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CCAP vs. PYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCAP vs. PYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crescent Capital BDC, Inc. (CCAP) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCAP achieves a -17.13% return, which is significantly lower than PYLD's 0.95% return.


CCAP

1D
-3.61%
1M
-19.07%
YTD
-17.13%
6M
-17.66%
1Y
-14.57%
3Y*
5.39%
5Y*
1.96%
10Y*

PYLD

1D
-0.23%
1M
0.53%
YTD
0.95%
6M
1.31%
1Y
7.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCAP vs. PYLD - Yearly Performance Comparison


2026 (YTD)202520242023
CCAP
Crescent Capital BDC, Inc.
-17.13%-17.51%23.51%29.10%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
0.95%9.57%7.69%5.60%

Correlation

The correlation between CCAP and PYLD 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 (All Time)
Calculated using the full available price history since Jun 23, 2023

0.18

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Return for Risk

CCAP vs. PYLD — Risk / Return Rank

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

CCAP
CCAP Risk / Return Rank: 1414
Overall Rank
CCAP Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CCAP Sortino Ratio Rank: 1616
Sortino Ratio Rank
CCAP Omega Ratio Rank: 1717
Omega Ratio Rank
CCAP Calmar Ratio Rank: 1818
Calmar Ratio Rank
CCAP Martin Ratio Rank: 44
Martin Ratio Rank

PYLD
PYLD Risk / Return Rank: 6666
Overall Rank
PYLD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PYLD Sortino Ratio Rank: 7878
Sortino Ratio Rank
PYLD Omega Ratio Rank: 7979
Omega Ratio Rank
PYLD Calmar Ratio Rank: 4545
Calmar Ratio Rank
PYLD Martin Ratio Rank: 5858
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.

CCAP vs. PYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crescent Capital BDC, Inc. (CCAP) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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.


CCAPPYLDDifference
Sharpe ratioReturn per unit of total volatility

-2.99

Sortino ratioReturn per unit of downside risk

-4.21

Omega ratioGain probability vs. loss probability

0.92

1.48

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.62

2.29

-2.91

Martin ratioReturn relative to average drawdown

-1.58

10.44

-12.01

CCAP vs. PYLD - Sharpe Ratio Comparison

The current CCAP Sharpe Ratio is -0.58, which is lower than the PYLD Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of CCAP and PYLD, 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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Sharpe Ratios by Period


CCAPPYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

2.42

-2.99

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

2.04

-1.87

Drawdowns

CCAP vs. PYLD - Drawdown Comparison

The maximum CCAP drawdown since its inception was -63.68%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for CCAP and PYLD.


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Drawdown Indicators


CCAPPYLDDifference

Max Drawdown

Largest peak-to-trough decline

-63.68%

-4.52%

-59.16%

Max Drawdown (1Y)

Largest decline over 1 year

-23.77%

-3.25%

-20.52%

Max Drawdown (3Y)

Largest decline over 3 years

-35.30%

Max Drawdown (5Y)

Largest decline over 5 years

-35.30%

Current Drawdown

Current decline from peak

-34.31%

-0.44%

-33.87%

Average Drawdown

Average peak-to-trough decline

-12.78%

-0.65%

-12.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.25%

0.71%

+8.54%

Volatility

CCAP vs. PYLD - Volatility Comparison

Crescent Capital BDC, Inc. (CCAP) has a higher volatility of 12.50% compared to PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) at 1.24%. This indicates that CCAP's price experiences larger fluctuations and is considered to be riskier than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCAPPYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.50%

1.24%

+11.26%

Volatility (6M)

Calculated over the trailing 6-month period

20.44%

2.50%

+17.94%

Volatility (1Y)

Calculated over the trailing 1-year period

25.33%

3.08%

+22.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.22%

3.99%

+18.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.93%

3.99%

+29.94%

Dividends

CCAP vs. PYLD - Dividend Comparison

CCAP's dividend yield for the trailing twelve months is around 15.69%, more than PYLD's 6.30% yield.


PositionTTM202520242023202220212020
CCAP
Crescent Capital BDC, Inc.
15.69%13.02%10.61%10.41%14.83%9.63%11.26%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
6.30%6.21%6.40%2.72%0.00%0.00%0.00%

Frequently Asked Questions


CCAP and PYLD 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 PYLD (1.24%). In terms of maximum drawdown, CCAP dropped -63.68% vs PYLD's -4.52%.

PYLD currently has the higher Sharpe Ratio (2.42 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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