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CCAP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCAP and VOO is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CCAP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crescent Capital BDC, Inc. (CCAP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.62%
6.69%
CCAP
VOO

Key characteristics

Sharpe Ratio

CCAP:

1.52

VOO:

2.06

Sortino Ratio

CCAP:

2.14

VOO:

2.75

Omega Ratio

CCAP:

1.28

VOO:

1.38

Calmar Ratio

CCAP:

2.14

VOO:

3.07

Martin Ratio

CCAP:

6.59

VOO:

13.32

Ulcer Index

CCAP:

3.28%

VOO:

1.95%

Daily Std Dev

CCAP:

14.24%

VOO:

12.59%

Max Drawdown

CCAP:

-63.68%

VOO:

-33.99%

Current Drawdown

CCAP:

-3.85%

VOO:

-2.67%

Returns By Period

In the year-to-date period, CCAP achieves a -2.19% return, which is significantly lower than VOO's 0.62% return.


CCAP

YTD

-2.19%

1M

-2.34%

6M

1.99%

1Y

22.43%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.62%

1M

-2.16%

6M

5.77%

1Y

26.25%

5Y*

14.43%

10Y*

13.25%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CCAP vs. VOO — Risk-Adjusted Performance Rank

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

CCAP
The Risk-Adjusted Performance Rank of CCAP is 8686
Overall Rank
The Sharpe Ratio Rank of CCAP is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of CCAP is 8383
Sortino Ratio Rank
The Omega Ratio Rank of CCAP is 8383
Omega Ratio Rank
The Calmar Ratio Rank of CCAP is 9191
Calmar Ratio Rank
The Martin Ratio Rank of CCAP is 8686
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CCAP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crescent Capital BDC, Inc. (CCAP) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for CCAP, currently valued at 1.52, compared to the broader market-4.00-2.000.002.001.522.06
The chart of Sortino ratio for CCAP, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.142.75
The chart of Omega ratio for CCAP, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.38
The chart of Calmar ratio for CCAP, currently valued at 2.14, compared to the broader market0.002.004.006.002.143.07
The chart of Martin ratio for CCAP, currently valued at 6.59, compared to the broader market-10.000.0010.0020.006.5913.32
CCAP
VOO

The current CCAP Sharpe Ratio is 1.52, which is comparable to the VOO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CCAP and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.52
2.06
CCAP
VOO

Dividends

CCAP vs. VOO - Dividend Comparison

CCAP's dividend yield for the trailing twelve months is around 10.85%, more than VOO's 1.24% yield.


TTM20242023202220212020201920182017201620152014
CCAP
Crescent Capital BDC, Inc.
10.85%10.61%10.41%14.01%9.60%11.26%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CCAP vs. VOO - Drawdown Comparison

The maximum CCAP drawdown since its inception was -63.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CCAP and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.85%
-2.67%
CCAP
VOO

Volatility

CCAP vs. VOO - Volatility Comparison

The current volatility for Crescent Capital BDC, Inc. (CCAP) is 3.85%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.43%. This indicates that CCAP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.85%
4.43%
CCAP
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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