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CCD vs. USA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CCD vs. USA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Dynamic Convertible and Income Fund (CCD) and Liberty All-Star Equity Fund (USA). The values are adjusted to include any dividend payments, if applicable.

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CCD vs. USA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCD
Calamos Dynamic Convertible and Income Fund
7.96%-4.26%35.89%7.98%-28.00%20.33%45.75%41.60%-9.64%26.56%
USA
Liberty All-Star Equity Fund
-7.72%0.09%20.81%23.17%-25.20%33.76%12.89%39.70%-5.06%34.66%

Fundamentals

EPS

CCD:

$2.87

USA:

$1.42

PE Ratio

CCD:

7.71

USA:

3.97

PS Ratio

CCD:

5.48

USA:

4.72

Total Revenue (TTM)

CCD:

$109.16M

USA:

$355.74M

Gross Profit (TTM)

CCD:

$84.83M

USA:

$329.90M

EBITDA (TTM)

CCD:

$109.15M

USA:

$305.11M

Returns By Period

In the year-to-date period, CCD achieves a 7.96% return, which is significantly higher than USA's -7.72% return. Over the past 10 years, CCD has outperformed USA with an annualized return of 13.14%, while USA has yielded a comparatively lower 11.94% annualized return.


CCD

1D
3.65%
1M
-2.88%
YTD
7.96%
6M
11.10%
1Y
16.29%
3Y*
12.77%
5Y*
2.51%
10Y*
13.14%

USA

1D
1.44%
1M
-5.85%
YTD
-7.72%
6M
-6.62%
1Y
-5.00%
3Y*
7.24%
5Y*
3.73%
10Y*
11.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CCD vs. USA — Risk / Return Rank

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

CCD
CCD Risk / Return Rank: 6666
Overall Rank
CCD Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CCD Sortino Ratio Rank: 6363
Sortino Ratio Rank
CCD Omega Ratio Rank: 6363
Omega Ratio Rank
CCD Calmar Ratio Rank: 6666
Calmar Ratio Rank
CCD Martin Ratio Rank: 6868
Martin Ratio Rank

USA
USA Risk / Return Rank: 2727
Overall Rank
USA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USA Sortino Ratio Rank: 2222
Sortino Ratio Rank
USA Omega Ratio Rank: 2323
Omega Ratio Rank
USA Calmar Ratio Rank: 3232
Calmar Ratio Rank
USA Martin Ratio Rank: 2828
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. USA - Risk-Adjusted Trends 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.


CCDUSADifference

Sharpe ratio

Return per unit of total volatility

0.81

-0.29

+1.10

Sortino ratio

Return per unit of downside risk

1.30

-0.30

+1.59

Omega ratio

Gain probability vs. loss probability

1.18

0.96

+0.22

Calmar ratio

Return relative to maximum drawdown

1.24

-0.28

+1.52

Martin ratio

Return relative to average drawdown

3.24

-0.76

+4.00

CCD vs. USA - Sharpe Ratio Comparison

The current CCD Sharpe Ratio is 0.81, which is higher than the USA Sharpe Ratio of -0.29. 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.


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Sharpe Ratios by Period


CCDUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

-0.29

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.18

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.53

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.33

+0.03

Correlation

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.


Dividends

CCD vs. USA - Dividend Comparison

CCD's dividend yield for the trailing twelve months is around 10.57%, less than USA's 12.08% yield.


TTM20252024202320222021202020192018201720162015
CCD
Calamos Dynamic Convertible and Income Fund
10.57%11.22%9.63%11.83%11.42%7.43%7.11%8.93%12.21%9.99%11.43%7.40%
USA
Liberty All-Star Equity Fund
12.08%10.67%10.22%9.56%12.11%9.67%9.13%9.75%12.64%8.89%9.30%9.53%

Drawdowns

CCD vs. USA - Drawdown Comparison

The maximum CCD drawdown since its inception was -55.42%, smaller than the maximum USA drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for CCD and USA.


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Drawdown Indicators


CCDUSADifference

Max Drawdown

Largest peak-to-trough decline

-55.42%

-69.15%

+13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-15.28%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-37.54%

-34.05%

-3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-55.42%

-47.07%

-8.35%

Current Drawdown

Current decline from peak

-3.30%

-12.67%

+9.37%

Average Drawdown

Average peak-to-trough decline

-12.00%

-11.53%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

5.64%

-0.70%

Volatility

CCD vs. USA - Volatility Comparison

Calamos Dynamic Convertible and Income Fund (CCD) has a higher volatility of 9.45% compared to Liberty All-Star Equity Fund (USA) at 5.71%. This indicates that CCD's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCDUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.45%

5.71%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

10.53%

+3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

20.20%

17.40%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.19%

20.72%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.77%

22.54%

+3.23%

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


0.0050.00M100.00M20212022202320242025
11.79M
119.52M
(CCD) Total Revenue
(USA) Total Revenue
Values in USD except per share items