PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CCD vs. USA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CCDUSA
YTD Return30.51%21.94%
1Y Return45.60%32.17%
3Y Return (Ann)-0.70%4.53%
5Y Return (Ann)13.21%12.58%
Sharpe Ratio2.732.11
Sortino Ratio3.722.87
Omega Ratio1.471.37
Calmar Ratio1.301.50
Martin Ratio17.8014.31
Ulcer Index2.48%2.10%
Daily Std Dev16.20%14.24%
Max Drawdown-55.42%-69.38%
Current Drawdown-7.12%-1.51%

Fundamentals


CCDUSA

Correlation

-0.50.00.51.00.5

The correlation between CCD and USA is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CCD vs. USA - Performance Comparison

In the year-to-date period, CCD achieves a 30.51% return, which is significantly higher than USA's 21.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.01%
8.68%
CCD
USA

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CCD vs. USA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Dynamic Convertible and Income Fund (CCD) and Liberty All-Star Equity Fund (USA). 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 2.73, compared to the broader market-4.00-2.000.002.002.73
Sortino ratio
The chart of Sortino ratio for CCD, currently valued at 3.72, compared to the broader market-4.00-2.000.002.004.003.72
Omega ratio
The chart of Omega ratio for CCD, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for CCD, currently valued at 1.30, compared to the broader market0.002.004.006.001.30
Martin ratio
The chart of Martin ratio for CCD, currently valued at 17.80, compared to the broader market-10.000.0010.0020.0030.0017.80
USA
Sharpe ratio
The chart of Sharpe ratio for USA, currently valued at 2.11, compared to the broader market-4.00-2.000.002.002.11
Sortino ratio
The chart of Sortino ratio for USA, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.002.87
Omega ratio
The chart of Omega ratio for USA, currently valued at 1.37, compared to the broader market0.501.001.502.001.37
Calmar ratio
The chart of Calmar ratio for USA, currently valued at 1.50, compared to the broader market0.002.004.006.001.50
Martin ratio
The chart of Martin ratio for USA, currently valued at 14.31, compared to the broader market-10.000.0010.0020.0030.0014.31

CCD vs. USA - Sharpe Ratio Comparison

The current CCD Sharpe Ratio is 2.73, which is comparable to the USA Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of CCD and USA, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.73
2.11
CCD
USA

Dividends

CCD vs. USA - Dividend Comparison

CCD's dividend yield for the trailing twelve months is around 9.79%, more than USA's 9.46% yield.


TTM20232022202120202019201820172016201520142013
CCD
Calamos Dynamic Convertible and Income Fund
9.79%11.83%11.42%7.43%7.11%9.47%12.21%9.99%11.43%7.40%0.00%0.00%
USA
Liberty All-Star Equity Fund
9.46%9.56%12.11%9.67%9.26%9.88%12.81%9.01%9.43%9.66%6.61%5.94%

Drawdowns

CCD vs. USA - Drawdown Comparison

The maximum CCD drawdown since its inception was -55.42%, smaller than the maximum USA drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for CCD and USA. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.12%
-1.51%
CCD
USA

Volatility

CCD vs. USA - Volatility Comparison

Calamos Dynamic Convertible and Income Fund (CCD) and Liberty All-Star Equity Fund (USA) have volatilities of 4.52% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.52%
4.75%
CCD
USA

Financials

CCD vs. USA - Financials Comparison

This section allows you to compare key financial metrics between Calamos Dynamic Convertible and Income Fund and Liberty All-Star Equity Fund. 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