CCAP vs. VOO
CCAP (Crescent Capital BDC, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, CCAP returned 0.97%/yr vs 13.13%/yr for VOO. At a 0.31 correlation, their price movements are largely independent.
Performance
CCAP vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CCAP achieves a -16.76% return, which is significantly lower than VOO's 8.19% return.
CCAP
- 1D
- 0.76%
- 1M
- -0.62%
- YTD
- -16.76%
- 6M
- -16.31%
- 1Y
- -10.21%
- 3Y*
- 3.52%
- 5Y*
- 0.97%
- 10Y*
- —
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
CCAP vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CCAP Crescent Capital BDC, Inc. | -16.76% | -17.51% | 23.51% | 52.61% | -17.99% | 32.51% | 0.98% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.37% |
Correlation
The correlation between CCAP and VOO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2020 | 0.31 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CCAP vs. VOO — Risk / Return Rank
CCAP
VOO
CCAP vs. VOO - Risk-Adjusted Trends 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.
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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.35 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.67 | -3.10 |
| Martin ratioReturn relative to average drawdown | -0.97 | 11.96 | -12.93 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| CCAP | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.68% | -33.99% | -29.69% |
Max Drawdown (1Y)Largest decline over 1 year | -23.77% | -8.90% | -14.87% |
Max Drawdown (3Y)Largest decline over 3 years | -35.30% | -18.69% | -16.61% |
Max Drawdown (5Y)Largest decline over 5 years | -35.30% | -24.52% | -10.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -34.01% | -3.14% | -30.87% |
Average DrawdownAverage peak-to-trough decline | -12.94% | -3.68% | -9.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.52% | 1.99% | +8.53% |
Volatility
CCAP vs. VOO - Volatility Comparison
Crescent Capital BDC, Inc. (CCAP) has a higher volatility of 7.43% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that CCAP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CCAP | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 4.83% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 9.82% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.47% | 12.46% | +13.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.26% | 16.91% | +5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.86% | 18.02% | +15.84% |
Dividends
CCAP vs. VOO - Dividend Comparison
CCAP's dividend yield for the trailing twelve months is around 15.62%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCAP Crescent Capital BDC, Inc. | 15.62% | 13.02% | 10.61% | 10.41% | 14.83% | 9.63% | 11.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
CCAP and VOO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCAP has higher volatility (7.43%) compared to VOO (4.83%). In terms of maximum drawdown, CCAP dropped -63.68% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs -0.40), 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.
Find the right allocation for CCAP and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer