. JPIE - Drawdown Comparison
The maximum CCAP drawdown since its inception was -63.68%, which is greater than JPIE's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for CCAP and JPIE.
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Drawdown Indicators
| CCAP | JPIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.68% | -9.96% | -53.72% |
Max Drawdown (1Y)Largest decline over 1 year | -23.77% | -1.15% | -22.62% |
Max Drawdown (3Y)Largest decline over 3 years | -35.30% | -2.40% | -32.90% |
Max Drawdown (5Y)Largest decline over 5 years | -35.30% | — | — |
Current DrawdownCurrent decline from peak | -34.31% | -0.13% | -34.18% |
Average DrawdownAverage peak-to-trough decline | -12.78% | -2.10% | -10.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.25% | 0.23% | +9.02% |
Volatility
CCAP vs. JPIE - Volatility Comparison
Crescent Capital BDC, Inc. (CCAP) has a higher volatility of 12.50% compared to JPMorgan Income ETF (JPIE) at 0.60%. This indicates that CCAP's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCAP | JPIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.50% | 0.60% | +11.90% |
Volatility (6M)Calculated over the trailing 6-month period | 20.44% | 1.28% | +19.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.33% | 1.59% | +23.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.22% | 3.52% | +18.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.93% | 3.52% | +30.41% |
Dividends
CCAP vs. JPIE - Dividend Comparison
CCAP's dividend yield for the trailing twelve months is around 15.69%, more than JPIE's 5.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CCAP Crescent Capital BDC, Inc. | 15.69% | 13.02% | 10.61% | 10.41% | 14.83% | 9.63% | 11.26% |
JPIE JPMorgan Income ETF | 5.62% | 5.65% | 6.11% | 5.70% | 4.49% | 0.63% | 0.00% |
Frequently Asked Questions
CCAP and JPIE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCAP has higher volatility (12.50%) compared to JPIE (0.60%). In terms of maximum drawdown, CCAP dropped -63.68% vs JPIE's -9.96%.
JPIE currently has the higher Sharpe Ratio (3.73 vs -0.58), 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.
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