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CCAP vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CCAP and ^GSPC is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

CCAP vs. ^GSPC - Performance Comparison

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

50.00%60.00%70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
79.43%
70.17%
CCAP
^GSPC

Key characteristics

Sharpe Ratio

CCAP:

0.23

^GSPC:

0.46

Sortino Ratio

CCAP:

0.44

^GSPC:

0.78

Omega Ratio

CCAP:

1.07

^GSPC:

1.11

Calmar Ratio

CCAP:

0.18

^GSPC:

0.48

Martin Ratio

CCAP:

0.66

^GSPC:

1.94

Ulcer Index

CCAP:

7.46%

^GSPC:

4.66%

Daily Std Dev

CCAP:

21.80%

^GSPC:

19.45%

Max Drawdown

CCAP:

-63.68%

^GSPC:

-56.78%

Current Drawdown

CCAP:

-16.57%

^GSPC:

-10.02%

Returns By Period

In the year-to-date period, CCAP achieves a -13.19% return, which is significantly lower than ^GSPC's -6.00% return.


CCAP

YTD

-13.19%

1M

-5.03%

6M

-7.51%

1Y

4.29%

5Y*

21.97%

10Y*

N/A

^GSPC

YTD

-6.00%

1M

-0.94%

6M

-5.06%

1Y

8.41%

5Y*

13.52%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

CCAP vs. ^GSPC — 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 5757
Overall Rank
The Sharpe Ratio Rank of CCAP is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of CCAP is 5050
Sortino Ratio Rank
The Omega Ratio Rank of CCAP is 5252
Omega Ratio Rank
The Calmar Ratio Rank of CCAP is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CCAP is 6161
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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. ^GSPC - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for CCAP, currently valued at 0.23, compared to the broader market-2.00-1.000.001.002.003.00
CCAP: 0.23
^GSPC: 0.46
The chart of Sortino ratio for CCAP, currently valued at 0.44, compared to the broader market-6.00-4.00-2.000.002.004.00
CCAP: 0.44
^GSPC: 0.78
The chart of Omega ratio for CCAP, currently valued at 1.07, compared to the broader market0.501.001.502.00
CCAP: 1.07
^GSPC: 1.11
The chart of Calmar ratio for CCAP, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
CCAP: 0.18
^GSPC: 0.48
The chart of Martin ratio for CCAP, currently valued at 0.66, compared to the broader market-5.000.005.0010.0015.0020.00
CCAP: 0.66
^GSPC: 1.94

The current CCAP Sharpe Ratio is 0.23, which is lower than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CCAP and ^GSPC, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.23
0.46
CCAP
^GSPC

Drawdowns

CCAP vs. ^GSPC - Drawdown Comparison

The maximum CCAP drawdown since its inception was -63.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CCAP and ^GSPC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.57%
-10.02%
CCAP
^GSPC

Volatility

CCAP vs. ^GSPC - Volatility Comparison

Crescent Capital BDC, Inc. (CCAP) has a higher volatility of 15.47% compared to S&P 500 (^GSPC) at 14.23%. This indicates that CCAP's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.47%
14.23%
CCAP
^GSPC