CCD vs. ECCC
Compare and contrast key facts about Calamos Dynamic Convertible and Income Fund (CCD) and Eagle Point Credit Company Inc. (ECCC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CCD or ECCC.
Key characteristics
| CCD | ECCC | |
|---|---|---|
| YTD Return | 34.18% | 16.82% |
| 1Y Return | 44.60% | 21.38% |
| 3Y Return (Ann) | 0.32% | 5.11% |
| Sharpe Ratio | 3.03 | 3.02 |
| Sortino Ratio | 4.12 | 4.56 |
| Omega Ratio | 1.52 | 1.63 |
| Calmar Ratio | 1.60 | 2.91 |
| Martin Ratio | 19.12 | 23.64 |
| Ulcer Index | 2.57% | 0.90% |
| Daily Std Dev | 16.26% | 7.05% |
| Max Drawdown | -55.42% | -19.16% |
| Current Drawdown | -4.51% | 0.00% |
Fundamentals
| CCD | ECCC |
|---|
Correlation
The correlation between CCD and ECCC is 0.15, 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.
Performance
CCD vs. ECCC - Performance Comparison
In the year-to-date period, CCD achieves a 34.18% return, which is significantly higher than ECCC's 16.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CCD vs. ECCC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Dynamic Convertible and Income Fund (CCD) and Eagle Point Credit Company Inc. (ECCC). 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.
Dividends
CCD vs. ECCC - Dividend Comparison
CCD's dividend yield for the trailing twelve months is around 9.59%, more than ECCC's 6.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCD Calamos Dynamic Convertible and Income Fund | 9.59% | 11.83% | 11.42% | 7.43% | 7.11% | 9.47% | 12.21% | 9.99% | 11.43% | 7.40% |
ECCC Eagle Point Credit Company Inc. | 6.86% | 7.51% | 7.93% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CCD vs. ECCC - Drawdown Comparison
The maximum CCD drawdown since its inception was -55.42%, which is greater than ECCC's maximum drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for CCD and ECCC. For additional features, visit the drawdowns tool.
Volatility
CCD vs. ECCC - Volatility Comparison
Calamos Dynamic Convertible and Income Fund (CCD) has a higher volatility of 4.84% compared to Eagle Point Credit Company Inc. (ECCC) at 2.83%. This indicates that CCD's price experiences larger fluctuations and is considered to be riskier than ECCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CCD vs. ECCC - Financials Comparison
This section allows you to compare key financial metrics between Calamos Dynamic Convertible and Income Fund and Eagle Point Credit Company Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities