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CCD vs. DSU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCD vs. DSU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Dynamic Convertible and Income Fund (CCD) and BlackRock Debt Strategies Fund, Inc. (DSU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CCD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

DSU

1D
-0.10%
1M
-1.42%
YTD
0.76%
6M
0.94%
1Y
4.18%
3Y*
12.99%
5Y*
7.09%
10Y*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CCD vs. DSU — Risk / Return Rank

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

CCD

DSU
DSU Risk / Return Rank: 66
Overall Rank
DSU Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DSU Sortino Ratio Rank: 66
Sortino Ratio Rank
DSU Omega Ratio Rank: 66
Omega Ratio Rank
DSU Calmar Ratio Rank: 66
Calmar Ratio Rank
DSU Martin Ratio Rank: 88
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.

CCD vs. DSU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Dynamic Convertible and Income Fund (CCD) and BlackRock Debt Strategies Fund, Inc. (DSU). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CCD vs. DSU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CCDDSUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

Drawdowns

CCD vs. DSU - Drawdown Comparison


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Drawdown Indicators


CCDDSUDifference

Max Drawdown

Largest peak-to-trough decline

-72.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

Current Drawdown

Current decline from peak

-1.72%

Average Drawdown

Average peak-to-trough decline

-11.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

CCD vs. DSU - Volatility Comparison


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Volatility by Period


CCDDSUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

8.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

Dividends

CCD vs. DSU - Dividend Comparison

CCD has not paid dividends to shareholders, while DSU's dividend yield for the trailing twelve months is around 12.14%.


PositionTTM20252024202320222021202020192018201720162015
CCD
Calamos Dynamic Convertible and Income Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DSU
BlackRock Debt Strategies Fund, Inc.
12.14%11.64%11.01%9.70%7.56%6.21%7.96%7.43%8.41%6.98%6.60%8.07%
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