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 3.21%/yr vs 6.66%/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 -17.50% return, which is significantly lower than JPIE's 1.65% return.
CCAP
- 1D
- -0.89%
- 1M
- -1.50%
- YTD
- -17.50%
- 6M
- -18.08%
- 1Y
- -11.14%
- 3Y*
- 3.21%
- 5Y*
- 1.01%
- 10Y*
- —
JPIE
- 1D
- 0.15%
- 1M
- 0.65%
- YTD
- 1.65%
- 6M
- 1.72%
- 1Y
- 5.30%
- 3Y*
- 6.66%
- 5Y*
- —
- 10Y*
- —
CCAP vs. JPIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CCAP Crescent Capital BDC, Inc. | -17.50% | -17.51% | 23.51% | 52.61% | -17.99% | -8.96% |
JPIE JPMorgan Income ETF | 1.65% | 7.39% | 6.32% | 7.07% | -6.13% | 0.27% |
Correlation
The correlation between CCAP and JPIE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 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.
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.
| CCAP | JPIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.75 | ||
| Sortino ratioReturn per unit of downside risk | -5.55 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.74 | -0.79 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 4.64 | -5.11 |
| Martin ratioReturn relative to average drawdown | -1.05 | 22.58 | -23.63 |
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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 | -34.60% | -0.17% | -34.43% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -2.07% | -10.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.62% | 0.24% | +10.38% |
Volatility
CCAP vs. JPIE - Volatility Comparison
Crescent Capital BDC, Inc. (CCAP) has a higher volatility of 7.46% 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 | 7.46% | 0.60% | +6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 20.65% | 1.34% | +19.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.46% | 1.62% | +23.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.26% | 3.51% | +18.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.85% | 3.51% | +30.34% |
Dividends
CCAP vs. JPIE - Dividend Comparison
CCAP's dividend yield for the trailing twelve months is around 15.76%, more than JPIE's 5.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CCAP Crescent Capital BDC, Inc. | 15.76% | 13.02% | 10.61% | 10.41% | 14.83% | 9.63% | 11.26% |
JPIE JPMorgan Income ETF | 5.61% | 5.65% | 6.11% | 5.70% | 4.49% | 0.63% | 0.00% |
Frequently Asked Questions
CCAP and JPIE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCAP has higher volatility (7.46%) 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 (3.31 vs -0.44), 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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