CCAP vs. PYLD
CCAP (Crescent Capital BDC, Inc.) is a stock, while PYLD (PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund) is Multisector Bonds fund actively managed by PIMCO. Over the past year, CCAP returned -14.57% vs 7.40% for PYLD. At a 0.18 correlation, their price movements are largely independent.
Performance
CCAP vs. PYLD - 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 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*
- —
CCAP vs. PYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
CCAP
PYLD
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.
| CCAP | PYLD | Difference | |
|---|---|---|---|
| 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 |
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 | PYLD | Difference | |
|---|---|---|---|
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
| CCAP | PYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -34.31% | -0.44% | -33.87% |
Average DrawdownAverage peak-to-trough decline | -12.78% | -0.65% | -12.13% |
Ulcer IndexDepth 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
| CCAP | PYLD | Difference | |
|---|---|---|---|
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.
| 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% |
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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