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CCD vs. ECCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CCDECCC
YTD Return14.53%6.24%
1Y Return13.57%13.20%
Sharpe Ratio0.821.23
Daily Std Dev17.40%11.31%
Max Drawdown-55.42%-19.15%
Current Drawdown-14.52%0.00%

Fundamentals


CCDECCC
Market Cap$387.31M$435.62M
EPS$2.39$1.82
PE Ratio7.3812.26
Revenue (TTM)$0.00$139.07M
Gross Profit (TTM)$0.00$118.43M

Correlation

-0.50.00.51.00.2

The correlation between CCD and ECCC is 0.17, 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 14.53% return, which is significantly higher than ECCC's 6.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2024FebruaryMarchApril
-6.47%
8.55%
CCD
ECCC

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Calamos Dynamic Convertible and Income Fund

Eagle Point Credit Company Inc.

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.


CCD
Sharpe ratio
The chart of Sharpe ratio for CCD, currently valued at 0.82, compared to the broader market-2.00-1.000.001.002.003.004.000.82
Sortino ratio
The chart of Sortino ratio for CCD, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.006.001.25
Omega ratio
The chart of Omega ratio for CCD, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for CCD, currently valued at 0.38, compared to the broader market0.002.004.006.000.38
Martin ratio
The chart of Martin ratio for CCD, currently valued at 1.14, compared to the broader market0.0010.0020.0030.001.14
ECCC
Sharpe ratio
The chart of Sharpe ratio for ECCC, currently valued at 1.23, compared to the broader market-2.00-1.000.001.002.003.004.001.23
Sortino ratio
The chart of Sortino ratio for ECCC, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.006.001.89
Omega ratio
The chart of Omega ratio for ECCC, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for ECCC, currently valued at 1.09, compared to the broader market0.002.004.006.001.09
Martin ratio
The chart of Martin ratio for ECCC, currently valued at 5.22, compared to the broader market0.0010.0020.0030.005.22

CCD vs. ECCC - Sharpe Ratio Comparison

The current CCD Sharpe Ratio is 0.82, which is lower than the ECCC Sharpe Ratio of 1.23. The chart below compares the 12-month rolling Sharpe Ratio of CCD and ECCC.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.82
1.23
CCD
ECCC

Dividends

CCD vs. ECCC - Dividend Comparison

CCD's dividend yield for the trailing twelve months is around 10.61%, more than ECCC's 7.26% yield.


TTM202320222021202020192018201720162015
CCD
Calamos Dynamic Convertible and Income Fund
10.61%11.83%11.42%7.43%7.11%8.01%12.21%9.99%11.43%7.40%
ECCC
Eagle Point Credit Company Inc.
7.26%7.53%7.95%3.48%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 -19.15%. Use the drawdown chart below to compare losses from any high point for CCD and ECCC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-14.52%
0
CCD
ECCC

Volatility

CCD vs. ECCC - Volatility Comparison

Calamos Dynamic Convertible and Income Fund (CCD) has a higher volatility of 5.74% compared to Eagle Point Credit Company Inc. (ECCC) at 1.37%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
5.74%
1.37%
CCD
ECCC

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items